https://github.com/mchatcher/optimal_indexation_jedc
Replication codes for Hatcher (2014, JEDC)
https://github.com/mchatcher/optimal_indexation_jedc
indexation macroeconomics risk
Last synced: 3 months ago
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Replication codes for Hatcher (2014, JEDC)
- Host: GitHub
- URL: https://github.com/mchatcher/optimal_indexation_jedc
- Owner: MCHatcher
- Created: 2021-07-31T10:32:38.000Z (almost 4 years ago)
- Default Branch: main
- Last Pushed: 2021-07-31T11:41:46.000Z (almost 4 years ago)
- Last Synced: 2025-01-14T13:14:56.043Z (5 months ago)
- Topics: indexation, macroeconomics, risk
- Language: AMPL
- Homepage:
- Size: 2.04 MB
- Stars: 2
- Watchers: 1
- Forks: 1
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Optimal_indexation_JEDC
Replication codes for Hatcher (2014, JEDC)
This repository provides replication codes for Hatcher (2014), Indexed versus nominal government debt under inflation and price-level targeting, Journal of Economic Dynamics and Control 45(C), 126-45. Available at https://www.sciencedirect.com/science/article/pii/S0165188914001353. The codes are written in Matlab and utilize Dynare++ for a large number of stochastic simulations. All codes for the main analysis are included; codes for the additional parameter sensitivity analysis are available on request ([email protected]).