equilibria-mcp-server 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +142 -0
- package/LICENSE +21 -0
- package/README.md +240 -0
- package/dist/builders/YAMLBuilder.d.ts +77 -0
- package/dist/builders/YAMLBuilder.d.ts.map +1 -0
- package/dist/builders/YAMLBuilder.js +251 -0
- package/dist/builders/YAMLBuilder.js.map +1 -0
- package/dist/economics/constants.d.ts +39 -0
- package/dist/economics/constants.d.ts.map +1 -0
- package/dist/economics/constants.js +46 -0
- package/dist/economics/constants.js.map +1 -0
- package/dist/economics/formulas.d.ts +19 -0
- package/dist/economics/formulas.d.ts.map +1 -0
- package/dist/economics/formulas.js +260 -0
- package/dist/economics/formulas.js.map +1 -0
- package/dist/economics/index.d.ts +9 -0
- package/dist/economics/index.d.ts.map +1 -0
- package/dist/economics/index.js +9 -0
- package/dist/economics/index.js.map +1 -0
- package/dist/economics/validators.d.ts +18 -0
- package/dist/economics/validators.d.ts.map +1 -0
- package/dist/economics/validators.js +111 -0
- package/dist/economics/validators.js.map +1 -0
- package/dist/errors/index.d.ts +172 -0
- package/dist/errors/index.d.ts.map +1 -0
- package/dist/errors/index.js +313 -0
- package/dist/errors/index.js.map +1 -0
- package/dist/formatters/index.d.ts +8 -0
- package/dist/formatters/index.d.ts.map +1 -0
- package/dist/formatters/index.js +8 -0
- package/dist/formatters/index.js.map +1 -0
- package/dist/formatters/redux.d.ts +15 -0
- package/dist/formatters/redux.d.ts.map +1 -0
- package/dist/formatters/redux.js +35 -0
- package/dist/formatters/redux.js.map +1 -0
- package/dist/formatters/yaml.d.ts +18 -0
- package/dist/formatters/yaml.d.ts.map +1 -0
- package/dist/formatters/yaml.js +40 -0
- package/dist/formatters/yaml.js.map +1 -0
- package/dist/index.d.ts +11 -0
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +19 -0
- package/dist/index.js.map +1 -0
- package/dist/server.d.ts +14 -0
- package/dist/server.d.ts.map +1 -0
- package/dist/server.js +86 -0
- package/dist/server.js.map +1 -0
- package/dist/templates/advancedMicro.d.ts +8 -0
- package/dist/templates/advancedMicro.d.ts.map +1 -0
- package/dist/templates/advancedMicro.js +834 -0
- package/dist/templates/advancedMicro.js.map +1 -0
- package/dist/templates/consumer.d.ts +12 -0
- package/dist/templates/consumer.d.ts.map +1 -0
- package/dist/templates/consumer.js +1978 -0
- package/dist/templates/consumer.js.map +1 -0
- package/dist/templates/elasticity.d.ts +8 -0
- package/dist/templates/elasticity.d.ts.map +1 -0
- package/dist/templates/elasticity.js +500 -0
- package/dist/templates/elasticity.js.map +1 -0
- package/dist/templates/externalities.d.ts +11 -0
- package/dist/templates/externalities.d.ts.map +1 -0
- package/dist/templates/externalities.js +997 -0
- package/dist/templates/externalities.js.map +1 -0
- package/dist/templates/financeBehavioral.d.ts +8 -0
- package/dist/templates/financeBehavioral.d.ts.map +1 -0
- package/dist/templates/financeBehavioral.js +860 -0
- package/dist/templates/financeBehavioral.js.map +1 -0
- package/dist/templates/growth.d.ts +8 -0
- package/dist/templates/growth.d.ts.map +1 -0
- package/dist/templates/growth.js +740 -0
- package/dist/templates/growth.js.map +1 -0
- package/dist/templates/index.d.ts +31 -0
- package/dist/templates/index.d.ts.map +1 -0
- package/dist/templates/index.js +91 -0
- package/dist/templates/index.js.map +1 -0
- package/dist/templates/inequality.d.ts +8 -0
- package/dist/templates/inequality.d.ts.map +1 -0
- package/dist/templates/inequality.js +562 -0
- package/dist/templates/inequality.js.map +1 -0
- package/dist/templates/intertemporalMacro.d.ts +8 -0
- package/dist/templates/intertemporalMacro.d.ts.map +1 -0
- package/dist/templates/intertemporalMacro.js +550 -0
- package/dist/templates/intertemporalMacro.js.map +1 -0
- package/dist/templates/isLM.d.ts +8 -0
