This repository contains the replication files for our paper "Monetary Policy, Redistribution, and Risk Premia". To get started, have a look at README.pdf. The file SolutionAlgorithm.pdf provides further details on the numerical algorithm.
The results in the paper are produced using the Fortran code. The Julia code is a very literal translation to Julia that lacks further optimization and should only be considered as a starting point when developing related projects.
In case you build on our work or use parts of our code we ask you to cite our paper:
Kekre, R. and Lenel, M. (2022), Monetary policy, redistribution, and risk premia. Econometrica.
(C) 2022: Rohan Kekre and Moritz Lenel