Data and Code for: NKV A New Keynesian Model with Vulnerability

Principal Investigator(s): View help for Principal Investigator(s) Tobias Adrian, International Monetary Fund; Fernando Duarte, Federal Reserve Bank of New York; Nellie Liang, The Brookings Institution; Pawel Zabczyk, Inernational Monetary Fund

Version: View help for Version V1

Name	File Type	Size	Last Modified
Auxiliary Functions			02/05/2020 04:34:PM
Raw Data			02/05/2020 04:35:PM
CalibrateToTargetMoments.m	text/x-matlab	16.6 KB	02/05/2020 11:34:AM
ComputeTargetMoments.m	text/x-matlab	3.4 KB	02/05/2020 11:34:AM
GenerateFigure_1_a_c_e.m	text/x-matlab	16.7 KB	02/05/2020 11:34:AM
GenerateFigure_1_b_d_f.m	text/x-matlab	5.2 KB	02/05/2020 11:34:AM
GenerateFigure_1_g_h.m	text/x-matlab	5.6 KB	02/05/2020 11:34:AM
GenerateFigure_2_a_b.m	text/x-matlab	9.9 KB	02/05/2020 11:34:AM
Model Equation List.pdf	application/pdf	101.1 KB	02/05/2020 11:34:AM
NKV Analytical Autocorrelation Derivations.nb	text/plain	28.5 KB	02/05/2020 11:34:AM

Project Citation:

Adrian, Tobias, Duarte, Fernando, Liang, Nellie, and Zabczyk, Pawel. Data and Code for: NKV A New Keynesian Model with Vulnerability. Nashville, TN: American Economic Association [publisher], 2020. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-05-15. https://doi.org/10.3886/E117546V1

Project Description

Summary: Data and code accompanying "NKV: A New Keynesian Model with Vulnerability," American Economic Association Papers and Proceedings.

Scope of Project

Subject Terms: Monetary Policy; Macroprudential Policy; Macro-Finance

JEL Classification:
      E32 Business Fluctuations; Cycles
      E44 Financial Markets and the Macroeconomy
      E52 Monetary Policy
      G28 Financial Institutions and Services: Government Policy and Regulation

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Published Versions

V1 [2020-05-15]

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