The included files run the simulation algorithm and recreate all Figures and Tables 7-9 in the manuscript, "Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach".

- To recreate the figures and tables in the paper, you can start with the provided data, and then run the third file listed below, "plots_for_JMCB.jl"
- Alternatively, you could first re-run the simulation algorithm for each series using the file "run_cI_prior.jl" (it would need to be run separately for each data series), and then run the "plots_for_JMCB.jl" file.

- All files are written in Julia (version 1.2.0).
- You can download Julia 1.2.0 on this page: https://julialang.org/downloads/oldreleases/
- After installing Julia 1.2.0, you will need to install the following packages:
Combinatorics, ControlSystems, CSV, DataFrames, DelimitedFiles, Distributed, Distributions, LinearAlgebra, Printf, PyPlot, Random, SpecialFunctions, StatsBase

Files for algorithm:
1. “break_model_CI_prior.jl” - defines models types and functions needed to run the Bayesian algorithm.

2. “run_cI_prior.jl” - runs the Bayesian algorithm. Several things need to be specified before the file runs:
	i. The number of cores on your processor (line 10).
	ii. Random seed (line 20).
	iii. Series name (line 23)
	iv. All file paths need to point to valid paths on your computer (lines 13, 19, 254, etc.)


3. “plots_for_JMCB.jl” - Creates all figures in paper, and tables for real data (tables 7-9)  - This file assumes you have stored results for all of the data series. Several thing should be specified or noted before the file runs:
	i. The computer user name (line 6)
	ii. File paths (lines 33, 34, 658, etc.)
	iii. The tables and figures in the paper exclude the Federal Funds (FF) rate. However, this file assumes you have run the algorithm and stored results for the FF rate. Therefore, you will likely encounter errors if you attempt to run this file without having stored results for the FF rate.