Exit expectations and debt crises in currency unions

By Müller Gernot, Kriwoluzky Alexander, and Wolf Martin
Working Paper (2019)

  • Gernot Müller

    University of Tübingen

    Germany

  • Martin Wolf

    University of Vienna

    Austria

Created

April 12, 2019

Last update

April 13, 2019

Software

Zip Archive

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Description

- main_execution_file.m produces all the figures from Section 5 (Quantitative analysis) - generate_Intrade_CDS_graph.m generates the figure from Section 1 (Introduction) - the folders "Code" and "Data" must be stored in the same folder - uses the file fwz_msv_msre.m to solve regime switching models, downloaded from Tao Zha's webpage http://www.tzha.net/code - uses the file gensys.m, downloaded from Chris Sims' webpage

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