Nonparametric_Bounds_on_Discount_Factors_under_Partial_Efficiency

Published: 3 January 2023| Version 1 | DOI: 10.17632/9js2bj7c33.1
Contributor:
Charles Gauthier

Description

Replication package for the empirical application in "Nonparametric Bounds on Discount Factors under Partial Efficiency".

Files

Steps to reproduce

The scanner data (MPI_data) is from "The Money Pump as a Measure of Revealed Preference Violations" by Echenique, Lee, and Shum (2011). The data on interest rates "personal_loan.csv" is from the Board of Governors of the Federal Reserve System (US). To reproduce the results, run "Main_Nonparametric_Bounds.jl".

Categories

Retail Scanner Data

License