Readme file to accompany Knotek and Zaman "Nowcasting U.S. Headline and Core Inflation" Journal of Money, Credit and Banking.

The Matlab file nowcasting_inflation_other.m creates the outputs used to generate the following results:

* Table 1: see variable named table_1.
* Table 6: see variable named table_6.
* Table 7: see variable named table_7.
* Table 8: see variable named table_8.

* Figure 1: see variables named figure_1a and figure_1b.
* Figure A1: see variables named figure_a1a, figure_a1b, figure_a1c, and figure_a1d.
* Figure A2: see variables named figure_a2a, figure_a2b, figure_a2c, and figure_a2d.
* Figure A3: see variables named figure_a3a, figure_a3b, figure_a3c, figure_a3d, figure_a3e, figure_a3f, figure_a3g, figure_a3h.
* Figure A4: see variable named figure_a4.

The Matlab file nowcasting_inflation_monthly.m creates the outputs used to generate the following results:

* Table 3: see variable named table_3 and table_3_stat_sig (for statistical significance results).
* Table 4: see variable named table_4.
* Table 5: see variable named table_5 and table_5_stat_sig (for statistical significance results).

* Figure 2: see variable named figure_2.

The Matlab file nowcasting_inflation_quarterly.m creates the outputs used to generate the following results:

* Table 9: see variable named table_9.

* Figure 4: see variables named figure_4a, figure_4b, figure_4c, and figure_4d.

Note that subscription limitations prevent us from sharing raw data from the Blue Chip Economic Indicators survey.  Additionally, we do not re-share the code from other researchers that was used to produce results from competing models (i.e., code to produce the MIDAS model results, dynamic factor model results, or the Stock-Watson UCSV model results).  Contact the authors for more details.