- package/dist/templates/isLM.d.ts.map +1 -0
- package/dist/templates/isLM.js +747 -0
- package/dist/templates/isLM.js.map +1 -0
- package/dist/templates/macro.d.ts +8 -0
- package/dist/templates/macro.d.ts.map +1 -0
- package/dist/templates/macro.js +600 -0
- package/dist/templates/macro.js.map +1 -0
- package/dist/templates/marketStructures.d.ts +11 -0
- package/dist/templates/marketStructures.d.ts.map +1 -0
- package/dist/templates/marketStructures.js +1135 -0
- package/dist/templates/marketStructures.js.map +1 -0
- package/dist/templates/newKeynesian.d.ts +8 -0
- package/dist/templates/newKeynesian.d.ts.map +1 -0
- package/dist/templates/newKeynesian.js +633 -0
- package/dist/templates/newKeynesian.js.map +1 -0
- package/dist/templates/oligopoly.d.ts +11 -0
- package/dist/templates/oligopoly.d.ts.map +1 -0
- package/dist/templates/oligopoly.js +1113 -0
- package/dist/templates/oligopoly.js.map +1 -0
- package/dist/templates/ppf.d.ts +8 -0
- package/dist/templates/ppf.d.ts.map +1 -0
- package/dist/templates/ppf.js +439 -0
- package/dist/templates/ppf.js.map +1 -0
- package/dist/templates/producer.d.ts +11 -0
- package/dist/templates/producer.d.ts.map +1 -0
- package/dist/templates/producer.js +979 -0
- package/dist/templates/producer.js.map +1 -0
- package/dist/templates/production.d.ts +8 -0
- package/dist/templates/production.d.ts.map +1 -0
- package/dist/templates/production.js +574 -0
- package/dist/templates/production.js.map +1 -0
- package/dist/templates/supplyDemand.d.ts +8 -0
- package/dist/templates/supplyDemand.d.ts.map +1 -0
- package/dist/templates/supplyDemand.js +1282 -0
- package/dist/templates/supplyDemand.js.map +1 -0
- package/dist/templates/tradeGrowth.d.ts +8 -0
- package/dist/templates/tradeGrowth.d.ts.map +1 -0
- package/dist/templates/tradeGrowth.js +637 -0
- package/dist/templates/tradeGrowth.js.map +1 -0
- package/dist/tools/index.d.ts +25 -0
- package/dist/tools/index.d.ts.map +1 -0
- package/dist/tools/index.js +54 -0
- package/dist/tools/index.js.map +1 -0
- package/dist/tools/models.d.ts +8 -0
- package/dist/tools/models.d.ts.map +1 -0
- package/dist/tools/models.js +828 -0
- package/dist/tools/models.js.map +1 -0
- package/dist/tools/output.d.ts +8 -0
- package/dist/tools/output.d.ts.map +1 -0
- package/dist/tools/output.js +236 -0
- package/dist/tools/output.js.map +1 -0
- package/dist/tools/templates.d.ts +8 -0
- package/dist/tools/templates.d.ts.map +1 -0
- package/dist/tools/templates.js +247 -0
- package/dist/tools/templates.js.map +1 -0
- package/dist/tools/validation.d.ts +8 -0
- package/dist/tools/validation.d.ts.map +1 -0
- package/dist/tools/validation.js +181 -0
- package/dist/tools/validation.js.map +1 -0
- package/dist/types/index.d.ts +187 -0
- package/dist/types/index.d.ts.map +1 -0
- package/dist/types/index.js +7 -0
- package/dist/types/index.js.map +1 -0
- package/dist/utils/cache.d.ts +99 -0
- package/dist/utils/cache.d.ts.map +1 -0
- package/dist/utils/cache.js +192 -0
- package/dist/utils/cache.js.map +1 -0
- package/dist/utils/index.d.ts +8 -0
- package/dist/utils/index.d.ts.map +1 -0
- package/dist/utils/index.js +8 -0
- package/dist/utils/index.js.map +1 -0
- package/dist/utils/logger.d.ts +128 -0
- package/dist/utils/logger.d.ts.map +1 -0
- package/dist/utils/logger.js +251 -0
- package/dist/utils/logger.js.map +1 -0
- package/dist/validation/index.d.ts +42 -0
- package/dist/validation/index.d.ts.map +1 -0
- package/dist/validation/index.js +282 -0
- package/dist/validation/index.js.map +1 -0
- package/package.json +73 -0
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/**
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* DSGE & New Keynesian Model Templates
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*
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* Postgraduate-level templates for modern macroeconomic models.
