A newer version of this project is available. See below for other available versions.
Tight Money-Tight Credit
Principal Investigator(s): View help for Principal Investigator(s) Julio Carrillo, Banco de Mexico
Version: View help for Version V1
Name | File Type | Size | Last Modified |
---|---|---|---|
Models | 02/03/2020 10:53:AM | ||
_auxiliaryfiles | 02/03/2020 10:54:AM | ||
ModelSolver.m | text/x-matlab | 7.2 KB | 02/03/2020 05:53:AM |
Moments.m | text/x-matlab | 5.8 KB | 02/03/2020 05:53:AM |
PlotFig2.m | text/x-matlab | 5.3 KB | 02/03/2020 05:53:AM |
PlotFig3.m | text/x-matlab | 4.7 KB | 02/03/2020 05:53:AM |
PlotFig4nFig5.m | text/x-matlab | 7.5 KB | 02/03/2020 05:53:AM |
PlotFig6nFig7.m | text/x-matlab | 15.1 KB | 02/03/2020 05:53:AM |
ReadMe.pdf | application/pdf | 89.4 KB | 02/03/2020 05:53:AM |
Project Citation:
Carrillo, Julio. Tight Money-Tight Credit. Nashville, TN: American Economic Association [publisher], 2020. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-02-03. https://doi.org/10.3886/E117504V1
Project Description
Summary:
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This project contains replica codes of most
tables and figures presented in the paper "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies", in particular for Tables 3, 4 and 5,
and Figures 2 to 7. Among these files, you will find those containing the model
we used to conduct our analysis (compatible with Dynare version 4.5.x), as well
as the solver algorithms to compute the model’s long-run equilibrium using
Matlab’s parallel computing toolbox, and Andreasen, Fernández-Villaverde and
Rubio-Ramírez (2017)’s pruning algorithm to solve the stochastic steady state
of the model. You will also find some pre-loaded results in case you want to jump directly
into replicating the paper’s figures and tables.
Scope of Project
Subject Terms:
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monetary policy;
financial policy;
Coordination of policymakers
JEL Classification:
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E44 Financial Markets and the Macroeconomy
E52 Monetary Policy
E58 Central Banks and Their Policies
E44 Financial Markets and the Macroeconomy
E52 Monetary Policy
E58 Central Banks and Their Policies
Related Publications
Published Versions
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