Gagnon, Lopez-Salido, and Sockin (2015)

Replication Materials

To download our collection of STATA, MATLAB, and batch script files, click here. The file ReadMe.pdf contains detailed instructions on how to replicate our results.

To see plots of the stratum-level posted and effective price indexes resulting from the application of our data filters, click here. To see corresponding plots using a methodology nearly identical to CGH's, click here.

To download Coibion, Gorodnichenko, and Hong's (2015) paper and original replication files from the American Economic Review's web site, click here.