This folder contains replications files for our paper "Arbitrage in International Soverign Debt Markets? Evidence from the Inflation Protected Securities of Six Countries" accepted for publication in the Journal of Money, Credit and Banking.
The folder programs contains the main replication STATA code. Called VAR Analysis Final.do it reads in data from the data folder and outputs the paper's tables and figures.
The folder data contains four data files which are used by the program to create the tables and figures. 2016_2 contains the mispricing data. EU_CPI_Data4 and US_CPI_Data3 contains inflation forecast data. Macro_2016 contains macroeconomic data for the analyzed countries.
Matlab program files in folder `Programs' contains two files. The original pots.m file which plots Figures 1 and 4 of the paper, and the file createfigure.m which creates these figures with the bars for the important dates. 
- You can also find these figures already in .eps and .pdf format in the New figures folder: 
	- Figure1.eps and Figure4_edit.eps 
	- G6_mispricing.pdf
	- all_mispricing_edit.pdf
The same folder contains plots_g7.xlsx file which contains the data to produce figures 1 and 4. 

