Replication & Extensions
Python scripts for replicating selected figures from Valerie Ramey’s (2016) Handbook of Macroeconomics chapter on monetary policy shocks
C++ program for replicating the Cagetti and De Nardi (2006) model of entrepreneurial decisions under borrowing constraints
C++ program for replicating the Aiyagari (1994) model of heterogeneous agents with uninsured idiosyncratic risk
C++ program for simulating the Income-Driven Repayment Plan following the quantitative framework in Fan, Fisher, and Samwick (2025)
C++ program for replicating the life-cycle model of consumption and labor supply in Fan, Fisher, and Samwick (2025)
R scripts for replicating the evidence of the added worker effect among US households using CPS microdata, following Bacher, Grübener, and Nord (2025)
MATLAB code for replicating the Hopenhayn (1992) model of firm dynamics
Julia program for replicating the Krusell and Smith (1998) incomplete markets model with heterogeneous agents
Useful Tools
- Python program for scraping CPI release dates from the BLS website
- Python program for extracting daily CPI inflation nowcasts from the Cleveland Fed website