Paper 17

Dynare analysis for "Shimer Puzzle" (February 2020)

1. Dynare codes for "Strategy1.mod"

Shimer’s DSGE model with his choice of parameters.

2. Dynare codes for "Strategy2.mod"

Shimer’s DSGE model with Hagedorn and Manovskii’s choice of parameters.

3. Dynare codes for "Strategy3.mod"

Hagedorn and Manovskii’s DSGE model with Shimer’s choice of parameters

4. Dynare codes for "Strategy4.mod"

Hagedorn and Manovskii’s DSGE model with their choice of parameters.

5. Dynare codes for "Strategy1f.mod"

Loop for parameter of Strategy1

6. Matlab codes for "ppfiles.m"

Loop for parameter of Strategy1

7. EViews program for graph, "moments_prg(1)(a).prg"

8. EViews wf1.file for graph, "moments_wf1(1)(a).wf1