Macroeconomic Measurement

Interact with, chart, and download data discussed in "Theory, Measurement, and Calibration of Macroeconomic Models," Journal of Monetary Economics (Volume 54, Issue 2, March 2007, Pages 460-497) paper by Paul Gomme and Peter Rupert.

 

Band Pass Filters

Download self-extracting exe files that contain computer code for the recommended filter approximation discussed in "The Band Pass Filter," NBER Working Paper 7257, July 1999, by Lawrence J. Christiano and Terry J. Fitzgerald.

 

Business Cycle Statistics

Generate correlations for variable values given by the model against real GDP.