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PRWP

Reproducibility package for Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies

2023
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Reference ID
RR_WLD_2023_16-v01
DOI
https://doi.org/10.60572/q67r-xg91
Author(s)
Haroon Mumtaz, Franz Ulrich Ruch
Collections
World Bank Policy Research Working Papers
Metadata
JSON
Created on
Nov 27, 2023
Last modified
Nov 27, 2023
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README for the reproducibility package for Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies
Download [PDF, 83.91 KB]
Download https://reproducibility.worldbank.org/index.php/catalog/81/download/203
Reproducibility package (data and code) for Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies
Download [ZIP, 732 KB]
Download https://reproducibility.worldbank.org/index.php/catalog/81/download/204
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RR_WLD_2023_16-v01
LICENSE.txt
README.pdf
Replication_folder
benchmark
CF.m
estimate5_fe_10.m
extract_fast_vol_measures.m
extract_uncertainty_measures.m
get_irf_fevd.m
plot_cf_gdp.m
plot_level_irfs_f.m
plot_vol_irfs_f.m
data
benchmark_data_extended_nodebt_levels.mat
functions
boundedlineBlue.m
carterkohn1.m
carterkohnvar.m
carterkohnvar_bal.m
carterkohnvar_H1.m
carterkohnvar_H2.m
carterkohnvar_H3.m
carterkohnvar_unbal.m
carterkohnvarold.m
carterkohnvartvp.m
carterkohnvartvp1.m
catrnd.m
CHECKR.m
chofac.m
cholx.m
cholxx.m
cis_as1.m
cis_as1x.m
cis_as2x.m
cis_as3x.m
cis_as3xx.m
cis_as4x.m
cohnvar.m
cols.m
comp (haroon mumtaz's conflicted copy 2018-05-31).m
comp.m
convertQ.m
create_dummies.m
create_dummiesH.m
create_dummiesSS.m
create_dummiesSS0.m
create_dummiesSSVOL.m
create_dummiesT.m
create_dummiestrendx.m
create_dummiestrendxx.m
create_dummiestrendxx2.m
create_dummiesTSS.m
create_dummiesVOL.m
create_dummiesx.m
define_model.m
detrendx.m
diffx.m
discretesample.m
doublej.m
drawdof.m
drawvarnewC.m
drawzeta.m
drawzeta_1.m
extract.m
f_ksr.m
f_percentile.m
f_percentile_crack.m
f_winsor.m
fitlm.m
gamm_rnd.m
get_forecast.m
get_irfTVAR4.m
get_irfTVAR4NOTREND.m
get_irfTVAR4NOTRENDFAVAR.m
get_irfTVAR4NOTRENDSTAR.m
get_irfTVAR4TREND.m
get_irfTVAR4VOL.m
get_irfTVAR4VOLNOTREND.m
get_irfTVAR4VOLNOTRENDFAVAR.m
get_irfTVAR4VOLNOTRENDSTAR.m
get_irfTVAR4VOLTREND.m
get_irfTVAR5NOTREND.m
get_irfTVAR5TREND.m
get_irfTVAR5VOLTREND.m
get_vd_1.m
get_web_data.m
GETA0.m
getA0_3.m
getamat.m
getamat_new.m
getamat_new_1.m
getamat_new_T.m
getamatonly.m
getamatonlySTAR.m
getamatx.m
getAR.m
getcoefxx.m
getcoefxxx.m
getdummies.m
getdummiesEXO.m
getdummiesEXO_p.m
getdummiesH.m
getdummiesSS.m
getdummiesSS0.m
getdummiesSS2.m
getdummiesSSH.m
getdummiestrend.m
getdummiestrendP.m
getdummiestrendP2.m
getdummiestrendSS.m
getdummiesVOL.m
getdummiesVOL1.m
getdummiesVOLF.m
getfactor.m
getfload.m
getforecast.m
getfvd4.m
getIF.m
getIF2.m
getIF3.m
getIF4.m
getIF5.m
getindex2.m
getindex21.m
getinitialvol.m
