Replication files:

* Files for SVAR estimation with actual data

[1] annual_data.csv and quarterly_data.csv

[2] g7annual.m and g7quarterly.m: two Matlab files which performs several SVAR estimation and compute the relevant set of statistics.

[3] bqvar.m: routine from J. LeSage Matlab library to estimate SVAR with long run restriction


* Files needed for estimation (Dynare must be downloaded to perform ML estimation):

[1] rbc_zone.mod: a dynare file which includes the log-linear two country model and the ML estimation

[2] DFdataus.m: a Matlab file which contains US quarterly data (1948:2003)

[3] DFdataus_g7.m: a Matlab file wich contains US and G7 quarterly data (1978:2003)


* Files for model based experiments

[1] mbe.m: a Matlab file which computes artificial data and estimates IRFs from SVARs.
This file calls a number of routines.

[2] dgp_baxter_crucini_techno_pref_farmer.m: a Matlab file for the DSGE model

[3] lag_selection_.m: a Matlab file for automatic lag selection

[4] irfplot_md.m: a Matlab file to produce figure with point estimates and confidence interval