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** Codes for replication of main tables in Caunedo, Dicecio, Komunjer and Owyang, 2018
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"Main.m" runs the estimation for all subsamples and breaks using alternative datasets. Uses data stored in the subfolder data.
Uses code from mfiles and stores outcomes to folder output_mat.

Files that have been updated or new relative to Komunjer,Owyang (2012) to compute breaks:

'x'Test.m where x={GamaM_1,GamaM_2, gmm_multi3ik, GMMmultiloss3, ObjFctGMMmulti2G, ObjFctGMMmulti2(and univariate version),
 Weight_WT}

"Main_Bivariate.m" runs the estimation for the full sample and all possible breaks using the philly FED nowcast. 
It estimates a bivariate model with alternative combinations of three different variables.
Files updated/new from original Komunjer, Owyang (2012) (in addition to the ones in the main exercise)

'x'_bivar.m where x={gmm_multi3ik, gmm_multi3ikTest}

* Cross-derivatives and Var-Covar matrix

"Main.m" runs the estimates using a subsample estimate for the matrix S in the var-covar matrix.

"elasticies.m" computes the cross-elasticities

"B_constant.m" computes the B matrix used for the Var-Covar Matrix used in the tests for breaks in tau and elasticities.

"GamaIJ.m" computes the Gamaij matrix used for the var-Covar Matrix used in the tests for breaks in elasticities.

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* The folder "figures" contains the code to replicate the main pictures in the paper.
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