Replication - Risk Matters


#1

Dear, good afternoon.

I am a PhD candidate and I have an interest in replicating the model developed by Fernandez-Villaverde et al. (Risk Matters: The Real Effects of Volatility Shocks, 2011), updating the data used by the authors. Could anyone tell me if these codes are available (including the estimation block)? The original codes are in another language that I can not understand.

Thank you so much!!


#2

Have a look at https://github.com/JohannesPfeifer/DSGE_mod/tree/master/Born_Pfeifer_2014