Description of MATLAB codes for the paper
"Commodity Prices, Convenience Yields and Inflation"
by Nikolay Gospodinov and Serena Ng, July 2011
forthcoming in Review of Economics and Statistics

MATLAB codes for replicating Tables 1-9 and Figures 1-2 in the paper
Tables_1_2_8.m (Tables 1, 2 and 8 and Figure 1)
Table3.m (Table 3)
Table4.m (Table 4)
Table5.m (Table 5)
Table6.m (Table 6)
Table7.m (Table 7)
Table9.m (Table 9)
Figure2.m (Figure 2)

Supplemental MATLAB codes (utilities)
pc.m (principal component estimation)
hpdetrend.m (Hodrick-Prescott detrending)
onesided_ma.m (one-sided MA detrending)
standard.m (standardizing a variable to have mean 0 and variance 1)
nwest.m (regression with Newey-West standard errors; from Spatial
         Econometrics by James LeSage)
nw.m (Newey-West estimate of covariance matrix with possible 
	automatic lag selection and prewhitening)
blockind.m (index for block bootstrap)
cols.m, rows.m, seqa.m (columns, rows and sequence of integers)
