Replication files for: Quantitative Sovereign Default Models and the European Debt Crisis
Description of this data
We divided the replication files into three sub-folders:
- 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.
- 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.
- 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:
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
The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.