Replication files for: Quantitative Sovereign Default Models and the European Debt Crisis
We divided the replication files into three sub-folders: 1. Section 2 – this folder contains the Stata data and do files to replicate our graphs from Figure 1 and the regression results in Table 1. 2. Section 4 calibration targets – this folder contains a Matlab data and script file to compute the targeted moments for the two calibration exercises in Section 4.1. 3. Section 4 model – this folder contains the Julia files to compute the solution of the model.1 In addition to computing moments, the Julia files save a text file for Matlab with simulation results. This folder also contains the Matlab files to produce Figures 3-5 in the paper.