Replication package for: Financial Intermediation and Aggregate Demand: A Sufficient Statistics Approach

Chiang, Yu-Ting and Piotr Zoch. (forthcoming). "Financial Intermediation and Aggregate Demand: A Sufficient Statistics Approach." Review of Economic Studies. This package contains all code and data to replicate the empirical and quantitative results in the paper, including GMM estimation of bank balance sheet parameters (R) and a heterogeneous-agent New Keynesian model with a banking sector solved using sequence-space Jacobians (Julia).