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plot_trans_mit.m
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plot_trans_mit.m
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respath='./';
outpath='./Results/';
% Which experiment to run:
resfiles = {'20200904'};
res_suffix='_MITloss';
plot_exper=[1];
labels=[];
colors_base={'k-o','b-o','r-o'};
colors={'k-o','b-o','r-o'};
printplots=true;
printfile = [outpath,'transitions_',resfiles{end},res_suffix];
grayscale=0;
reportLevels=1;
batchMode=0;
close all;
%% Make Plots
% titles{1} = {'Riskfree rate', 'House price', 'Mortg. debt','Leverage',...
% 'Default rate','Bank equ. ratio','Mortg. spread','Consumption'};
titles{1} = {'Loss rate', 'LTV', 'Bank equ.','Mortg. risk premium'};
titles{2} = {'Bank equ. ratio', 'Loss rate' ,'LTV', 'Deposits',...
'Consumption Y','Consumption M', 'Risk premium M', 'Risk premium Y'};
titles{3} = {'Bank equ. ratio', 'Mortg. debt','Leverage','Deposits',...
'Default rate','Mortg. spread','Exp. Excess Ret Y','Exp. Excess Ret M'};
titles{4} = {'Mort debt Y', 'Housing Y','Leverage Y',...
'Consumption Y', 'Mortg. spread Y', 'Exp. Excess Ret Y'};
titles{5} = {'Mort debt M', 'Housing M','Leverage M',...
'Consumption M', 'Mortg. spread M', 'Exp. Excess Ret M'};
titles{6} = {'Riskfree rate', 'Price-rent (FHFA)','Mort.debt/income (SCF)','Spread Y-M (Pr-Subpr)'};
NT_sim = 26;
N_exper = length(plot_exper);
npl=length(titles);
plotformats=zeros(npl,1);
simseries_plots=cell(npl,1);
for p=1:npl
plotformats(p)=length(titles{p});
simseries_plots{p}=zeros(N_exper,NT_sim,plotformats(p));
end
for i=1:N_exper
%tmp=load(['PT_',resfiles{i},res_suffix,'.mat']);
tmp=load(['ST_',resfiles{i},res_suffix,'.mat']);
tmp_simseries = tmp.simseries_mean{1};
indexmap=tmp.indexmap;
brsel{1} = [indexmap.get('Lrate'), indexmap.get('totlev_m'), indexmap.get('eI'), indexmap.get('expER_YMdiff')];
brsel{2} = [indexmap.get('eIrat_m'), indexmap.get('Lrate'), indexmap.get('totlev_m'),indexmap.get('DI'), ...
indexmap.get('cY'), indexmap.get('cM'), indexmap.get('expER_MMnet'), indexmap.get('expER_MYnet')];
brsel{3} = [indexmap.get('eIrat_m'), indexmap.get('totmdebt'), indexmap.get('totlev_m'), indexmap.get('DI'), ...
indexmap.get('Defrate'), indexmap.get('Mspr'), indexmap.get('expER_MY'), indexmap.get('expER_MM')];
brsel{4} = [indexmap.get('mY'), indexmap.get('hY'), indexmap.get('lev_mY'), ...
indexmap.get('cY'), indexmap.get('MsprY'), indexmap.get('expER_MY')];
brsel{5} = [indexmap.get('mM'), indexmap.get('hM'), indexmap.get('lev_mM'), ...
indexmap.get('cM'), indexmap.get('MsprM'), indexmap.get('expER_MM')];
brsel{6} = [indexmap.get('rf'), indexmap.get('PRavg'), indexmap.get('totdti'), indexmap.get('MsprYM')];
for p=1:length(brsel)
thisplot=simseries_plots{p};
thisplot(i,:,:)=tmp_simseries(:,brsel{p});
simseries_plots{p}=thisplot;
end
end
tvec=0:15;
% Plots for all the variables
for p=[2]
thisprint=[];
if printplots
thisprint=[printfile,'_',num2str(p)];
end
plotdata=simseries_plots{p}(:,tvec+1,:);
nplots=size(plotdata,3);
makeImpRes(simseries_plots{p}(:,tvec+1,:),tvec,titles{p},colors,[2,4],labels,thisprint);
end