This repository contains MATLAB code and the required data to reproduce all of the figures and tables in the monograph.
The replication folder contains a README file that describes the data sources and the common support functions. The main codes are organized by chapter and placed in individual folders. Each folder has a corresponding README file with detailed information about that chapter’s replication code.
Richard K. Crump and Nikolay Gospodinov, 2025: "Resampling Asset Prices: An Identity-Based Approach"