This page provides online resources related to the paper "From Sudden Stop to Fisherian Deflation: Quantitative Theory and Policy Implications"
by Anton Korinek and Enrique G. Mendoza:
Paper:
Appendix A: Data resources (download all in ZIP format):
app_data.pdf Description of procedure to identify sudden stops
capitalflowfilter.xls Worksheet identifying sudden stop episodes
uses capitalflowfilter.do
systemicfilter.xls Worksheet identifying systemic crises episodes
uses sysfilter.do
macrodata.xls Worksheet containing macroeconomic time series
suddenstops.xls Worksheet compiling stylized facts about sudden stops
uses calvo.csv and suddenstops.do
Appendix B: Resources for numerical simulations (download all in ZIP format):
app_simulation.pdf Description of numerical algorithm
GM_simulation.m Matlab code for general model
ER_simulation.m Matlab code for exchange rate model
AP_simulation.m Matlab code for asset price model