Codes

Below are some Matlab codes of paper replications I have done over the years, mostly in the fields of International Macro or Monetary Economics. I intend to extend the list of replications, when I find the time. If you find mistakes or have other feedback, please let me know.

• A New Keynesian model with government expenditure, in log-linear version, or 2nd order solution with Calvo pricing or price setting with Rotemberg adjustment costs. The codes require the files by SGU to run.

• The two-country two-good model of Backus, Kehoe, and Kydland (1995): International Business Cycles: Theory and Evidence, in Thomas F. Cooley (ed.) Frontiers of Business Cycle Research, Princeton University Press, Princeton, 331-56. The codes require the files by SGU, and Sims' csolve to run.

• The two-country model with tradables and non-tradeables of Stockman and Tesar (1995): Tastes and Technology in a Two-Country Model of the Business Cycle: Explaining International Comovements, American Economic Review, Vol. 85, No. 1 (Mar., 1995), pp. 168-185; the codes provided solve a social planner version (as in the paper) but also a decentralized economy. There is a documentation file that lists all equations as coded. The codes require the files by SGU, and Sims' csolve to run.

• The country portfolio solution paper of Devereux and Sutherland (2010): Country portfolio dynamics, Journal of Economic Dynamics and Control 34 (2010), pp 1325–1342. The codes replicate the steady state and first order portfolio solution of the paper's example model and Figure 1. The codes require the files by SGU to run.