I’m trying to replicate the code of a macroeconomic model, and to tell you the truth, I don’t really know if I’m on the right track. I’m a bit lost and I would need your help please.
i have attached the research paper and my progress on dynare. any help or advice that could guide me would be welcome. I’m trying to replicate the tab 2 3 and 4.
Thank you in advance for your help.
RECO_563_0573 (2).pdf (436.4 KB) Code replication.mod (1.1 KB)
Unfortunately, the paper is in French, that limits the audience for your question.
I’m didn’t found the english version. but the author used the work of shimer 2004 a https://web.stanford.edu/class/econ234/Shimer%20AER.pdf
and he added the intensity of search job.
i have to replicate the table 3 of shimer
thank you for your help.
Replicating the Shimer (2005) paper is straightforward, except for the aggregation of the data.