Computer Programs



Software Used in Papers

Corradi, Valentina, Andres Fernandez and Norman R. Swanson, 2008, REVISED Code with typos removed --``Information in the Revision Process of Real-Time Data",

·  Zip file with readme, data, and all programs -- very user friendly!

Corradi, Valentina and Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data"

·  test program 1

·  test program 2

·  test program 3

·  test program 4

Corradi, Valentina and Norman R. Swanson, 2004, "Predictive Density and Conditional Confidence Interval Accuracy Tests,"

·  bootstrap and test statistics program

Korenok, Oleg and Norman R. Swanson, 2005, ``How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models",

·  distributional accuracy test program (compares distributions of y(t) and inflation(t))

Bhardwaj, Geetesh and Norman R. Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series",

·  Readme

·  Programs

Corradi, Valentina and Norman R. Swanson, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes"

·  Monte Carlo Program I

·  Monte Carlo Program II

·  Empirical Program I

·  Empirical Program II

Bhardwaj, Geetesh, Valentina Corradi and Norman R. Swanson, 2006, "A Simulation Based Specification Test for Diffusion Processes",

·  Readme

·  Empirical Program I

·  Empirical Program II

·  Monte Carlo Program

Korenok, Oleg and Norman R. Swanson, 2006, ``International Evidence on the Efficacy of New-Keynesian Models of Inflation Persistenc",

·  Readme

·  CS tests

·  MLE

·  ResidStats

·  TheoreticalACF

·  Support Programs

Armah, Nii Ayi and Norman R. Swanson, 2008, ``Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments",

·  Readme

·  main program 1

·  main program 2

·  main program 1 procedures

·  main program 2 procedures

·  data

·  Tcodes (data transformation selections)