Can I ask where should I find the complete code of your paper “Fiscal news and macroeconomic volatility” 2013 on JEDC or “Policy risk and the business cycle” 2014 on JME ? I wanna try to replicate the part of model fit and learn how to do it.
Dear Professor Pfeifer,
I would greatly appreciate it if you could send me the code of “Fiscal news and macroeconomic volatility”. I am trying to fully understand it and it would be really helpful!