Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"

Claudio Campanale (), Rui Castro and Gian Luca Clementi

Computer Codes from Review of Economic Dynamics

Abstract: Fortran codes to generate all results in the paper. Stata routines for the data work are also included, along with non-copyrighted data.

Language: Fortran; Stata
Date: 2009
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https://red-files-public.s3.amazonaws.com/codes/07/07-51/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/07/07-51/Codes_for_RED-07-51.zip
None

Related works:
Journal Article: Asset Pricing in a Production Economy with Chew-Dekel Preferences (2010)
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