Programs and Data

Menu Costs at Work: Restaurant Prices and the Introduction of the Euro
With Federico Ravenna and Andrea Tambalotti
Quarterly Journal of Economics, Forthcoming
contents: GAUSS programs that solve the models in the paper and HICP data for the restaurant and cafes sector in 15 European countries and the Euro area.
Download ZIP-file
Coauthors' web pages:
Federico Ravenna 
Andrea Tambalotti 

Historical Cross-Country Technology Adoption (HCCTA) Dataset 
Available through the National Bureau of Economic Research
Revised September 2004,
contents: Dataset that was collected to allow for the analysis of the adoption patterns of some of the major technologies introduced in the past 250 years across the World's leading industrialized economies.

Identifying Sources of Growth 
Revised September 2000,
contents: GAUSS programs that reconstruct the estimation of embodied technological change. The data are from the National Income and Product Accounts. The zip file contains a file called README.TXT that explains its contents in more detail.
Download ZIP-file
26 pages / 314 kb

Are Living Standards Converging?
With Philip Hans Franses
Structural Change and Economic Dynamics, 2001, 12, 171-200
contents: GAUSS programs that do (i) kernel density estimation,(ii) Kernel estimation of continuous state Markov transition matrix, (iii) Cluster algorithm to find convergence clubs. Data are real GDP per capita from PWT and social indicators from the World Bank.
Download ZIP-file
Coauthors' web pages:
Philip Hans Franses 

Asymptotically Perfect and Relative Convergence of Productivity.
With Philip Hans Franses
Journal of Applied Econometrics, 2000, 15, 59-81
contents: GAUSS programs that do cluster algorithm in the paper and data on real GDP per capita from the Penn World Tables. The zip file contains a file called README.TXT that explains its contents in more detail.

See also ››
Programs revised: September 2005 (newer version than at the JAE archive) Program and datafiles
Coauthors' web pages:
Philip Hans Franses 

Increasing Seasonal Variation: Unit Roots versus Shifts in Mean and Trend
With Philip Hans Franses
Applied Stochastic Models and Data Analysis, 1998, 14, 255-261
contents:GAUSS program that can be used to generate critical values of HEGY test for seasonal unit root versus alternative of deterministic increasing seasonal variation.
Download GAUSS-program (ASCII-file)
Coauthors' web pages:
Philip Hans Franses 

Generalizations of the KPSS-test for Stationarity 
With Philip Hans Franses and Marius Ooms
Econometric Institute Report, 9802/A, Erasmus University Rotterdam, contents:GAUSS libraries to calculate cumulative sums tests to test for stationarity of a single time series. Download ZIP-file
26 pages / 317 kb
Coauthors' web pages:
Philip Hans Franses 

Critical Values for Unit Root Tests In Seasonal Time Series
With Philip Hans Franses
Journal of Applied Statistics, 1997, 24, 25-47
contents: GAUSS programs that can be used to generate critical values for the four extensions of the HEGY-test considered in the paper. Please refer to article to see which program does what. Each program contains a description of the system requirements and how to install it. Download ZIP-file
Coauthors' web pages:
Philip Hans Franses 


Disclaimer: These programs are provided as is and without any guarantees. All programs and data are public domain.


"Customer support": If you have any problems with these programs or find mistakes, please feel free to email me.

Bart Hobijn's CV