Data

  • Median expected inflation and disagreement in surveys: Excel spreadsheet
        This was used in Mankiw, N. Gregory, Ricardo Reis and Justin Wolfers (2004) "Disagreement about Inflation Expectations," NBER Macroeconomics Annual, 18, 209-248. It 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. The full dataset used in that paper is available as a Stata file.
  • Pure inflation and the two relative price factors for the United States and the Eurozone, 1996-2015
         These were used in Miles, David, Ugo Panizza, Ricardo Reis, and Angel Ubide (2017). "And Yet it Moves: Inflation and the Great Recession." Geneva Reports on the World Economy.
  • Original data series for pure inflation in the United States 1959-2006, using previous data, here: Excel spreadsheet 
       This was 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.

Codes

  • Codes to calculate estimates of pure inflation using the Reis-Watson approach: matlab
  • Simplified codes to solve model in McKay and Reis "The Role of Automatic Stabilizers in the U.S. Business Cycle": matlab codes in bitbucket.
  • 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.

Replication files