"Country Spreads and Emerging Countries: Who Drives Whom?," by Martin Uribe and Vivian Z. Yue, Journal of International Economics, 69, June 2006, 6-36.

NBER working paper version, wp10018, October 2003.

Slides

Data
uribe_yue_rawdata.xls

Matlab code

Theoretical Impulse Responses

Note: (1) Matlab's Symbolic Math Toolbox is required. (2) The code for solving DGE models to first order provided at the bottom of this page is required
uribe_yue_run.m (run this program to produce theoretical impulse responses in figure 6 of the paper)
uribe_yue_model.m (model's equations)
uribe_yue_ss.m (steady state)

First-order approximation
gx_hx.m by Stephanie Schmitt-Grohe and Martin Uribe
anal_deriv.m by Stephanie Schmitt-Grohe and Martin Uribe
num_eval.m by Stephanie Schmitt-Grohe and Martin Uribe
ir.m by Stephanie Schmitt-Grohe and Martin Uribe