Codes
Codes
Codes
"Monetary Policy and Asset Valuation" with Martin Lettau and Sydney Ludvigson, The Journal of Finance, 2022, 77(2): 967-1017.
"A Generalized Approach to Indeterminacy in Linear Rational Expectations Models" with Giovanni Nicolo', Quantitative Economics 2021: Example in Dynare based on "Testing for Indeterminacy" by Lubik and Schorfheide (2004)