Pinned Loading

1. Drifts_and_Volatilities Drifts_and_Volatilities Public

   Code for "Drifts and Volatilities under Measurement Error" (with P. Amir-Ahmadi and M.-C. Wang) , Quantitative Economics (2016)

   MATLAB 5 5

2. Choosing_Prior_Hyperparameters Choosing_Prior_Hyperparameters Public

   Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcoming

   MATLAB 3 4

3. FAIR FAIR Public

   Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming

   MATLAB 12 14

4. Learning_about_Regime_Change Learning_about_Regime_Change Public

   code for "Learning about Regime Change" with Andrew Foerster

   Mathematica 1

5. Averaging_Impulse_Responses Averaging_Impulse_Responses Public

   Replication code for ``Averaging Impulse Responses", joint with Paul Ho and Thomas Lubik, forthcoming, JME

   MATLAB 3 1

6. Indeterminacy Indeterminacy Public

   Code for “Indeterminacy and Imperfect Information” with Thomas Lubik and Elmar Mertens, Review of Economic Dynamics, forthcoming

   MATLAB 1