Replication Files for "Differences in Quarterly Utilization-Adjusted TFP by Vintage, with an Application to News Shocks"




Fernald's TFP Data, December 2007 vintage: xlsx
Fernald's TFP Data, Septmeber 2011 vintage: xlsx
Fernald's TFP Data, December 2013 vintage: xlsx
Fernald's TFP Data, May 2014 vintage: xlsx
Fernald's TFP Data, May 2015 vintage: xlsx


One file with different vintages of the TFP data and NIPA data together: xlsx
Matlab file to compute unconditional moments: m
Matlab file to estimates VARs: m
Auxiliary files needed to run VARs:
        Estimate VAR: m    
        Compute IRFs: m
        Eigenvalue/Eigenvector decomposition: m
        Variance decomposition: m
        Vectorize: m