There is a newer version of the record available.

Published August 10, 2021 | Version v1
Software Open

Replication package for "Lending Relationships and Optimal Monetary Policy"

  • 1. University of Virginia
  • 2. University of California, Irvine
  • 3. Federal Reserve Bank of Richmond
  • 4. Purdue University

Description

The folders and files included in this zip file are:


1) code – folder that contains program files
a. main.jl – main program
b. globals.jl – defines moments (targets), program parameters, and functions
c. calib.jl – holds baseline calibration procedure and function for Section 6
d. policy.jl – holds routines to compute optimal policy
e. robustness.jl – robustness exercises in Appendix A7
f. plots.jl – creates figures


2) model data – folder containing model output


3) figures – folder containing final figures


4) moneydemandregressions.do – do file to replicate summary statistics and money demand regressions


5) readme.pdf

Files

Files (8.3 MB)

Name Size Download all
md5:ca12bd78b91e03731e597a6ce86488ed
8.3 MB Download