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    Simple examples of macro models computed on the GPU with MATLAB.

    MATLAB 2 4

  2. MaturityExtension MaturityExtension Public archive

    Sovereign Default Resolution Through Maturity Extension (JIE, 2020)

    Fortran 1 4

  3. DiscretizeVAR DiscretizeVAR Public

    Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.

    C++ 2

  4. defaultModel defaultModel Public

    Fortran+OpenMP implementation of the canonical sovereign default model with long-term debt. Solved with discrete choice methods.

    Fortran 6 1

  5. StatusQuoUnequalGrowth StatusQuoUnequalGrowth Public archive

    Bargaining over Taxes and Entitlements in the Era of Unequal Growth (IER, 2022)


  6. DeadlyDebtCrises DeadlyDebtCrises Public archive

    Deadly Debt Crises: COVID-19 in Emerging Markets (ReStud, 2023)

    Fortran 1