Analytical Figures for Self-Fulfilling Debt Dilution
The code is written in Julia 1.4.
You need the following packages: Parameters, PGFPlotsX, Roots.
As well as a working LaTeX installation.
The code generates figures 1, 2, 3, 4 and D.1 from
- Aguiar, Mark and Manuel Amador, "Self-fulfilling Debt Dilution: Maturity and Multiplicity in Sovereign Debt Models"
The file main.jl uses the analytical closed-form solutions in the paper
to make and save the figures to the Figures subdirectory.
In the Julia prompt, run:
include("main.jl")
save_figures() # output the figures to the Figure subdirectory