% This script produces all the plots in "Expectations and the Neutrality of
% Interest Rates" except Figure 1, which is just artwork. No data is used,
% all the files are self-contained. 
% These programs were run on Matlab R2020b update 3, (9.9.0.1538559) 64-bit
% (maci64) November 23 2020, and run on a MacBook Air 2018 under Sonoma
% 14.4.1. It takes about 2 minutes.

fisher;
inflation_persist_program;
inflation_persist_program_lagged_phillips;