Paper 20

Dynare analysis for "Shimer Puzzle" (September 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 (job creation equation) with Shimer’s choice of parameters

4. Dynare codes for "Strategy4.mod"

Hagedorn and Manovskii’s DSGE model (job creation equation) with their choice of parameters.

5. Dynare codes for "Strategy5.mod"

Hagedorn and Manovskii’s DSGE model (job creation equation and job-finding ratio equation) with Shimer’s choice of parameters

6. Dynare codes for "Strategy6.mod"

Hagedorn and Manovskii’s DSGE model (job creation equation and job-finding ratio equation) with their choice of parameters.

7. Dynare codes for "Strategy1f.mod"

Loop for parameter of Strategy1

8. Matlab codes for "ppfiles_shimer.m"

Loop for parameter of Strategy1

9. Dynare codes for "Strategy6f.mod"

Loop for parameter of Strategy6

10. Matlab codes for "ppfiles_hagedorn.m"

Loop for parameter of Strategy6