Replication files for: Quantitative Sovereign Default Models and the European Debt Crisis

Published: 2 Mar 2019 | Version 1 | DOI: 10.17632/ygwhjpp2c9.1

Description of this data

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.

Experiment data files

This data is associated with the following publication:

Quantitative sovereign default models and the European debt crisis

Published in: Journal of International Economics

Latest version

  • Version 1

    2019-03-02

    Published: 2019-03-02

    DOI: 10.17632/ygwhjpp2c9.1

    Cite this dataset

    Dovis, Alessandro; Bocola, Luigi; Bornstein, Gideon (2019), “Replication files for: Quantitative Sovereign Default Models and the European Debt Crisis”, Mendeley Data, v1 http://dx.doi.org/10.17632/ygwhjpp2c9.1

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Economics

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The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

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