jpfeifer wrote:The most current file is now kept at https://github.com/JohannesPfeifer/DSGE_mod/tree/master/Smets_Wouters_2007
The data are taken directly from the Smets/Wouters (2007) replication files at the AER. Their Appendix also describes the transformations, see https://www.aeaweb.org/articles.php?doi=10.1257/aer.97.3.586
usmodel_shock_decomp_mode.mat
crossmod=xcorr(y,pinf)
crossdata=xcorr(dy,pinfobs)
stoch_simul(irf=20, conditional_variance_decomposition=[1,2,4 10, 40,100]) dy dc dinve robs pinfobs dw labobs ;
oo_.autocorr
constepinf=0.7;
constebeta=0.7420;
ctrend=0.3982;
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