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*/
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/**
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* New Keynesian IS Curve (Dynamic IS)
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* Forward-looking consumption Euler equation
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*/
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const newKeynesianIS = {
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id: 'new_keynesian_is',
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name: 'New Keynesian IS Curve',
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description: 'Dynamic IS curve derived from the consumption Euler equation showing output gap and real interest rate relationship.',
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category: 'macro',
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level: 'postgraduate',
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tags: ['New Keynesian', 'IS curve', 'DSGE', 'output gap', 'Euler equation'],
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parameters: {
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sigma: {
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type: 'number',
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default: 1,
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description: 'Intertemporal elasticity of substitution (1/σ)',
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},
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rStar: {
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type: 'number',
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default: 2,
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description: 'Natural rate of interest (%)',
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},
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expectedOutput: {
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type: 'number',
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default: 0,
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description: 'Expected future output gap (%)',
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},
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},
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generate: (params) => {
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const sigma = params.sigma ?? 1;
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const rStar = params.rStar ?? 2;
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const Ey = params.expectedOutput ?? 0;
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return {
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metadata: {
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specVersion: '1.3',
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title: 'New Keynesian IS Curve',
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description: 'Output gap as function of real interest rate',
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},
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parameters: {
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sigma: { value: sigma, label: 'IES (1/σ)', min: 0.5, max: 3, step: 0.25 },
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rStar: { value: rStar, label: 'Natural Rate r* (%)', min: 0, max: 5, step: 0.5 },
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Ey: { value: Ey, label: 'Expected Output Gap (%)', min: -3, max: 3, step: 0.5 },
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g: { value: 0, label: 'Government Shock' },
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// Current interest rate
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r: { value: rStar, label: 'Real Rate r (%)', min: -2, max: 8 },
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// Output gap from IS: y = Ey - (1/σ)(r - r*)
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outputGap: {
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expression: 'Ey - (1/sigma) * (r - rStar) + g',
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label: 'Output Gap (%)',
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readonly: true,
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},
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},
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charts: [
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{
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id: 'main',
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title: 'Dynamic IS Curve',
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xAxis: { label: 'Output Gap (ỹ)', min: -5, max: 5 },
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yAxis: { label: 'Real Interest Rate (r)', min: -2, max: 8 },
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elements: [
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// IS curve: r = r* + σ(Ey - y)
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{
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id: 'is',
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type: 'line',
