In this repo, the goal is to replicate asset pricing from observed consumption growth using the Mehra-Prescott model.

The model is implemented in an object-oriented way and an example use-case is given in main.ipynb.

To get started simply run

pip install -e .

from the main directory.

Analyses are in the notebook files main_analysis.ipynb and a shorter more concise version is in oop_short_analysis.ipynb