Working Papers and Computer Codes

• Further Evidence on the Presence of Non-Linearity in the Dow Jones Industrial Average (DJIA) (2006) Working Paper.
  • Programs needed to replicate the results:
  1. Readme.txt
  2. The DJIA data file
  3. The Eviews Batch file
  4. The residual from ARIMA(1,1,0)-GARCH(1,1)
  5. The output file of the Simple Non-Parametric Test (SNT)

• What Happens After A Technology Shock? A Bayesian Perspective. (2005) Working Paper. (revised and new version)
  • Programs needed to replicate the results:
    1. Readme.txt
    2. The Christiano, Eichenbaum and Vigfusson (2003, NBER Working Paper No. 9819, National Bureau of Economic Research) data for
       1. The log of per capita Hours,
       2. Productivity growth (first difference of the log of productivity),
       3. The data file: CEVdata.dat
    3. all-impulse-Bayesian-VAR.xls
    4. posteriorodds.m
    5. Prior Zip file that contains: Choice of the prior hyperparameters, Fortran MCMC Gibbs sampler, Compiled DOS binary executable needed to generate the posteriors, Matlab files for the convergence diagnosis, identifying restrictions and generation of the impulse responses:
       1. Diffuse Prior Zip file
       2. Minnesota Prior Zip file
       3. Normal-Diffuse Zip file
       4. Normal-Wishart Zip file
       5. Extended Natural Conjugate Unconditional (EN) Zip file
       6. Extended Natural Conjugate Conditional (ENC) Zip file

        

• Is Investment in Environmental Quality a Solution to Recessions? Studying the Welfare Effects of Green Animal Spirits. (2005) Working Paper. (revised and new version)
  • Download the Matlab files needed to replicate the results:
    1. main_program_econ_enviro.m,
    2. impresp.m,
    3. mom_out.m,
    4. moments.m,
    5. options.m,
    6. do_it.m,
    7. simul.m,
    8. sol_out.m,
    9. sim_out.m

     

• General Equilibrium: A Horizontal View. (2004) Working Paper.

 

• No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic (2004) Working Paper.
  • To download the Matlab Code, subscribe to the Macroeconomics Computer Codes list.

   

• Economic Freedom and the Business Cycle: The Egyptian Experience (2003) Working Paper.
  • To download the data and the Matlab Code, subscribe to the Macroeconomics Computer Codes list.

   

• On the Evidence of Non-Linear Structure in Canadian Unemployment. (2003) Working Paper.
  • To download the data and the Fortran Code, subscribe to the Macroeconomics Computer Codes list.

   

• Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?  (2003) Working Paper.
  • To download the Fortran Code, subscribe to the Macroeconomics Computer Codes list.

   

• Testing and Estimating Persistence in Canadian Unemployment (2003) Working Paper. (Updated version from 2002)

 

• The Measurement of Persistence and Hysteresis in Aggregate Unemployment.(2003) Working Paper. (Updated version from 2002)

 

• On the European Unemployment Puzzle: Matching Unemployment and Capital Equipment Accumulation in East Germany. (2002) Working Paper.
  • Download the MATLAB program.

   

• Persistence in Sectoral Canadian Unemployment: Testing and Estimation. (2002) Working Paper.

 

• Hysteresis and Persistence in Unemployment: a Definition. (2002) Working Paper.

 

• Beyond Backyard Environmentalism: A Stochastic Dynamic General Equilibrium Approach to Environmental Quality. (2001) Working Paper.
  • Download the MATHCAD file to solve the planner problem.
  • Download the MATHCAD file in pdf format.
  • Download the MATLAB program file.

 

• Long-Range Dependence in Canadian Unemployment using the Modified R/S Test Statistic (2001) (The modified test is as described in Andrew Lo (1991) Econometrica.)
  • RATS program.
  • RATS source file.

 

• On Unemployment and Mortality in Canadian Data: The Brenner Hypothesis Revisited. (2000) Working Paper.

 

 

 

This page was last edited on Monday, April 20, 2009 01:49:00 PM

 

View My Stats