Replicating Christiano and al. (2005)

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Replicating Christiano and al. (2005)

Postby hfrejus01 » Thu Jul 06, 2017 8:24 am

Hi! everybody.
I want to replicate "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy" of Christiano, Einchbaum and Evans (2005) in a developping country and I want their Dynare code. Can anyone help me ?
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Re: Replicating Christiano and al. (2005)

Postby jpfeifer » Mon Jul 10, 2017 8:29 am

I am pretty sure they did not use Dynare. You would have to code it yourself. I think the 2001 working paper version contains a list of all linearized equations.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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