Manuel González-Astudillo, "Estimating the U.S. Output Gap with
State-Level Data", Journal of Applied Econometrics, Vol. 34, No. 5,
2019, pp. 795-810.

The following files are needed to run the programs:

- dy2018Q.csv: It contains the growth rate of real GDP for each state
and the D.C. from 2005:Q2 to 2018:Q2. Rows are the states, columns are
the quarters. Source: BEA Regional Economic Accounts
https://www.bea.gov/data/gdp/gdp-state

- dURate_Quarter.csv: It contains the change in the unemployment rate
for each state and the D.C. from 1976:Q2 to 2018:Q2. Rows are the
states, columns are the quarters. Source: BLS Local Area Unemployment
Statistics https://www.bls.gov/web/laus/laumstrk.htm

- Weights2018Q2.cxv: It contains the weight of each state?s and the
D.C. nominal GDP over aggregate nominal GDP from 2005:Q1 to 2018:Q2.
Rows are the states, columns are the quarters. Source: BEA Regional
Economic Accounts https://www.bea.gov/data/gdp/gdp-state

The programs needed are as follows:

- GibbsSamplerGDPUnempStateAR1.m: It is the main program, which
contains the Gibbs sampler to estimate the model.

- DKdrawsGDPUnempStateAR1.m: It contains the matrices to sample the
latent states using the Durbin and Koopman simulator smoother.

- Dksimulator.mexa64: It contains the Durbin and Koopman simulator
smoother

All files except Dksimulator.mexa64 are ASCII files in DOS format, and
they are zipped in the file mg-files.zip. Dksimulator.mexa64 is a
binary file which is zipped in durbin-koopman.zip.


Manuel González-Astudillo
manuel.p.gonzalez-astudillo [AT] frb.gov