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Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"

Author

Listed:
  • Hanno Lustig

    (UCLA)

  • Stijn Van Nieuwerburgh

    (New York University)

Programming Language

Matlab

Abstract

Matlab code and data files to replicate all results of the article. Includes also Appendix C with detailed data description.

Suggested Citation

  • Hanno Lustig & Stijn Van Nieuwerburgh, 2009. "Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"," Computer Codes 06-187, Review of Economic Dynamics.
    • Handle: RePEc:red:ccodes:06-187
    as

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    File URL: https://red-files-public.s3.amazonaws.com/codes/06/06-187/readme.txt
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    File URL: https://red-files-public.s3.amazonaws.com/codes/06/06-187/Appendix_RED_08252009.pdf
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    File URL: https://red-files-public.s3.amazonaws.com/codes/06/06-187/Codedata06-187.zip
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    More about this item

    Keywords

    Matlab;

    JEL classification:

    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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