Ricardo Reis

Programs and data

If it is not here, it is not available, there is no point in e-mailing me.

Replication files for: Oh, Hyunseung and Ricardo Reis (2012), "Targeted Transfers and the Fiscal Response to the Great Recession," Journal of Monetary Economics, 59 (supplement), S50-S64

Replication files for: Reis, Ricardo (2013), "Comment on "Testing for Keynesian Labor Demand"," NBER Macroeconomics Annual, forthcoming.

Replication files for: Mankiw, N. Gregory and Ricardo Reis (2011), "Imperfect Information and Aggregate Supply," Handbook of Monetary Economics, 3A, 182-230.

Replication files for: Reis, Ricardo and Mark W. Watson (2010), "Relative Goods' Prices, Pure Inflation and the Phillips Correlation," American Economic Journal: Macroeconomics, 2 (3), 128-157.

Replication files for: Reis, Ricardo (2009) "A Sticky-Information General-Equilibrium Model for Policy Analysis," Monetary Policy under Uncertainty and Learning, 227-284.

Replication files for: Reis, Ricardo (2009) "Optimal Monetary Policy Rules in an Estimated Sticky-Information Model," American Economic Journal: Macroeconomics, 1 (2), 1-28.

Replication files for: McKay, Alisdair and Ricardo Reis (2008) "The Brevity and Violence of Contractions and Expansions," Journal of Monetary Economics, 55 (4), 738-751.

Replication files for: Reis, Ricardo (2008) "Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti," NBER Macroeconomics Annual 2007, 22, 227-236.

Replication files for: Reis, Ricardo (2006) "Inattentive Producers," Review of Economic Studies, 73 (3), 793-821.

Replication files for: Ball, Laurence, N. Gregory Mankiw and Ricardo Reis (2005) "Monetary Policy for Inattentive Economies," Journal of Monetary Economics, 52 (4), 703-725.

Replication files for: Mankiw, N. Gregory and Ricardo Reis (2003) "What Measure of Inflation Should a Central Bank Target?" Journal of the European Economic Association, 1 (5), 1058-1086.

Replication files for: Mankiw, N. Gregory and Ricardo Reis (2003) "Sticky Information: A Model of Monetary Non-neutrality and Structural Slumps," Knowledge, Information, and Expectations in Modern Macroeconomics: In Honor of Edmund S. Phelps, 64-86, 2003.

Replication files for Mankiw, N. Gregory and Ricardo Reis (2002) "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Quarterly Journal of Economics, 117 (4), 1295-1328.

My suite of programs to solve sticky-information general-equilibrium economies: the SIGE package.

My suite of programs to study optimal monetary policy in SIGE models: the SIPR package.

A suite of programs by Alexander Meyer-Gohde that combines the approach in my SIGE package with Sims' gensys program for conventional DSGE models, and can therefore solve a very broad class of models, fast and reliably: the LinLagEx package.

I have stopped making available my suite of programs to calculate the likelihood of the SIGE model and perform Bayesian estimation (the SIBE package), since that part of the LinLagEx algorithm is much faster. You should use that instead.

Fabio Verona and Maik Wolters have put together a Dynare implementation (PDF) and a set of Dynare codes to solve both the original sticky-information Phillips curve and the SIGE model.

Dataset in a Stata file for Mankiw, N. Gregory, Ricardo Reis and Justin Wolfers (2004) "Disagreement about Inflation Expectations," NBER Macroeconomics Annual, 18, 209-248.

Data series in an Excel spreadsheet for median expected inflation and the interquartile ranges used in Mankiw, N. Gregory, Ricardo Reis and Justin Wolfers (2004) "Disagreement about Inflation Expectations," NBER Macroeconomics Annual, 18, 209-248. Includes the Michigan series, the Livingston series, the SPF, and the "Michigan experimental series" with inflation expectations built from the qualitative answers to the Michigan survey all the way back to 1948.

Pure inflation and the two relative price factors in an Excel spreadsheet calculated in: Reis, Ricardo and Mark W. Watson (2010), "Relative Goods' Prices, Pure Inflation and the Phillips Correlation," American Economic Journal: Macroeconomics, 2 (3), 128-157.