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equation: 'rStar + sigma * (Ey - x)',
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color: '#2563EB',
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strokeWidth: 3,
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label: 'IS',
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curveLabel: { text: 'IS', x: 4, position: 'below' },
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},
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// Natural rate horizontal line
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{
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id: 'natural-rate',
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type: 'horizontalLine',
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y: 'rStar',
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color: '#16A34A',
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lineStyle: 'dashed',
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strokeWidth: 1,
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},
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// Zero output gap line
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{
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id: 'zero-gap',
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type: 'verticalLine',
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x: 0,
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color: '#6B7280',
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lineStyle: 'dashed',
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strokeWidth: 1,
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},
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// Natural rate equilibrium
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{
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id: 'natural-eq',
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type: 'point',
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x: 'Ey',
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y: 'rStar',
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color: '#16A34A',
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size: 8,
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label: 'Natural',
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},
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// Current position
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{
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id: 'current',
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type: 'point',
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x: 'outputGap',
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y: 'r',
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color: '#DC2626',
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size: 10,
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label: 'Current',
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droplines: { x: true, y: true },
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draggable: true,
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dragConfig: {
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mode: 'expression',
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parameters: { expressions: { r: 'y' } },
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constraints: { bounds: { minY: -1, maxY: 7 } },
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},
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},
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],
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annotations: [
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{
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id: 'is-equation',
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text: 'ỹ = Eỹ - (1/σ)(r - r*)',
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x: -4,
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y: 7,
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color: '#2563EB',
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},
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{
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id: 'natural-label',
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text: 'r* = ${rStar}%',
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x: -4.5,
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y: 'rStar + 0.5',
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color: '#16A34A',
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},
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{
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id: 'monetary-note',
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text: 'r > r* → ỹ < 0 (recession)',
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x: 2,
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y: 'rStar + 2',
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color: '#6B7280',
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},
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],
