Arellano 2008 replication

1

Hi!

I was under the impression that there was a replication of Arellano’s (2008) Default Risk and Income Fluctuations in Emerging Economies paper using the VFI toolkit somewhere in the GitHub repo, but I haven’t been able to find it.

Was there actually a replication of the paper, or am I just imagining things? :grinning_face_with_smiling_eyes:

Thanks, Kamal.

2 Likes
2

Unfortunately just imagined.

I took a look at Arellano (2008) as it has been a long time since I read it, it requires implementing semi-exogenous state in InfHorz. I might try do this and with luck I’ll be back next month to turn imagination into memory :slight_smile:

2 Likes
3

Thank you, Robert! It’s been a while since I last used the toolbox, but I’m planning to revisit a project using it, so maybe I’ll be able to lend you a hand with this paper. :slightly_smiling_face:

1 Like
4

Welcome back Kamal :slight_smile: I’m non-stop with teaching from now until early October, but once that is done I will see if I can get the needed features implemented. Would be nice to add Arellano 2008 to the stable of models the toolkit solves.