SW03 and SW07 data

Dynare help (legacy posts)
1

Hi!

I would like to replicate the estimation of SW03 and SW07 papers as a way to introduce myself to DSGE modelling and Dynare. I know I have got the data from one of those papers before (found it on the internet), but I have lost the data file and I can’t find it anymore when I google it. Does anyone have the material please?

Thank you in advance

2

For the SW2007 the data is on the AER homepage.

3

Hi

Thank you - what is the link to the AER homepage? (I’m not sure what AER stands for)

4

It stands for American Economic Review. It’s where the paper was published and the Dynare code and the data were put as an online Appendix.

5

Thank you