Matteo Luciani, "Monetary Policy and the Housing Market: A Structural 
Factor Analysis", Journal of Applied Econometrics, Vol. 30, No. 2, 2015, 
pp. 199-218.

There are three zip files. The data files are in luciani-data.zip. The
Matlab program files are in luciani-m.zip. The .mat binary files are
in luciani-mat.zip. Unix/Linux users should use "unzip -a" when
unzipping the data and program files, but not the binary files.

The data are in four files:

(1) Data.txt -- This file contains the data transformed as used in the 
paper. Detailed information on the data transformations are available in 
the file Luciani-data-description.pdf. Each column is a different 
variable. There are a total of 109 columns.  The order of the variables 
is summarized in the file Luciani-data-description.pdf. For each 
variable there are 113 observations.
		       
(2) Dates.txt -- This file contains the 113 dates for which we have
observations.

(3) SerieID.txt -- This file contains the ID of each variable

(4) Name.txt -- This file contains the extended name of each variable.

There are four main replication files, while all the other matlab
files in this folder are auxiliary files necessary to run the
replication files:

(1) ML_SmokingGun_ReplicationFile1.m that produces 
    Table I. Testing for the Number of Factors
    Table II. Percentage of Variance Explained by the first q Common Shocks
    
(2) ML_SmokingGun_ReplicationFile2.m that produces 
    Figure 1. Impulse Response Functions

(3) ML_SmokingGun_ReplicationFile3.m that produces 
    Figure 2. Monetary Policy Shocks
    Figure 3. Federal Funds Rate
    Figure 4. Counterfactuals Based on Structural Shocks: No Monetary
              Policy Shocks Exercise
    Figure 5. Counterfactuals Based on Structural Shocks: Taylor
              Counterfactual Exercise

(4) ML_SmokingGun_ReplicationFile4.m that produces 
    Figure 6. Counterfactuals based on Conditional Forecasts:
              Taylor Counterfactual Exercise"
    Figure 7. Counterfactuals based on Conditional Forecasts:
              Business cycle fluctuations and the federal funds rate"
	      
Matteo Luciani
matteo.luciani [AT] ulb.ac.be