Evergreening (Faria-e-Castro, Paul, and Sanchez)
Published: 20 December 2023| Version 2 | DOI: 10.17632/z57nmyzhrr.2
Contributor:
Miguel Faria-e-CastroDescription
This repository contains the codes used to replicate "Evergreening" by Miguel Faria-e-Castro, Pascal Paul, and Juan M. Sanchez, accepted at the Journal of Financial Economics. A general README file is contained in the main folder. More detailed README files are contained in each of the subfolders. Each subfolder replicates one section of the paper: static model, empirics, and dynamic model. The README files contain a detailed list of software requirements.
Files
Steps to reproduce
See README files for a detailed explanation.
Institutions
Federal Reserve Bank of Saint Louis, Goethe-Universitat Frankfurt am Main
Categories
Macroeconomics, Financial Economics, Computational Economics