Monetary Policy and Sovereign Risk Replication Data

Comprising the data and programs used to replicate the tables and figures from the paper 'Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)' by Arellano, Bai, and Mihalache. It is hosted by The Quarterly Journal of Economics Dataverse and was last updated in February 2026.

Use Cases

• Replicate the model's tables and figures on monetary policy and sovereign risk using the provided programs.
• Analyze the relationship between monetary policy and international lending and debt problems as defined in the source paper.
• Study the open economy macroeconomics framework and default dynamics presented in the NK-Default model.

Strengths

• Directly replicates a peer-reviewed publication in The Quarterly Journal of Economics.
• Includes both data and replication programs for full reproducibility.
• Last updated in February 2026, indicating recent maintenance.

Limitations

• Specific column names, row counts, and data structure are not described in the input.
• The dataset's scope is limited to replicating a single academic paper's results.
• The geographic and temporal coverage of the underlying model data is not specified.

Provenance

Source

Arellano, Cristina; The Quarterly Journal of Economics Dataverse.

Collection Method

Data and programs compiled for replicating a specific academic publication.

Freshness

Last updated on 2026-02-07.