runthemodel.m
Creators:
Naira Kotb
;
Jan-Niklas Brenneisen
;
Matthias Lengnick
;
Christian Proaño
;
Hans-Werner Wohltmann
The Matlab file runthemodel.m performs the simulation and is used to produce all the figures in the paper. The first part of the file produces the 3D figures that compares the variance of real and financial variables under different scenarios. The second part simulates the model to observe the timeline of different variables. The third and final part produces the impulse responses.
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Kotb, Naira and Brenneisen, Jan-Niklas and Lengnick, Matthias and Proaño, Christian and Wohltmann, Hans-Werner |
| DOI | |
| Publication Date | 2024 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/e2973dbf-ef44-48ac-b0fa-50793e6aac2c/resource/a4a230d9-9f75-481c-b775-9312079675ef/download/runthemodel.m |
| Last updated | October 24, 2024 |
| Created | October 24, 2024 |
