Resources on Sudden Stops

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:


  • Working Paper [ PDF ]

  • Publication [ PDF ] in Annual Review of Economics 6(2014), pp. 299-332

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

    • systemicfilter.xls Worksheet identifying systemic crises episodes

      • uses

    • macrodata.xls Worksheet containing macroeconomic time series

    • suddenstops.xls Worksheet compiling stylized facts about sudden stops

    • uses calvo.csv and

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