Codes

2024

  • [MATLAB] DFGLS for MATLAB
    DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.
    Download - tutorial

  • [MATLAB] The Real-Time Nowcasting Suite
    An extensive collection of uniformly designed MATLAB functions developed for pre-processing large sets of mixed-frequency data with missing observations at the bottom (ragged-edges) and tailored for forecasting economic indicators in real-time.
    Description - Download (available shortly) - tutorial (under development)

2022