Markov Regime Change in National Inflation Series

globals
[
  current_price_level
  current_inflation
  price_level_t-1
]

patches-own
[
 current_price
 current_regime
]

to setup
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  reset-ticks
end 

to setup-BR
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 3.8
  set Regime_alta_Inflacao 7.5
  set Prob_Mud_R1_R2 0.025
  set Prob_Mud_R2_R1 0.032
  reset-ticks
end 

to setup-Chl
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 3.3
  set Regime_alta_Inflacao 10.3
  set Prob_Mud_R1_R2 0.007
  set Prob_Mud_R2_R1 0.046
  reset-ticks
end 

to setup-Col
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 3
  set Regime_alta_Inflacao 8
  set Prob_Mud_R1_R2 0.017
  set Prob_Mud_R2_R1 0.038
  reset-ticks
end 

to setup-Equ
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 0.5
  set Regime_alta_Inflacao 3.3
  set Prob_Mud_R1_R2 0.023
  set Prob_Mud_R2_R1 0.016
  reset-ticks
end 

to setup-Mex
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 3.5
  set Regime_alta_Inflacao 6.25
  set Prob_Mud_R1_R2 0.051
  set Prob_Mud_R2_R1 0.017
  reset-ticks
end 

to setup-Par
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 3
  set Regime_alta_Inflacao 7.3
  set Prob_Mud_R1_R2 0.074
  set Prob_Mud_R2_R1 0.016
  reset-ticks
end 

to setup-Per
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 2.5
  set Regime_alta_Inflacao 6.9
  set Prob_Mud_R1_R2 0.007
  set Prob_Mud_R2_R1 0.038
  reset-ticks
end 

to setup-EUA
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao 0.5
  set Regime_alta_Inflacao 3.3
  set Prob_Mud_R1_R2 0.008
  set Prob_Mud_R2_R1 0.039
  reset-ticks
end 

to setup-DXY
  clear-all
  set current_inflation 0
  set current_price_level .1
  set price_level_t-1 .1
  setup-patches
  setup-turtles
  set Regime_Baixa_Inflacao -0.326
  set Regime_alta_Inflacao 12.2
  set Prob_Mud_R1_R2 0.025
  set Prob_Mud_R2_R1 0.066
  reset-ticks
end 

to setup-patches
  ask patches
  [
    set current_price 1
    set current_regime Selicione_regime
    sprout 1
  ]
end 

to setup-turtles
  ask turtles [ set shape "house" ]
end 

to update_inflation
  let p_t-1 price_level_t-1
  set price_level_t-1 current_price_level
  set current_price_level (sum [current_price] of patches / count patches)
  set current_inflation ((current_price_level - p_t-1) / p_t-1) * 100
end 

to update_prices
  let randomnumber ((random 1000) / 1000)
  ask patches
  [
    ifelse (Regimes? = FALSE) ; falso significa que o preço segue um passeio aleatório
    [
      set current_price current_price * ((1 + ((random 100) - 50) / 1000))
    ][                        ; verdadeiro significa que o preço é influenciado pelo regime
      ifelse (Regimes_Modo_Manual? = FALSE) ; modo manual permite que escolher entre os agentes escolherem por conta propria ou impor de fora o regime
      [
        ifelse (current_regime = 1)
        [
          set current_price current_price * ((1 + ((random 100) - 50) / 1000) + (Regime_Baixa_Inflacao / 200))  ; atualiza o preço da firma em R1
          set pcolor blue
          if ( randomnumber <= Prob_Mud_R1_R2) ; atualiza o regime para regime de alta inflacao com X de probabilidade
          [
            set  current_regime 2
          ]
        ] [ ; se entrar aqui é pq está atualmente no regime 2
          set pcolor red
          set current_price current_price * ((1 + ((random 100) - 50) / 1000) + (Regime_Alta_Inflacao / 200))  ; atualiza o preço da firma em R2
          if (randomnumber <= Prob_Mud_R2_R1) ; atualiza o regime para regime de alta inflacao com X de probabilidade
          [
            set  current_regime 1
          ]
        ]

      ] [ ; Regimes_Modo_Manual? = TRUE, ou seja, o regime é escolhido pelo observador
        set  current_regime Selicione_regime
        ifelse (current_regime = 1)
        [
          set current_price current_price * ((1 + ((random 100) - 50) / 1000) + (Regime_Baixa_Inflacao / 200))  ; atualiza o preço da firma em R1
          set pcolor blue
        ] [
          set pcolor red
          set current_price current_price * ((1 + ((random 100) - 50) / 1000) + (Regime_Alta_Inflacao / 200))  ; atualiza o preço da firma em R2

        ]

      ]
    ]
  ]
end 

to go
  if (ticks > 2000)
  [
  stop
  ]
  ask patches
  [
    if (current_regime = 1)
    [
      set pcolor blue
    ]
  ]
  update_prices
  update_inflation
  tick
end