Scenarios GL06LP2#
The following scenarios are available by default for the GL06LP2 model.
Baseline#
The baseline scenario has the following exogenous values:
Government demand \(G = 20\)
Interest rate on bills \(r_b = 0.03\)
Initial bond price \(p_{bl}^{\text{init}} = 20\)
Bond prices are endogenous, determined by the target-proportion mechanism.
Scenario 1: Rise in Bill Rate#
The interest rate on bills increases from 0.03 to 0.04. The bond price responds endogenously through the target-proportion mechanism.
Scenario 2: Expected Bond Price Fall#
Households’ expected bond price is shocked downwards by 1 unit. This shifts portfolio demand away from bonds towards bills and cash.