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University of Chicago, Econ PhD Program, 3rd year seminar, replication assignment

Paper: Prudential Monetary Policy, Caballero and Simsek, 2020
Status: I replicated figures 3 through 8 in the paper
Goal: Extend the paper in line with my 3rd year paper idea

  • The code is written in Julia.
  • Main.jl runs the code.
  • The folder "figures" holds all replicated figures.
  • The folder "tmp" holds converged value functions with respect to different parameter values. In particular, the first number represents leverage limit, while the second represents planner's belief.