Boldrin, Christiano, and Fisher (2001 AER)

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Boldrin, Christiano, and Fisher (2001 AER)

Postby david.langer » Tue Jun 07, 2016 7:11 am

Hello everyone

I've read recently the famous paper "Habit Persistence, Asset Returns and the Business Cycle" from Boldrin, Christiano, and Fisher. Are there any codes available to reproduce its results, or some of them?
Thank you very much in advance!

Dave
david.langer
 
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Re: Boldrin, Christiano, and Fisher (2001 AER)

Postby jpfeifer » Sat Nov 26, 2016 6:57 am

Hi Dave,
I am attaching a mod-file I helped a user with a couple of years ago. Note that I have not verified whether it is actually correct.
Attachments
bcf_nonlin.mod
(1.58 KiB) Downloaded 185 times
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Location: Cologne, Germany


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