- Under this link you can find the GAUSS code and data to replicate the baseline results (Figure 2) of the paper "What are the macroeconomic effects of high‐frequency uncertainty shocks?".
- Under this link you can find the data, GAUSS and MATLAB codes to replicate the macroeconomic forecasting results (Table 4) of the paper "Markov-Switching Three-Pass Regression Filter".
- Under this link you can find the data and GAUSS codes to replicate the results of the paper "Model Averaging in Markov-Switching Models : Predicting National Recessions with Regional Data" as presented in the corresponding Bank of Canada working paper.