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},
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],
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};
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},
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};
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/**
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* New Keynesian Phillips Curve (NKPC)
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* Forward-looking inflation dynamics
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*/
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const newKeynesianPhillips = {
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id: 'new_keynesian_phillips',
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name: 'New Keynesian Phillips Curve',
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description: 'Forward-looking Phillips curve with inflation expectations and real marginal cost (output gap).',
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category: 'macro',
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level: 'postgraduate',
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tags: ['New Keynesian', 'Phillips curve', 'NKPC', 'inflation', 'Calvo pricing'],
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parameters: {
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beta: {
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type: 'number',
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default: 0.99,
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description: 'Discount factor (β)',
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},
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kappa: {
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type: 'number',
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default: 0.3,
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description: 'Slope of NKPC (κ)',
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},
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expectedInflation: {
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type: 'number',
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default: 2,
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description: 'Expected future inflation (%)',
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},
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},
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generate: (params) => {
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const beta = params.beta ?? 0.99;
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const kappa = params.kappa ?? 0.3;
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const Epi = params.expectedInflation ?? 2;
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return {
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metadata: {
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specVersion: '1.3',
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title: 'New Keynesian Phillips Curve',
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description: 'Inflation as function of expected inflation and output gap',
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},
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parameters: {
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beta: { value: beta, label: 'Discount (β)', min: 0.9, max: 0.999, step: 0.01 },
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kappa: { value: kappa, label: 'Slope (κ)', min: 0.1, max: 0.5, step: 0.05 },
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Epi: { value: Epi, label: 'Eπ_{t+1} (%)', min: 0, max: 6, step: 0.5 },
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costPush: { value: 0, label: 'Cost-Push Shock (u)' },
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// Output gap
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y: { value: 0, label: 'Output Gap (%)', min: -5, max: 5 },
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// Inflation from NKPC: π = βEπ + κy + u
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inflation: {
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expression: 'beta * Epi + kappa * y + costPush',
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label: 'Inflation (%)',
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readonly: true,
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},
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},
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charts: [
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{
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id: 'main',
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title: 'New Keynesian Phillips Curve',
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xAxis: { label: 'Output Gap (ỹ)', min: -5, max: 5 },
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yAxis: { label: 'Inflation (π)', min: 0, max: 8 },
|
|
207
|
+
elements: [
|
|
208
|
+
// NKPC: π = βEπ + κy
|
|
209
|
+
{
|
|
210
|
+
id: 'nkpc',
|
|
211
|
+
type: 'line',
|
|
212
|
+
equation: 'beta * Epi + kappa * x + costPush',
