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RateWall

RateWall is a structural-accounting model of monetary-policy transmission under high public-debt conditions. It studies when higher rates can strengthen or weaken the usual tightening channel through public interest flows, balance-sheet composition, and sectoral income-routing effects. The project is a transparent scenario and accounting engine, not a causal estimate or a forecast of a wall date.

Subsystems

The marginal empirical databook builds the current RateWall marginal surfaces: assumption sets, parameter packs, source ledgers, Treasury Deposit Channel inputs, public-interest terms, safe-yield terms, and claim-boundary audits.

The Rate Wall Transmission Accounting Model (RWTAM) builds a sectoral accounting system for rate-wall transmission. It combines stock-flow accounting, rate-side mechanics, sector cells, conversion parameters, and scenario layers into auditable output tables and focused invariants.

Install

Use Python 3.11 or newer.

python -m venv .venv
source .venv/bin/activate
python -m pip install --upgrade pip
python -m pip install -e '.[dev]'

Run

Build the marginal databook and release surfaces:

python -m ratewall.cli databook build --output-dir outputs
python -m ratewall.cli release build --output-dir outputs

Run the default test suite:

python -m pytest

Run focused RWTAM checks:

python -m pytest tests/test_rwtam_v1.py -k 'invariant or t25'

Additional RWTAM builder scripts live under scripts/build_rwtam_*.py; they write generated tables under var/rwtam/.

Boundaries

RateWall outputs are labeled accounting and scenario objects. They should not be read as pricing, welfare, incidence, MPC, holder-allocation, empirical probability, or policy-failure claims unless a table explicitly says that claim is enabled.

License: see CITATION.cff (private research release) in this snapshot.

About

The Rate Wall: a structural-accounting model of monetary-policy transmission. Measures how much of a rate hike's contractionary force is offset by the interest income it pays out — across public debt, deposits, and money funds — via a stock-flow-consistent monthly claim ledger with scenario and validation machinery.

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