﻿*** MAIN README FILE FOR PAPER: IDENTIFYING PRICE REVIEWS BY FIRMS: AN ECONOMETRIC APPROACH; JOURNAL OF MONEY, CREDIT AND BANKING ***
*** BY HARRIS, LE BIHAN SEVESTRE
*** JUNE 2019

This is a readme file to replicate  the paper: 
Journal of Money Credit and Banking (2019); “Identifying Price Reviews by Firms: An Econometric Approach”; M. Harris, H. Le Bihan and P. Sevestre.

There are 3 folders for replication files. 
Each folder contains its own 'README' file documenting the codes.

00HLBS_Replication_simulation :      REPLICATION FILES OF THE THEORETICAL SIMULATIONS: SECTION 3 OF PAPER.
00HLBS_Replication_Data_preparation: REPLICATION FILES FOR DATA PREPARATION: SECTION 4 OF PAPER.
00HLBS_Replication_Estimation :      REPLICATION FILES OF THE ESTIMATIONS: SECTION 5 OF PAPER

Data preparation files are written in SAS and Stata langages.
All estimation and simulations files are written in the Gauss programming langage, utilising the CML add-in module: https://www.aptech.com/ 

Users using the codes should reference the above paper.

For further information on the codes and how to use them, please contact the authors.

Regards


The authors.