|
|
213
|
+
color: '#DC2626',
|
|
214
|
+
strokeWidth: 3,
|
|
215
|
+
label: 'NKPC',
|
|
216
|
+
curveLabel: { text: 'π = βEπ + κỹ', x: 3, position: 'above' },
|
|
217
|
+
},
|
|
218
|
+
// Inflation target reference
|
|
219
|
+
{
|
|
220
|
+
id: 'target',
|
|
221
|
+
type: 'horizontalLine',
|
|
222
|
+
y: 2,
|
|
223
|
+
color: '#16A34A',
|
|
224
|
+
lineStyle: 'dotted',
|
|
225
|
+
strokeWidth: 1,
|
|
226
|
+
},
|
|
227
|
+
// Zero gap line
|
|
228
|
+
{
|
|
229
|
+
id: 'zero-gap',
|
|
230
|
+
type: 'verticalLine',
|
|
231
|
+
x: 0,
|
|
232
|
+
color: '#6B7280',
|
|
233
|
+
lineStyle: 'dashed',
|
|
234
|
+
strokeWidth: 1,
|
|
235
|
+
},
|
|
236
|
+
// Current position
|
|
237
|
+
{
|
|
238
|
+
id: 'current',
|
|
239
|
+
type: 'point',
|
|
240
|
+
x: 'y',
|
|
241
|
+
y: 'inflation',
|
|
242
|
+
color: '#2563EB',
|
|
243
|
+
size: 10,
|
|
244
|
+
label: 'Current',
|
|
245
|
+
droplines: { x: true, y: true },
|
|
246
|
+
draggable: true,
|
|
247
|
+
dragConfig: {
|
|
248
|
+
mode: 'expression',
|
|
249
|
+
parameters: { expressions: { y: 'x' } },
|
|
250
|
+
constraints: { bounds: { minX: -4.5, maxX: 4.5 } },
|
|
251
|
+
},
|
|
252
|
+
},
|
|
253
|
+
],
|
|
254
|
+
annotations: [
|
|
255
|
+
{
|
|
256
|
+
id: 'expectations-label',
|
|
257
|
+
text: 'Eπ = ${Epi}%',
|
|
258
|
+
x: -4,
|
|
259
|
+
y: 'beta * Epi + 0.5',
|
|
260
|
+
color: '#F59E0B',
|
|
261
|
+
},
|
|
262
|
+
{
|
|
263
|
+
id: 'target-label',
|
|
264
|
+
text: 'Target = 2%',
|
|
265
|
+
x: 3,
|
|
266
|
+
y: 2.4,
|
|
267
|
+
color: '#16A34A',
|
|
268
|
+
},
|
|
269
|
+
{
|
|
270
|
+
id: 'slope-note',
|
|
271
|
+
text: 'κ = ${kappa} (Calvo parameter)',
|
|
272
|
+
x: -4,
|
|
273
|
+
y: 7,
|
|
274
|
+
color: '#6B7280',
|
|
275
|
+
},
|
|
276
|
+
],
|
|
277
|
+
},
|
|
278
|
+
],
|
|
279
|
+
};
|
|
280
|
+
},
|
|
281
|
+
};
|
|
282
|
+
/**
|
|
283
|
+
* Taylor Rule
|
|
284
|
+
* Monetary policy reaction function
|
|
285
|
+
*/
|
|
286
|
+
const taylorRule = {
|
|
287
|
+
id: 'taylor_rule',
|
|
288
|
+
name: 'Taylor Rule',
|
|
289
|
+
description: 'Central bank reaction function showing interest rate response to inflation and output deviations.',
|
|
290
|
+
category: 'macro',
|
|
291
|
+
level: 'postgraduate',
|
|
292
|
+
tags: ['Taylor rule', 'monetary policy', 'interest rate', 'central bank', 'reaction function'],
|
|
293
|
+
parameters: {
|
|
294
|
+
rStar: {
|
|
295
|
+
type: 'number',
|
|
296
|
+
default: 2,
|
|
297
|
+
description: 'Natural rate of interest (%)',
|
|
298
|
+
},
|
|
299
|
+
piStar: {
|
|
300
|
+
type: 'number',
|
|
301
|
+
default: 2,
|
|
302
|
+
description: 'Inflation target (%)',
|
|
303
|
+
},
|
|
304
|
+
phiPi: {
|
|
305
|
+
type: 'number',
|
|
306
|
+
default: 1.5,
|
|
307
|
+
description: 'Inflation coefficient (φ_π)',
|
|
308
|
+
},
|
|
309
|
+
phiY: {
|
|
310
|
+
type: 'number',
|
|
311
|
+
default: 0.5,
|
|
312
|
+
description: 'Output gap coefficient (φ_y)',
|
|
313
|
+
},
|
|
314
|
+
},
|
|
315
|
+
generate: (params) => {
|
|
316
|
+
const rStar = params.rStar ?? 2;
|
|
317
|
+
const piStar = params.piStar ?? 2;
|
|
318
|
+
const phiPi = params.phiPi ?? 1.5;
|
|
319
|
+
const phiY = params.phiY ?? 0.5;
|
|
320
|
+
return {
|
|
321
|
+
metadata: {
|
|
322
|
+
specVersion: '1.3',
|
|
323
|
+
title: 'Taylor Rule',
|
|
324
|
+
description: 'Monetary policy reaction function',
|
|
325
|
+
},
|
|
326
|
+
parameters: {
|
|
327
|
+
rStar: { value: rStar, label: 'r* (%)', min: 0, max: 4, step: 0.5 },
|
|
328
|
+
piStar: { value: piStar, label: 'π* (%)', min: 0, max: 4, step: 0.5 },
|
|
329
|
+
phiPi: { value: phiPi, label: 'φ_π', min: 1, max: 3, step: 0.1 },
|
|
330
|
+
phiY: { value: phiY, label: 'φ_y', min: 0, max: 1, step: 0.1 },
|
|
331
|
+
// Current state
|
|
332
|
+
pi: { value: 2, label: 'Current π (%)', min: 0, max: 8 },
|
|
333
|
+
y: { value: 0, label: 'Output Gap (%)', min: -4, max: 4 },
|
|
334
|
+
// Taylor rule: i = r* + π + φ_π(π - π*) + φ_y(y)
|
|
335
|
+
// Simplified: i = r* + π* + φ_π(π - π*) + φ_y(y)
|
|
336
|
+
policyRate: {
|
|
337
|
+
expression: 'rStar + piStar + phiPi * (pi - piStar) + phiY * y',
|
|
338
|
+
label: 'Policy Rate i (%)',
|
|
339
|
+
readonly: true,
|
|
340
|
+
},
|
|
341
|
+
realRate: {
|
|
342
|
+
expression: 'policyRate - pi',
|
|
343
|
+
label: 'Real Rate r (%)',
|
|
344
|
+
readonly: true,
|
|
345
|
+
},
|
|
346
|
+
// Neutral rate
|
|
347
|
+
neutralRate: {
|
|
348
|
+
expression: 'rStar + piStar',
|
|
349
|
+
label: 'Neutral Rate (%)',
|
|
350
|
+
readonly: true,
|
|
351
|
+
},
|
|
352
|
+
},
|
|
353
|
+
charts: [
|
|
354
|
+
{
|
|
355
|
+
id: 'inflation',
|
|
356
|
+
title: 'Taylor Rule: Inflation Response',
|
|
357
|
+
xAxis: { label: 'Inflation (π)', min: 0, max: 8 },
|
|
358
|
+
yAxis: { label: 'Nominal Interest Rate (i)', min: 0, max: 14 },
|
|
359
|
+
elements: [
|
|
360
|
+
// Taylor rule as function of inflation (at y=0)
|
|
361
|
+
{
|
|
362
|
+
id: 'taylor-inflation',
|
|
363
|
+
type: 'line',
|
|
364
|
+
equation: 'rStar + piStar + phiPi * (x - piStar) + phiY * y',
|
|
365
|
+
color: '#2563EB',
|
|
366
|
+
strokeWidth: 3,
|
|
367
|
+
label: 'Taylor Rule',
|
|
368
|
+
},
|
|
369
|
+
// 1-to-1 line (passive policy)
