/deleveraging

On the Optimal Speed of Sovereign Deleveraging with Precautionary Savings

Primary LanguageMATLAB

On the Optimal Speed of Sovereign Deleveraging with Precautionary Savings

Codes for the deleveraging project

Two-period version

Solves the model in Section 2

Produces equilibrium diagrams and plots

Multi-period version

Solves the quantitative model in Section 3