getinitialvol_1.m
getinitialvol_2.m
getinitialvol_3.m
getinitialvol1.m
getinitialvol2.m
getinitialvolc.m
getirf.m
getirfF.m
getirfFx.m
getirfFx_0.m
getirfsign.m
getirfSS.m
getirfT.m
getirfT4.m
getirfT4_tvp.m
getlamda.m
getlevelirf.m
getlevelirfF.m
getlevelirfFMC.m
getlevelirfFMCnew.m
getlevelirfFMCnew_2.m
getlevelirfFMCnew_3.m
getlevelirfFMCnew4.m
getlevelirfFMCnew4_tvp.m
getlevelirfFMCSimple.m
getlevelirfFx.m
getlevelirfFx_0.m
getlevelirfSS.m
GETQR.m
getreg.m
getreg1.m
getregx.m
getsbigonly.m
getsbigonlystar.m
getsbigonlystar1.m
getsvol.m
getsvolx.m
getvar_exo_GLS_2.m
getvarcoef.m
getvarcoef_GLS_2.m
getvarcoef2.m
getvarcoefx.m
getvarpost.m
getvarpoststar.m
getvarpoststarA.m
getvolirf.m
getvolirfF.m
getvolirfFMCnew.m
getvolirfFMCnew_2.m
getvolirfFMCnew_3.m
getvolirfFMCnew_A.m
getvolirfFMCnew4.m
getvolirfFx.m
getvolirfFx_0.m
getvolirfFx_1.m
getvolirfs.m
getvolirfSS.m
getzeta_GLS.m
ham_filter.m
hpfilter.m
IG.m
invpd.m
invswpx.m
invswpxx.m
irfsimx.m
iwpq.m
kalmafiltervar.m
kcohnxx.m
lag0.m
latexTable.m
latexTable_examples.m
logdet.m
loggausspdf2.m
loglik.m
loglikx.m
loglikxx.m
lpdfgam.m
mcmc_ifac.m
movavx.m
movingstd.m
multivariatenormal.m
multivariatenormal_1.m
mvnrnd.m
normalise.m
packr.m
particlefilter.m
particlefilterlinear.m
particlefilterstar.m
pf.m
pf_1.m
pf_2.m
pf_3.m
pftest3.m
pftest3F.m
pftest3F_0.m
pftest3F_01.m
pftest3F_1.m
pftest3F_2.m
pftest3F_3.m
pftest3F_3_1.m
pftest3F_3_2.m
pftest3F_3_fit.m
pftest3F_3_fit_2.m
pftest3F_rejuv.m
pftest3F_TVP.m
pftest3tvp.m
pftest4.m
pftest4F_0.m
plag.m
plag1.m
plag2.m
plot_irf_comparison.m
plotConfidenceBandsBlue.m
plotk.m
plotk1.m
plotk2.m
plotkk.m
plotregx.m
plotvolx.m
plotx.m
plotx2.m
plotx3.m
plotx4.m
plotx5.m
plotx99.m
postv.m
prepare.m
prepare_exo.m
prepareNOTREND.m
preparexxt.m
preparexxt_1.m
preparexxt_r.m
probx5.m
probx5SS.m
probx5SSSTAR.m
probx5SSSTARA.m
refline.m
regcyc.m
resampling.m
reshape_panel.m
reshape_panel_Q.m
rows.m
safeexp.m
sqr.m
stability.m
stabilitytest.m
stabilityxxx.m
stackdata.m
stackdata1.m
standardise.m
stdar.m
svol1.asv
svol1.m
svol1C.m
svol1Cv.m
svolt.m
svoltC.m
svoltCSS.m
svoltCSSLAG.m
svoltCSSNOTREND.m
svoltCSSNOTRENDSTAR.m
svoltCSSNOTRENDSTARA.m
svoltCt.m
svoltCtv.m
svoltCtvnotrend.m
svoltCtvnotrendMAX.m
svoltCtvnotrendNOV.m
svoltt.m
svolttC.m
svolttCSS.m
svolttCSSLAG.m
svolttCSSNOTREND.m
svolttCSSNOTRENDSTAR.m
svolttCSSNOTRENDSTARA.m
svolttCt.m
svolttCtv.m
svolttCtvnotrend.m
svolttCtvnotrendMAX.m
svolttCtvnotrendNOV.m
table2latex.m
transform.m
txt2mat.m
uhlig_mediumrun.m
unstackdata.m
vec.m
vecr.m
vline.m
volatility.m
volatility1.m
volatilityx.m
wmean.m
ReadMe.txt
reproducibility_report-RR_WLD_2023_16-v01.pdf
Reproducibility verification for the reproducibility package for Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies
Download [PDF, 140.81 KB]
Date 2023-11-15
Download https://reproducibility.worldbank.org/index.php/catalog/81/download/205
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