|
|
370
|
+
{
|
|
371
|
+
id: 'passive',
|
|
372
|
+
type: 'line',
|
|
373
|
+
equation: 'rStar + x',
|
|
374
|
+
color: '#6B7280',
|
|
375
|
+
lineStyle: 'dashed',
|
|
376
|
+
strokeWidth: 1,
|
|
377
|
+
label: 'Passive (φ_π = 1)',
|
|
378
|
+
},
|
|
379
|
+
// Inflation target
|
|
380
|
+
{
|
|
381
|
+
id: 'target',
|
|
382
|
+
type: 'verticalLine',
|
|
383
|
+
x: 'piStar',
|
|
384
|
+
color: '#16A34A',
|
|
385
|
+
lineStyle: 'dotted',
|
|
386
|
+
strokeWidth: 1,
|
|
387
|
+
},
|
|
388
|
+
// Current position
|
|
389
|
+
{
|
|
390
|
+
id: 'current',
|
|
391
|
+
type: 'point',
|
|
392
|
+
x: 'pi',
|
|
393
|
+
y: 'policyRate',
|
|
394
|
+
color: '#DC2626',
|
|
395
|
+
size: 10,
|
|
396
|
+
label: 'Current',
|
|
397
|
+
droplines: { x: true, y: true },
|
|
398
|
+
draggable: true,
|
|
399
|
+
dragConfig: {
|
|
400
|
+
mode: 'expression',
|
|
401
|
+
parameters: { expressions: { pi: 'x' } },
|
|
402
|
+
constraints: { bounds: { minX: 0.5, maxX: 7.5 } },
|
|
403
|
+
},
|
|
404
|
+
},
|
|
405
|
+
],
|
|
406
|
+
annotations: [
|
|
407
|
+
{
|
|
408
|
+
id: 'taylor-eq',
|
|
409
|
+
text: 'i = r* + π* + φ_π(π-π*) + φ_y·ỹ',
|
|
410
|
+
x: 0.5,
|
|
411
|
+
y: 12,
|
|
412
|
+
color: '#2563EB',
|
|
413
|
+
},
|
|
414
|
+
{
|
|
415
|
+
id: 'principle-label',
|
|
416
|
+
text: 'φ_π > 1 (Taylor Principle)',
|
|
417
|
+
x: 5,
|
|
418
|
+
y: 4,
|
|
419
|
+
color: '#F59E0B',
|
|
420
|
+
},
|
|
421
|
+
{
|
|
422
|
+
id: 'target-label',
|
|
423
|
+
text: 'π* = ${piStar}%',
|
|
424
|
+
x: 'piStar + 0.3',
|
|
425
|
+
y: 1,
|
|
426
|
+
color: '#16A34A',
|
|
427
|
+
},
|
|
428
|
+
],
|
|
429
|
+
},
|
|
430
|
+
{
|
|
431
|
+
id: 'output',
|
|
432
|
+
title: 'Taylor Rule: Output Gap Response',
|
|
433
|
+
xAxis: { label: 'Output Gap (ỹ)', min: -4, max: 4 },
|
|
434
|
+
yAxis: { label: 'Nominal Interest Rate (i)', min: 0, max: 10 },
|
|
435
|
+
elements: [
|
|
436
|
+
// Taylor rule as function of output (at current π)
|
|
437
|
+
{
|
|
438
|
+
id: 'taylor-output',
|
|
439
|
+
type: 'line',
|
|
440
|
+
equation: 'rStar + piStar + phiPi * (pi - piStar) + phiY * x',
|
|
441
|
+
color: '#DC2626',
|
|
442
|
+
strokeWidth: 3,
|
|
443
|
+
label: 'Taylor Rule',
|
|
444
|
+
},
|
|
445
|
+
// Zero gap line
|
|
446
|
+
{
|
|
447
|
+
id: 'zero-gap',
|
|
448
|
+
type: 'verticalLine',
|
|
449
|
+
x: 0,
|
|
450
|
+
color: '#6B7280',
|
|
451
|
+
lineStyle: 'dashed',
|
|
452
|
+
strokeWidth: 1,
|
|
453
|
+
},
|
|
454
|
+
// Current position
|
|
455
|
+
{
|
|
456
|
+
id: 'current',
|
|
457
|
+
type: 'point',
|
|
458
|
+
x: 'y',
|
|
459
|
+
y: 'policyRate',
|
|
460
|
+
color: '#2563EB',
|
|
461
|
+
size: 10,
|
|
462
|
+
label: 'Current',
|
|
463
|
+
droplines: { x: true, y: true },
|
|
464
|
+
},
|
|
465
|
+
],
|
|
466
|
+
annotations: [
|
|
467
|
+
{
|
|
468
|
+
id: 'output-response',
|
|
469
|
+
text: 'φ_y = ${phiY}',
|
|
470
|
+
x: 2,
|
|
471
|
+
y: 8,
|
|
472
|
+
color: '#DC2626',
|
|
473
|
+
},
|
|
474
|
+
],
|
|
475
|
+
},
|
|
476
|
+
],
|
|
477
|
+
};
|
|
478
|
+
},
|
|
479
|
+
};
|
|
480
|
+
/**
|
|
481
|
+
* Three-Equation NK Model
|
|
482
|
+
* Combined IS, NKPC, and Taylor Rule
|
|
483
|
+
*/
|
|
484
|
+
const threeEquationNK = {
|
|
485
|
+
id: 'three_equation_nk',
|
|
486
|
+
name: 'Three-Equation NK Model',
|
|
487
|
+
description: 'Complete New Keynesian model combining IS curve, Phillips curve, and Taylor rule for equilibrium determination.',
|
|
488
|
+
category: 'macro',
|
|
489
|
+
level: 'postgraduate',
|
|
490
|
+
tags: ['New Keynesian', 'DSGE', 'IS-PC-MR', 'three equation', 'macro model'],
|
|
491
|
+
parameters: {
|
|
492
|
+
demandShock: {
|
|
493
|
+
type: 'number',
|
|
494
|
+
default: 0,
|
|
495
|
+
description: 'Demand shock (%)',
|
|
496
|
+
},
|
|
497
|
+
costPushShock: {
|
|
498
|
+
type: 'number',
|
|
499
|
+
default: 0,
|
|
500
|
+
description: 'Cost-push shock (%)',
|
|
501
|
+
},
|
|
502
|
+
},
|
|
503
|
+
generate: (params) => {
|
|
504
|
+
const demandShock = params.demandShock ?? 0;
|
|
505
|
+
const costPushShock = params.costPushShock ?? 0;
|
|
506
|
+
return {
|
|
507
|
+
metadata: {
|
|
508
|
+
specVersion: '1.3',
|
|
509
|
+
title: 'Three-Equation NK Model',
|
|
510
|
+
description: 'IS-PC-MR framework for macroeconomic analysis',
|
|
511
|
+
},
|
|
512
|
+
parameters: {
|
|
513
|
+
// Structural parameters
|
|
514
|
+
sigma: { value: 1, label: 'σ (IES⁻¹)' },
|
|
515
|
+
kappa: { value: 0.3, label: 'κ (PC slope)' },
|
|
516
|
+
beta: { value: 0.99, label: 'β (discount)' },
|
|
517
|
+
phiPi: { value: 1.5, label: 'φ_π' },
|
|
518
|
+
phiY: { value: 0.5, label: 'φ_y' },
|
|
519
|
+
rStar: { value: 2, label: 'r* (%)' },
|
|
520
|
+
piStar: { value: 2, label: 'π* (%)' },
|
|
521
|
+
// Shocks
|
|
522
|
+
g: { value: demandShock, label: 'Demand Shock (%)', min: -3, max: 3 },
|
|
523
|
+
u: { value: costPushShock, label: 'Cost-Push Shock (%)', min: -2, max: 2 },
|
|
524
|
+
// Equilibrium (simplified, assuming Eπ = π, Ey = y in steady state)
|
|
525
|
+
// From IS: y = -1/σ (r - rStar) + g
|
|
526
|
+
// From PC: π = piStar + kappa*y + u (assuming beta*Eπ ≈ piStar)
|
|
527
|
+
// From TR: r = rStar + phiPi*(π - piStar) + phiY*y
|
|
528
|
+
// Solving...
