Gabriel Mihalache's repositories
defaultModel
Fortran+OpenMP implementation of the canonical sovereign default model with long-term debt. Solved with discrete choice methods.
Financial-Frictions-Course
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
DeadlyDebtCrises
Deadly Debt Crises: COVID-19 in Emerging Markets (ReStud, 2023)
MaturityExtension
Sovereign Default Resolution Through Maturity Extension (JIE, 2020)
DiscretizeVAR
Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.
SimpleSlowMoving
Simple slow-moving debt crisis.
StatusQuoUnequalGrowth
Bargaining over Taxes and Entitlements in the Era of Unequal Growth (IER, 2022)