HRSS2024_JFE_Replication

Description

This code has been tested on MATLAB R2024a and requires the distrib_computing, econometrics, optimization, and statistics toolboxes to be installed. The main script to run the chain of programmes is named HRSS2024_JFE_Replication. To run these mFiles (files ending .m) it is necessary to open them up in the editor and then either hit F5 or mark sections of the code and then run using F9. Tables are created as stand-alone texFiles (files ending .tex) and are stored in the folder ./Tables/pseudo/. Figures are printed as stand-alone pdfFiles (files ending .pdf) and are stored in the folder ./Figures/pseudo/. Intermediate results are stored as matFiles (files ending .mat) in the folder ./_matFiles.

Steps to reproduce

See readme_HRSS2024_JFE_Replication.pdf file.

Institutions

• Universitat Basel

  BS, Basel
• Bank for International Settlements

  Basel-Stadt, Basel
• Northeastern University

  Massachusetts, Boston

Categories

Licence