|
|
529
|
+
yEq: {
|
|
530
|
+
expression: '(g - u * phiPi / (kappa * sigma)) / (1 + phiY/sigma + phiPi * kappa / sigma)',
|
|
531
|
+
label: 'Output Gap y*',
|
|
532
|
+
readonly: true,
|
|
533
|
+
},
|
|
534
|
+
piEq: {
|
|
535
|
+
expression: 'piStar + kappa * yEq + u',
|
|
536
|
+
label: 'Inflation π*',
|
|
537
|
+
readonly: true,
|
|
538
|
+
},
|
|
539
|
+
rEq: {
|
|
540
|
+
expression: 'rStar + phiPi * (piEq - piStar) + phiY * yEq',
|
|
541
|
+
label: 'Real Rate r*',
|
|
542
|
+
readonly: true,
|
|
543
|
+
},
|
|
544
|
+
},
|
|
545
|
+
charts: [
|
|
546
|
+
{
|
|
547
|
+
id: 'main',
|
|
548
|
+
title: 'NK Equilibrium',
|
|
549
|
+
xAxis: { label: 'Output Gap (ỹ)', min: -4, max: 4 },
|
|
550
|
+
yAxis: { label: 'Inflation (π)', min: 0, max: 6 },
|
|
551
|
+
elements: [
|
|
552
|
+
// Phillips Curve (PC)
|
|
553
|
+
{
|
|
554
|
+
id: 'pc',
|
|
555
|
+
type: 'line',
|
|
556
|
+
equation: 'piStar + kappa * x + u',
|
|
557
|
+
color: '#DC2626',
|
|
558
|
+
strokeWidth: 3,
|
|
559
|
+
label: 'PC',
|
|
560
|
+
curveLabel: { text: 'PC', x: 3, position: 'above' },
|
|
561
|
+
},
|
|
562
|
+
// Monetary Rule (MR) - derived from IS + TR
|
|
563
|
+
// From TR: r = rStar + phiPi(π - piStar) + phiY*y
|
|
564
|
+
// Sub into IS: y = -1/σ (r - rStar) + g
|
|
565
|
+
// → y = -1/σ [phiPi(π - piStar) + phiY*y] + g
|
|
566
|
+
// → y(1 + phiY/σ) = -phiPi/σ (π - piStar) + g
|
|
567
|
+
// → π = piStar - σ(1 + phiY/σ)/phiPi * (y - g/(1+phiY/σ))
|
|
568
|
+
{
|
|
569
|
+
id: 'mr',
|
|
570
|
+
type: 'line',
|
|
571
|
+
equation: 'piStar - sigma * (1 + phiY/sigma) / phiPi * (x - g/(1+phiY/sigma))',
|
|
572
|
+
color: '#2563EB',
|
|
573
|
+
strokeWidth: 3,
|
|
574
|
+
label: 'MR',
|
|
575
|
+
curveLabel: { text: 'MR', x: -3, position: 'above' },
|
|
576
|
+
},
|
|
577
|
+
// Target point
|
|
578
|
+
{
|
|
579
|
+
id: 'target',
|
|
580
|
+
type: 'point',
|
|
581
|
+
x: 0,
|
|
582
|
+
y: 'piStar',
|
|
583
|
+
color: '#16A34A',
|
|
584
|
+
size: 8,
|
|
585
|
+
label: 'Target',
|
|
586
|
+
},
|
|
587
|
+
// Equilibrium
|
|
588
|
+
{
|
|
589
|
+
id: 'equilibrium',
|
|
590
|
+
type: 'point',
|
|
591
|
+
x: 'yEq',
|
|
592
|
+
y: 'piEq',
|
|
593
|
+
color: '#7C3AED',
|
|
594
|
+
size: 12,
|
|
595
|
+
label: 'Equilibrium',
|
|
596
|
+
droplines: { x: true, y: true },
|
|
597
|
+
},
|
|
598
|
+
],
|
|
599
|
+
annotations: [
|
|
600
|
+
{
|
|
601
|
+
id: 'pc-label',
|
|
602
|
+
text: 'π = π* + κỹ + u',
|
|
603
|
+
x: 2,
|
|
604
|
+
y: 5,
|
|
605
|
+
color: '#DC2626',
|
|
606
|
+
},
|
|
607
|
+
{
|
|
608
|
+
id: 'mr-label',
|
|
609
|
+
text: 'MR (IS + Taylor)',
|
|
610
|
+
x: -3,
|
|
611
|
+
y: 1,
|
|
612
|
+
color: '#2563EB',
|
|
613
|
+
},
|
|
614
|
+
{
|
|
615
|
+
id: 'eq-label',
|
|
616
|
+
text: '(ỹ, π) = (${yEq:.2f}, ${piEq:.2f})',
|
|
617
|
+
x: 'yEq + 0.5',
|
|
618
|
+
y: 'piEq + 0.5',
|
|
619
|
+
color: '#7C3AED',
|
|
620
|
+
},
|
|
621
|
+
],
|
|
622
|
+
},
|
|
623
|
+
],
|
|
624
|
+
};
|
|
625
|
+
},
|
|
626
|
+
};
|
|
627
|
+
export const newKeynesianTemplates = [
|
|
628
|
+
newKeynesianIS,
|
|
629
|
+
newKeynesianPhillips,
|
|
630
|
+
taylorRule,
|
|
631
|
+
threeEquationNK,
|
|
632
|
+
];
|
|
633
|
+
//# sourceMappingURL=newKeynesian.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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/**
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* Oligopoly Templates
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*
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* Templates for oligopoly models including Cournot, Bertrand, Stackelberg,
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5
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* kinked demand, and monopolistic competition.
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*
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* Phase 3.5: Market Structures - Oligopoly
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*/
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import type { ModelTemplate } from '../types/index.js';
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export declare const oligopolyTemplates: ModelTemplate[];
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//# sourceMappingURL=oligopoly.d.ts.map
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{"version":3,"file":"oligopoly.d.ts","sourceRoot":"","sources":["../../src/templates/oligopoly.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AAEH,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AA8lCvD,eAAO,MAAM,kBAAkB,EAAE,aAAa,EAM7C,CAAC"}
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