Gita Gopinath

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Emerging Market Business Cycles: The Cycle is the Trend

This is the data and programs page for “Emerging Market Business Cycles:The Cycles is the Trend,” by Mark Aguiar and Gita Gopinath.Allprograms are in Matlab.

 

Last updated:September 28, 2006

 

The data used in the paper to compute business cycle statistics can be downloaded here:data_cycle_is_trend.xls and solow_mexico.xls

 

 

Programs:A guide to the programs can be found here:program_notes.pdf

 

The main programs can be downloaded here:environment.m ­solve_uhlig.m calculate_moments.m ­key_moments.m

 

These programs map the model’s parameters into theoretical moments (which we then matched to the empirical moments using standard GMM techniques).

 

The programs use Harald Uhlig’s toolkit to solve the log-linearized model, which can be found here: http://www2.wiwi.hu-berlin.de/institute/wpol/html/toolkit.htm.

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