Dedola-Karadi-Lombardo JME 2013
In the zipped folder below you find the amended Matlab codes underlying the results of Dedola, L., Karadi, P., & Lombardo, G.
The original code has some mistakes that affect the results. The message of the paper remains unchanged but some of the quantitative results have changed, as described in this corrigendum
- alpha_file.m : portfolio share (computed with auxiliary files for portfolio shares: see ss_port_comp_4dynare.m)
- f_simul.m : auxiliary function for steady-state solution
- nodes_part.m : file for grid search of equilibria in a multi-core environment
- parallel_sweep.m : file for grid search of equilibria in a multi-core environment (master)
- param_FAO.m : part of parameter files (not to be edited)
- postloop4.m : part of grid search
- DKL_JME.mod : Dynare mod file
- postloop.m : part of grid search
- postloop_univar.m : part of grid search
- preloop4.m : part of grid search
- preloop.m : part of grid search
- DKL_JME_steadystate.m : Dynare steady-state file
- preloop_univar.m : part of grid search
- FA_ss.m : auxiliary steady state file
- readme_DKL.m : this information
- f_KL.m : auxiliary steady state file
DKL model (tested on Dynare 4.5 unstable & MATLAB 2014a and 2016a)