Andrew Mountford and Harald Uhlig, "What Are the Effects of Fiscal Policy
Shocks?", Journal of Applied Econometrics, Vol. 24, No. 6, 2009, pp. 
960-992.

All files are ASCII files in DOS format. They are all zipped in the file
mu-files.zip. Unix users should use "unzip -a".

The data are in the file mudata.csv, which is a CSV file arranged in 10
column matrix. The data are described in Appendix B of the paper and are in
the following order:

 1. GDP
 2. Government Expenditure
 3. Government Revenue
 4. Federal Funds Rate
 5. Adjusted Reserves
 6. Producer Price Index of Crude Materials
 7. GDP Deflator
 8. Private Consumption
 9. Private Non-Residential Investment
10. Real Wages

There are also three GAUSS programmes:

1. jaevar1.txt - this performs the VAR and identifies a government spending
shocks(To identify a government revenue shock simply amend the third penalty
function). It outputs the coefficient and identified shocks to a folder
c:\Gausswin\output .

2. jaeimps.txt - this reads in the coefficient and the shocks and graphs the
impulse responses for a Government Revenue Shock. For a government spending
shock. simply read in the shocks for a government spending shock instead. 

3. jaecumul.txt - this reads in the coefficient and the shocks and creates
the policy shock and plots the cumulative discounted responses for a tax cut
policy shock.