[ZIP, PDF, AND OTHER TYPES] Large data files for Noah Williams:

[ZIP, PDF, AND OTHER TYPES] Reame file and two data files for Chris Sims:

[ZIP, PDF, AND OTHER TYPES] C source files, Windows executable, etc. for Martin Ellison: AllFilesForMartin.zip (1.8MB).

[ZIP, PDF, AND OTHER TYPES]  Windows executables for Benoit Mojon: excutables.zip (1.5MB).

• Master library files needed: cstz.zip (378KB).   Unzip the file cstz.zip and put all the library files in a subdirectory that can be accessed by Matlab.
• Files for generating normal, beta, gamma, and inverse gamma priors: GeneratingPriors.zip (6KB).  The file get_hyperpars2.m backs out the hyperparameter values of the prior density to meet the specified probability interval with low and high values.   You need 4 inputs: the low value, the cumulative probability at this value, the high value, and the cumulative probability at this value.  In general, these probabilities are specified at 0.05 and 0.95.  The zip file GeneratingPriors.zip contains other useful M files (see the readme_priors.prn file).
• Files for estimating a small Markov-switching DSGE model: Estimation.zip (1.5MB).  This code estimates a small DSGE model with Markov-switching variances of shocks.  The lecture note, below, details the model.  To run the program, unzip the Estimation.zip file in a working subdirectory and follow the instructions documented in the readme_est_instruct.txt file.