new-keynesian

End-to-End Python implementation of a fusion of a 2-region New Keynesian DSGE model with fixed-effects panel econometrics (Toledo et. al, 2026). It demonstrates that similarity across fund forecasting models, parameterized by homogeneity φ, compounds correlated forecast errors & amplifies cross-border capital-flow volatility during stressful times.

New Keynesian simulation of a temporary Strait of Hormuz supply shock and Taylor-rule response.

Links calibrated deep probabilistic forecasting to reinforcement-learning monetary policy through a shared belief state. A CRPS-trained multi-scale LSTM supplies time-varying uncertainty to a POMDP central bank; realistic beliefs collapse the learned Taylor coefficient from ~1.1 to ~0.02 across every seed under both PPO and SAC.