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Replication Data for: Optimal Monetary Policy with Search Frictions and Consumption Inequality

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DataCite Commons2026-04-03 更新2026-05-04 收录
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This repository contains the replication package for the paper "Optimal Monetary Policy with Search Frictions and Consumption Inequality". It provides the complete datasets and codebase required to fully replicate all empirical and quantitative results, including figures, tables, and footnote values presented in the main text and appendices. Key Contents of the Package: Empirical Data & Analysis: Includes all publicly available raw data, processed analysis data, and Stata scripts (.do files) required for data management, technology shock extraction (Stage 1), and empirical VAR model analysis. Macroeconomic Models: Includes MATLAB scripts to simulate and evaluate various theoretical models, including Representative Agent New Keynesian (RANK) and Two-Agent New Keynesian (TANK) models under different assumptions (e.g., search and matching frictions, GHH preferences). Master Scripts: The package is designed to be highly user-friendly. Replicators can simply execute the master scripts (all_matlab_run.m and all_stata_run.do) to automatically generate and save all outputs into designated folders (/graphics/ and /results/). Software Requirements: MATLAB R2025b (Requires Symbolic Math, Optimization, Statistics and Machine Learning, and Control System toolboxes) Stata 16 (or higher) Please refer to the README.pdf file included in the root directory for detailed step-by-step replication instructions, hardware specifications, and a comprehensive mapping of all tables and figures to their corresponding generating scripts.

本仓库为论文《带有搜寻摩擦与消费不平等的最优货币政策》提供复现套件,内含完整的数据集与代码库,可完全复现论文正文及附录中呈现的所有实证与量化结果,包括各类图表、表格与脚注数值。 套件核心内容: 实证数据与分析:包含所有公开可用的原始数据、经预处理的分析数据集,以及用于数据管理、技术冲击提取(第一阶段)与实证向量自回归(VAR)模型分析的Stata脚本(.do文件)。 宏观经济模型:包含用于模拟与评估各类理论模型的MATLAB脚本,涵盖不同假设下的代表性代理人新凯恩斯(Representative Agent New Keynesian, RANK)模型与双代理人新凯恩斯(Two-Agent New Keynesian, TANK)模型(例如搜寻匹配摩擦、GHH偏好设定)。 主运行脚本:本套件设计极具易用性,复现人员仅需运行主脚本(all_matlab_run.m与all_stata_run.do),即可自动生成所有输出结果并保存至指定文件夹(/graphics/与/results/)。 软件环境要求: MATLAB R2025b(需搭配符号数学工具箱、优化工具箱、统计与机器学习工具箱以及控制系统工具箱) Stata 16(或更高版本) 请参阅根目录下的README.pdf文件,获取详细的分步复现指南、硬件配置要求,以及所有表格、图表与其对应生成脚本的完整映射关系。
提供机构:
Mendeley Data
创建时间:
2026-04-03
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