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Tight Money-Tight Credit

Resource Type
  • Carrillo, Julio (Banco de Mexico)
Publication Date
Free Keywords
monetary policy; financial policy; Coordination of policymakers
  • Abstract

    This project contains replica codes of most tables and figures presented in the paper "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies", in particular for Tables 3, 4 and 5, and Figures 2 to 7. Among these files, you will find those containing the model we used to conduct our analysis (compatible with Dynare version 4.5.x), as well as the solver algorithms to compute the model’s long-run equilibrium using Matlab’s parallel computing toolbox, and Andreasen, Fernández-Villaverde and Rubio-Ramírez (2017)’s pruning algorithm to solve the stochastic steady state of the model. You will also find some pre-loaded results in case you want to jump directly into replicating the paper’s figures and tables.

  • Is previous version of
    DOI: 10.3886/E117504V2

Update Metadata: 2020-02-03 | Issue Number: 2 | Registration Date: 2020-02-03

Carrillo, Julio (2019): Tight Money-Tight Credit. Version: 1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.