Data and Programs (zip):
Sticky-Price Models of the Business Cycle: Specification and Stability
(Revised August 2003) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper "Sticky-Price Models of the Business Cycle: Specification and Stability," which appears in the February 2001 issue of the Journal of Monetary Economics.
Data and Programs (zip):
Endogenous Money or Sticky Prices?
(Revised December 2002) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper "Endogenous Money or Sticky Prices?" which appears in the November 2003 issue of the Journal of Monetary Economics.
Data and Programs (zip):
A Method for Taking Models to the Data
(Revised February 2003) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper "A Method for Taking Models to the Data," which appears in the March 2004 issue of the Journal of Economic Dynamics and Control.
Data and Programs (zip):
Technology Shocks in the New Keynesian Model
(Revised June 2003) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper "Technology Shocks in the New Keynesian Model," which appears in the November 2004 issue of the Review of Economics and Statistics.
Data and Programs (zip):
Money's Role in the Monetary Business Cycle
(Revised May 2002) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper "Money's Role in the Monetary Business Cycle," which appears in the December 2004 issue of the Journal of Money, Credit, and Banking.
Data and Programs (zip):
Changes in the Federal Reserve's Inflation Target: Causes and Consequences
(Revised August 2006) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper, "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," which appears in the December 2007 issue of the Journal of Money, Credit, and Banking. This additional excel file contains the data presented in all of the figures from the published version of the paper, including the series for the Federal Reserve's inflation target as implied by the estimated model.
Data and Programs (zip):
Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model
(Revised September 2007) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper with Scott Schuh, "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," which appears in the July 2008 issue of the Review of Economic Dynamics.
Data and Programs (zip):
On the Welfare Cost of Inflation and the Recent Behavior of Money Demand
(Revised May 2008) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper, "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," which appears in the June 2009 issue of the American Economic Review.
Data and Programs (zip):
The Hodrick-Prescott Filter
(Revised June 2010) This zip file contains notes and a MATLAB program that will allow you extract the growth and cyclical components from an observed time series using the Hodrick-Prescott filter.
Data and Programs (zip):
A New Keynesian Perspective on the Great Recession
(Revised September 2010) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper, "A New Keynesian Perspective on the Great Recession," which appears in the February 2011 issue of the Journal of Money, Credit, and Banking.
Data and Programs (zip):
Stochastic Growth in the United States and Euro Area
(Revised February 2011) This zip file contains notes, data, and MATLAB programs that will allow you to reproduce the econometric work in my paper, "Stochastic Growth in the United States and Euro Area," which appears in the February 2013 issue of the Journal of the European Economic Association.
Data and Programs (zip):
The Macroeconomic Effects of Interest on Reserves
(Revised September 2012) This zip file contains notes and MATLAB programs that will allow you to solve the model from my paper, "The Macroeconomic Effects of Interest on Reserves," which appears in the September 2014 issue of Macroeconomic Dynamics.
Data and Programs (zip):
Money and Output: Friedman and Schwartz Revisited
(Revised December 2015) This zip file contains data and MATLAB programs that will allow you to reproduce the econometric work in my paper with Michael Belongia, "Money and Output: Friedman and Schwartz Revisted," which appears in the September 2016 issue of the Journal of Money, Credit, and Banking.
Data and Programs (zip):
The Evolution of US Monetary Policy: 2000 - 2007
(Revised November 2016) This zip file contains data and MATLAB programs that will allow you to reproduce the econometric work in my paper with Michael Belongia, "The Evolution of US Monetary Policy: 2000 - 2007," which appears in the December 2016 issue of the Journal of Economic Dynamics and Control.
Data and Programs (zip):
A Classical View of the Business Cycle
(Revised July 2019) This zip file contains data and MATLAB programs that will allow you to reproduce the econometric work in my paper with Michael Belongia, "A Classical View of the Business Cycle," which appears in the March/April 2021 issue of the Journal of Money, Credit, and Banking.