This repo contains scripts that process the data and estimate the parameters of a survival model in a mixed-model Bayesian framework and presented in Loan Payment Deferments Due to Labor Market Shocks: A Case Study. While the files in this repo are all python scripts, they are derived from jupyter notebooks using the Jupytext extension and can be converted to such using the *jupytext --set-formats ipynb,py .py command.

common.py: this script contains a set of common functions that get used across the various jupyter notebooks.

pymc3: contains all the modeling scripts for the paper.

• covid_pooled.py: pooled version of model

• covid_level_I_fraily.py: mixed model with frailty terms for originators.

• deferment.py: generic script that estimates both models in one go.

• projections.py: script for model comparisons using (i) PSIS-LOO and (ii) the Integrated Calibration Index approach of Harrell et. al.