Replication package to reproduce the Shadow-Rate Model results
The project provides a full data pipeline (R) and Matlab code to rebuild the U.S. macro dataset and evaluate the Shadow‑Rate model, generating the original paper's tables and figures. It automates data download from FRED and other sources, then feeds a Matlab‑ready .mat file into reproducible scripts. Researchers and economists can verify the authors' findings or extend the analysis with updated data. Compared to ad‑hoc scripts, this package offers a documented, end‑to‑end workflow for exact replication.
View on GitHub →jrenne/GGNR_Codes