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Code and data files for "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation"

Author

Listed:
  • Lukas Freund

    (University of Cambridge)

  • Hanbaek Lee

    (University of Tokyo)

  • Pontus Rendahl

    (Copenhagen Business School)

Programming Language

Dynare Matlab

Abstract

Code and data to replicate the results of the article.

Suggested Citation

  • Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2022. "Code and data files for "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation"," Computer Codes 21-230, Review of Economic Dynamics.
    • Handle: RePEc:red:ccodes:21-230
    as

    Download full text from publisher

    File URL: https://red-files-public.s3.amazonaws.com/codes/21/21-230/readme.txt
    Download Restriction: None
    File URL: https://red-files-public.s3.amazonaws.com/codes/21/21-230/replication_package.zip
    Download Restriction: None
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    More about this item

    Keywords

    Dynare; Matlab;

    JEL classification:

    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

    Statistics

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