MPR

Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"

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README

Monetary Policy, Redistribution, and Risk Premia

This repository contains the replication files for our paper "Monetary Policy, Redistribution, and Risk Premia". To get started, have a look at README.pdf. The file SolutionAlgorithm.pdf provides further details on the numerical algorithm.

The results in the paper are produced using the Fortran code. The Julia code is a very literal translation to Julia that lacks further optimization and should only be considered as a starting point when developing related projects.

In case you build on our work or use parts of our code we ask you to cite our paper:
Kekre, R. and Lenel, M. (2022), Monetary policy, redistribution, and risk premia. Econometrica.

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