A small collection of code, replication files, and technical resources for applied macroeconomic analysis.
R code
Hodrick-Prescott Filter with Tail Correction
R function to apply the Hodrick-Prescott filter with a tail correction.
MATLAB / Dynare
Clarida, Galí, and Gertler (2000) replication
Dynare replication file for the simulation model in Clarida, Galí, and Gertler’s “Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,” published in the Quarterly Journal of Economics.