FORTRAN code for Liquidity Flows and Fragility of Business Enterprises

作者: Wouter Denhaan , Joel Watson , Garey Ramey

DOI:

关键词: Steady state (electronics)SimulationMarket liquidityFragilityImpulse responseCode (cryptography)FortranShock (economics)EconometricsEngineeringFunction (mathematics)

摘要: imp1.f calculates steady state return as a function of H and the impulse response functions for one-time shock in H. imp2.f exogenous breakups. 2lenda.f states values 2-lender economy. 1lenda.f 1-lender economy that corresponds to above.

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