Data and Code for ``Return predictability with endogenous growth''
Published: 19 September 2023| Version 5 | DOI: 10.17632/5939yh85bh.5
Contributors:
Federico Bandi, Lorenzo Bretscher, Andrea TamoniDescription
The code replicates the empirical analysis (folder Empirical) and the simulation from the DSGE model (folder Model) for the paper ``Return predictability with endogenous growth.'' Please see the Readme file for additional information.
Files
Steps to reproduce
See instructions in the Readme file.
Categories
Financial Economics