Macroeconomic Effects of Financial Shocks: Comment (Dynare WP 2016)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Johannes Pfeifer Macroeconomic Effects of Financial Shocks: Comment Dynare WP 2016 - - E23, E32, E44, G01, G32 Financial frictions, Pecking order, Marginal efficiency of investment

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
2 - available online elsewhere than on journal website 1 - accessible on journal website 2 - available online elsewhere than on journal website Bayesian estimation Macro US National Income and Product Account (NIPA), materials available at https://github.com/JohannesPfeifer/DSGE_mod/tree/master/Jermann_Quadrini_2012 USA MATLAB, Dynare

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Urban Jermann, Vincenzo Quadrini Macroeconomic Effects of Financial Shocks AER 2012 1 238-271 E23, E32, E44, G01, G32 - 1 - narrow sense (same data, same code) 2 - failed (different results) 3 - final dataset can be exactly replicated from raw data 1 - yes -

References

DOI: - IDEAS: p/cpm/dynare/050.html EconPapers: RePEc:cpm:dynare:050


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