This presents the basic simulation of the one-period Eaton-Gersovitz model. See Aguiar and Gopinath(2006) and Arellano(2008).
For a more complete repository, including long-term bonds in the analysis, see:
The Economics of Sovereign Debt.
All code is written for Julia.
To install all necessary packages, open a julia prompt at the root of this repository and type:
julia> using Pkg
julia> Pkg.activate(".")
julia> Pkg.instantiate()
The above will download the packages needed.
The file eaton_gersovitz.jl contains the main code, with the type structure and methods to solve
and simulate the model.
See example.jl (or the accompanying jupyter notebook) for an example on how to call and use the code.