The Demand for Money, Near-Money, and Treasury Bonds, with Arvind Krishnamurthy. Review of Financial Studies, 2022.
Replication data on Harvard Dataverse
Replication data on Harvard Dataverse
Intermediary Balance Sheets and the Treasury Yield Curve, with Wenxin Du and Benjamin Hébert, Journal of Financial Economics, 2023
Download replication package here
Download replication package here
Public Liquidity and Financial Crises (American Economic Journal: Macroeconomics, 2023)
Matlab codes for solving the continuous-time general equilibrium model with Poisson jumps of endogenous jump sizes.
Some Useful Codes in Matlab
Generating Figures as PDFs with tight margins
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Curve fitting that preserves monotonicity, convexity, or other properties.
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Some Useful Codes in R
Plot multiple lines with different colors and line types automatically.
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