KIMEP

 

 MEHMET BALCILAR

04/01/05

 

List of Reproducible Papers
by
Mehmet Balcilar

Persistence in Inflation: Long Memory, Aggregation, or Level Shifts? (prepared for  METU Conference in Economics VI, Ankara, September 2002)

Get the data and the GAUSS program file, and place them in directory. You also need my LONGMEM library for GAUSS to run the programs. Run the the GAUSS program inftables.gss. This will duplicate all tables in the paper save them to the file inftables.out. Tables 2, 7, 12, and 17 reproduced under GAUSS are fake duplicates. Real duplication needs freely available R language environment and WAVESLIM library for R together with my program file inf_d_wavelet.R. The wavelet estimates will be placed in file named inf_d_wavelet.out. The following are cited, but not included in the table:

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Sample ACF of all inflation series. Here is the R program that creates these figures.

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Estimates of the ARIMA models and impulse responses of the ARMA(p,q) models that have the minimum AIC values. The impulse responses are obtained via bootstrap 5000 with 5000 replicates from the models selected by the AIC for p,q£3. Here is the GAUSS program that creates these tables.

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The exact maximum likelihood (Sowell's method) estimates of the ARFIMA(p,d,q) model with p,q£1. Here is the Ox program for obtaining these estimates. Ox is a freely available software. You also need the ARFIMA package for Ox in order to run the program.

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A Comparative Analysis of Production Growth, Catch-Up, and Convergence in Transition Economies  (with Ertuğrul Deliktaş), (prepared for  METU Conference in Economics VI, Ankara, September 2002)

Get the data and programs, and place them in a directory. You need freely available DEAP and FRONTIER programs, both written by T. Coelli, to reproduce all the results in the paper. Run the the file tedea.ins with DEAP and the file tesfa.ins with FRONTIER. In case anybody needs I have a version of FRONTIER compiled for Linux. Get it here.

New version of the paper includes 130 countries.
 

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Long Memory and Structural Breaks in Turkish Inflation Rates (prepared for National Econometrics and Statistics Symposium VI, Ankara, May 2003)

Get the data for the WPI (inftefe.dat) and CPI (inftufe.dat) inflation rates, the compiled GAUSS source file (longmem.gcg), and the programs that do estimation for the WPI (robtest_tefe.gss) and CPI (robtest_tufe.gss) inflation rates, respectively. Place everything in a directory and make this directory you GAUSS working directory. At the command prompt type "run robtest_tefe.gss" and "run robtest_tufe.gss". They should produce Tables 1 and 2 in the paper. The R program break_graphs.R will create Figures 1 and 2.

 

This site was last updated 03/24/05