· Zip file with readme, data, and all programs -- very user friendly! · bootstrap and test statistics program · distributional accuracy test program (compares distributions of y(t) and inflation(t)) · Readme · Programs
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",
Corradi, Valentina and Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models
Based on Distributional Comparison of Simulated and Historical Data"
Corradi, Valentina and Norman R. Swanson, 2004, "Predictive Density and Conditional
Confidence Interval Accuracy Tests,"
Korenok, Oleg and Norman R. Swanson, 2005, ``How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE
Models",
Bhardwaj, Geetesh and Norman R. Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series",
Corradi, Valentina and Norman R. Swanson, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes"
· Readme
· Readme
· CS tests
· MLE
· Readme
· data
· Tcodes (data transformation selections)