/tca-replication-material

Replication material for "Transmission Channel Analysis in Dynamic Models" https://doi.org/10.48550/arXiv.2405.18987

Primary LanguageMATLAB

Replication Material for "Transmission Channel Analysis in Dynamic Models"

The replication material is split into three parts.

  1. The folder 'section-5-1' contains all replication material for Section 5.1 "Forward Guidance of Monetary Policy". Replication requires the Julia language.
  2. The folder 'section-5-2' contains all replication material for Section 5.2 "Anticipation Effects of Government Spending". Replication requires the Julia language.
  3. The folder 'section-5-3' contains all replication material for Section 5.3 "The Role of Inflation Expecations in DSGEs". Replication requires Matlab.

All folders contain 'README.md' files explaining how to replicate the results.

Related Code

Some of the replication relies on the Julia package "TransmissionChannelAnalysis.jl" which can be found on GitHub.