File	Description	Language	Download
growth_det1.mod	Deterministic neoclassical growth model with a temporary shock	Matlab
growth_det2.mod	Deterministic neoclassical growth model with a permanent shock	Matlab
growth_stoch.mod	Stochastic neoclassical growth model with a temporary shock	Matlab
rbc1.mod	Real Business Cycle Model	Matlab
rbc2.mod	Real Business Cycle Model (log utility)	Matlab
rbc3.mod	Real Business Cycle Model with correlated shocks	Matlab
rbc4.mod	Real Business Cycle Model with indivisable labor	Matlab
rbc5.mod	Real Business Cycle Model with imperfect competition	Matlab
soem1.mod	Small Open Economy model with an endogenous discount factor	Matlab
soem2.mod	Small Open Economy model with a debt elastic interest rate	Matlab
soem3.mod	Small Open Economy model with convex portfolio adjustment costs	Matlab
soem4.mod	Small Open Economy model with complete asset markets	Matlab
nk.mod	Simple New Keynesian model	Matlab
sw.mod	The Smets-Wouters Model	Matlab

Time Series and Macroeconometric Models

File	Description	Language	Download
ar1.m	AR(1) process simulator	Matlab
ar2.m	AR(2) process simulator	Matlab
arp.m	AR(p) process simulator	Matlab
armap.m	ARMA(p) process simulator	Matlab
irf1.m	Impulse response function for an AR(1) process	Matlab
irf2.m	Impulse response function for an AR(2) process	Matlab
ar1.R	AR(1) process simulator	R
arp.R	AR(p) process simulator	R
DFM.R	Bayesian estimation of a Dynamic Factor Model	R
kalman.R	Klaman Filter	R
now_model.R	Nowcasting Model of US GDP	R
now_model.R	Nowcasting Model of Argentina GDP	R
probit2.R	2 state probit model to predict US recessions	R
probit3.R	3 state probit model to predict US recessions	R
markov_model.R	Markov switching model to predic US recessions	R

Replication Files

File	Description	Language	Download
RED_2011_replication.zip	Replication Files for RED 2011	Matlab
D6_DFM_replication.zip	Replication files for D6 Dynamic Factor Model	Matlab
D6_DFM_replication.zip	Replication files for D6 Dynamic Factor Model	R