Data and matlab code for replication of results in Uribe, Martín ``The Neo-Fisher Effect: Econometric Evidence from Empirical and Optimizing Models.'' Empirical model: empirical_model_us.zip Data: read_data.m Estimation: bayes.m Impulse responses: plot_ir_chain.m Impulse response real interest rate: real_interest_rate.m Variance decomposition: table_vardecomp.m Plot of lnonstationary monetary shock, Xm: plot_xm.m Optimizing model: optimizing_model.zip Data: read_data.m Estimation: bayes.m Table of estimated parameters: table_param.m Impulse responses: plot_ir_chain.m Impulse response real interest rate: real_interest_rate.m Variance decomposition: table_vardecomp.m Plot of nonstationary monetary shock, Xm: plot_xm.m