NBER working paper “A Macroeconomic Model with Financial Panics” by Gertler M., Kiyotaki N. &Prestipino A. I can’t find code of the peper above, could anyone send me the code and data? Thank u.
This paper is forthcoming in RESTUD, which requires authors to make their code public, so the original code should be available sooner or later. Note that they solve the model using time iteration, so Dynare won’t be able to handle this.
Got. Thank you. That’s very helpful.
did you get the code? I am also attempting to replicate their model, can you share it with me?
Their paper has published at RES for long, but I still cannot find the replication code in either their websites or res website
In this case, you may have to ask the journal.
On Andrea Prestipino’s website there is a link to Replication Codes of “A Macroeconomic Model with Financial Panics”