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sovereign-default

Here are 6 public repositories matching this topic...

gabrielgggg / defaultModel

Fortran+OpenMP implementation of the canonical sovereign default model with long-term debt. Solved with discrete choice methods.

openmp debt fortran2008 discrete-choice sovereign-default long-term-debt taste-shocks

Updated Sep 6, 2024
Fortran

gabrielgggg / MATLABGPU

Simple examples of macro models computed on the GPU with MATLAB.

gpu matlab default ifp sovereign aiyagari sovereign-default

Updated Oct 7, 2020
MATLAB

DeadlyDebtCrises

gabrielgggg / DeadlyDebtCrises

Deadly Debt Crises: COVID-19 in Emerging Markets (ReStud, 2023)

fortran matlab covid-19 sovereign-default financial-frictions partial-default debt-overhang

Updated Apr 25, 2023
Fortran

gabrielgggg / MaturityExtension

Sovereign Default Resolution Through Maturity Extension (JIE, 2020)

restructuring sovereign-default maturity-extension maturity-choice

Updated Oct 7, 2020
Fortran

gabrielgggg / SimpleSlowMoving

Simple slow-moving debt crisis.

matlab markov-chain yields sovereign-default fiscal-policy primary-surplus

Updated Oct 11, 2020
MATLAB

gabrielgggg / gabrielgggg.github.io

personal-website economics macroeconomics sovereign-default international-economics

Updated Nov 20, 2024
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