Replication Packages
The Demand for Money, Near-Money, and Treasury Bonds, with Arvind Krishnamurthy. Review of Financial Studies, 2023.
Replication data on Harvard Dataverse
Replication data on Harvard Dataverse
Intermediary Balance Sheets and the Treasury Yield Curve, with Wenxin Du and Benjamin Hébert. Journal of Financial Economics, 2023.
Download replication package
Download replication package
Public Liquidity and Financial Crises. American Economic Journal: Macroeconomics, 2025.
Download replication package on openICPSR
Download replication package on openICPSR
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment. Journal of Political Economy, 2025.
Replication data on JPE Harvard Dataverse
Replication data on JPE Harvard Dataverse
Firm Quality Dynamics and the Slippery Slope of Credit Intervention. Review of Economic Studies, 2025.
Download replication package on Zenodo
Download replication package on Zenodo
Useful Codes in Matlab
Generating figures as PDFs with tight margins
savetightfigure.m
Curve fitting that preserves monotonicity, convexity, or other properties
slmtools.zip
Useful Codes in R
Plot multiple lines with different colors and line types automatically
myplot.r