Risk Averse Banks and Excess Reserve Fluctuations

This page contains resources to accompany the article "Risk Averse Banks and Excess Reserve Fluctuations" by Brian C. Jenkins and Michael K. Salemi.

Resources

1. Technical appendix: Risk-Averse-Banking-Technical-Appendix.pdf
2. Jupyter notebook to compute all statistics and figures: rab-calibration-simulation.ipynb (Rendered in nbviewer)
3. Dynare++ mod files: model_rab_xi_phi_20.mod (risk averse banking) and model_bgg.mod (risk neutral banking)