Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"
Computer Codes from Review of Economic Dynamics
Code and data to replicate the results of the article.
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Journal Article: On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:red:ccodes:11-84
Ordering information: This software item can be ordered from
https://www.economic ... ription-information/
Access Statistics for this software item
More software in Computer Codes from Review of Economic Dynamics Contact information at EDIRC.
Bibliographic data for series maintained by Christian Zimmermann ().