Replication materials for Gagnon (2009)

As of January 2018, I am making public my Mexican micro dataset, along with a collection of Matlab programs that permit the reconstruction of the dataset and replication of all my findings.

Mexican micro dataset: (here)

Matlab programs: (here)

Key inflation, frequency, and price change statistics: (XLS)

Classifications used in the paper: (XLS)

Model simulations - constant money growth

Instructions and parameters: (PDF)

Simulation results: (XLS)

C programs (ZIP)

Model simulations - stochastic money growth

Instructions and parameters (PDF)

Simulation results (XLS)

C programs (ZIP)

Note: The IFDP version of the paper includes sectoral comparisons and uses a slightly larger data set of products than the published version, which focuses on the aggregate aspects and discusses the dynamic properties of the model.

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