Emerging Market Business Cycles: The Cycle is the Trend

Data Sets and Programs

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

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: www.wiwi.hu-berlin.de/wpol/html/toolkit.htm.