Replication Files

Below you will find zip files with documentation, data, and codes to replicate my published work. Should you encounter any difficulties, please contact me at francisco.ruge-murcia@mcgill.ca and I will do my best to assist you.

Replication files for "Asset Prices in a Production Network," European Economic Review, forthcoming.  Asset (zip file).

Replication files for "Tariffs and the Exchange Rate: Evidence from Twitter," IMF Economic Review, forthcoming, with D. Matveev.  Twitter (zip file).

Replication files for "The Power of the Federal Reserve Chair," International Economic Review, Vol. 64, No. 2 (May 2023), pp. 727-756, with A. Riboni.  Power (zip file).

Replication files for "How Do Central Banks Make Decisions?" Canadian Journal of Economics, Vol. 55, No. 4 (November 2022), pp. 1643-1670.  President (zip file).

Replication files for "Estimating Nonlinear Dynamic Equilibrium Models by Matching Impulse Responses," Economics Letters, Vol. 197 (December 2020), Article 109624.  Indirect (zip file).

Replication files for "Mind-Changes at the FOMC," Economics Letters, Vol. 184 (November 2019), Article 108565, with A. Riboni.  Mind (zip file).

Replication files for "Extreme Events and Optimal Monetary Policy," International Economic Review, Vol. 60, No. 2 (May 2019), pp. 939-963, with J. Kim.  Fed (zip file).

Replication files for "Canadian Inflation Targeting," Canadian Journal of Economics, Vol. 50, No. 5 (December 2017), pp. 1556–1572, with P. Beaudry.  CJE (zip file).

Replication files for"Collective versus Individual Decision-Making: A Case Study of the Bank of Israel Law," European Economic Review, Vol. 93, No. 1 (April 2017), pp. 73-89, with A. Riboni.  Israel (zip file).

Replication files for "Skewness Risk and Bond Prices," Journal of Applied Econometrics, Vol. 32, No. 2 (March 2017), pp. 379-400.  Bond (zip file).

Replication files for "Dissent in Monetary Policy Decisions," Journal of Monetary Economics, Vol. 66, No. 1 (September 2014), pp. 137-154, with A. Riboni.  Dissent (zip file).

Replication files for "Do Inflation-Targeting Central Banks Implicitly Target the Price Level?" International Journal of Central Banking, Vol. 10, No. 2 (June 2014), pp. 301-326.  Implicit (zip file).

Replication files for "Factor Analysis of a Large DSGE Model," Journal of Applied Econometrics, Vol. 28, No. 6 (September/October 2013), pp. 903-928, with A. Onatski.  FAVAR (zip file).

Replication files for "Generalized Method of Moments Estimation of DSGE Models," in Handbook of Research Methods and Applications in Empirical Macroeconomics, ed. N. Hashimzade and M. Thornton, pp. 464-485. Camberley: Edward Elgar Publishing.  GMM (zip file).

Replication files for "Estimating Nonlinear DSGE Models by the Simulated Method of Moments: With an Application to Business Cycles," Journal of Economic Dynamics and Control, Vol. 36, No. 6 (June 2012), pp. 914-938. Monte-Carlo using New Keynesian model:  Ramsey (zip file). Empirical application to asymmetric business cycles:  Events (zip file).

Replication files for "Monetary Policy when Wages are Downwardly Rigid: Friedman Meets Tobin," Journal of Economic Dynamics and Control, Vol. 35, No. 12 (December 2011), pp. 2064-2077, with J. Kim.  Wages (zip file).

Replication files for "Monetary Policy by Committee: Consensus, Chairman Dominance or Simple Majority?” Quarterly Journal of Economics, Vol. 125, No. 1 (February 2010), pp. 363–416, with A. Riboni.  Simple (zip file).

Replication files for "The Transmission of Monetary Policy in a Multi-Sector Economy," International Economic Review, Vol. 50, No. 4 (November 2009), pp. 1243-1266, with H. Bouakez and E. Cardia. GMM estimation:  Sector (zip file). Impulse-responses:  IR (zip file).

Replication files for “How Much Inflation is Necessary to Grease the Wheels? " Journal of Monetary Economics, Vol. 56, No. 3 (April 2009), pp. 365-377, with J. Kim.  Wheels (zip file).

Replication files for "Methods to Estimate Dynamic Stochastic General Equilibrium Models,” Journal of Economic Dynamics and Control, Vol. 31, No. 8 (August 2007), pp. 2599--2636.  Methods (zip file).

Replication files for "Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.," Studies in Nonlinear Dynamics and Econometrics, Vol. 8, No. 3 (September 2004), Article 2, with J. J. Dolado and R. Maria-Dolores.  Rules (zip file).