Software

Software for Replication

Matlab Code for Wealth Dynamics and Asset Prices Github
Matlab Code for Limited Market Participation Github
Matlab Code for Speculative House Prices Github
R and pertsolve code for Portfolio Adjustment costs Google Drive

Other Software

bvar: a collection of R routines for Linear and Nonlinear Bayesian Vector-Autoregressions Github Project Homepage

ltvar: R package to estimate Latent Threshold VAR models Github Project Homepage

RYieldCurve: R package for estimating and forecasting yield cuves Github

Data