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.