Replication package for "Is net inflation the right statistic for credit spreads, or are the two sides of inflation better?"

Code and data to reproduce every table, figure and number in Quineche and Garibay, "Is net inflation the right statistic for credit spreads, or are the two sides of inflation better?", Finance Research Letters, and in its online supplement. See README.md for data sources and the script-to-result map.