Fabio Canova, Filippo Ferroni, and Christian Matthes, "Choosing the
Variables to Estimate Singular DSGE Models", Journal of Applied
Econometrics, Vol. 29, No. 7, 2014, pp. 1099-1117.

The file cfm-codes.zip contains two folders. Most of the files are
ASCII files in DOS format, a few are binary files. This may cause
problems for Unix/Linux users, since "unzip -a" will probably destroy
the binary files.


Folder 3.1 contains the computer codes to replicate the results of
Section 3.1 and to replicate Table 3. 

In particular,

main4_unrestr.m generates the first column of Table 3
main4_restr.m generates the second column of Table 3 
main4_1extrares.m generates the third column of Table 3 
main4_2extrares.m generates the third column of Table 3


Folder 4 contains the .m files to replicate the results of section 4.

Subfolder 'code_simulation' contains the .m and .mod files to generate
artificial data from the SW(2007) model with 4 shocks. 

Subfolder 'code_estimation' contains the .m and .mod files to estimate
artificial data from the SW(2007) model and replicate Table 5 of the
paper.