The replication package of the Debt-at-Risk paper from the IMF is available here: https://www.imf.org/en/Publications/WP/Issues/2025/05/05/Debt-at-Risk-566595
It has been released by Davide Furceri, Domenico Giannone, Faizaan Kisat, Waikei R Lam, Hongchi Li.
You will need Stata and MATLAB. Overall, the replication was very smooth. I had to install some user-written packages and specify some folder paths. The MATLAB parts took 6 hours to run each. Do not forget to update the user-written packages, like mmqreg and so on.
From the “05a_plot_graphs.do” program:
From the “05b_plot_graphs_fullsample.do” file:
This archive can be downloaded here: https://www.dropbox.com/t/QNLTa7gGxROmjI2Z with the password DAB2025.