Mariano Kulish and Adrian Pagan, "Estimation and Solution of Models
with Expectations and Structural Changes", Journal of Applied
Econometrics, Vol. 32, No. 2, 2017, pp. 255-274.

The file kp-files.zip contains three directories, data, Section-4-1, and 
Section-4-2. Each of them contains a number of Matlab .m files, 
including a readme.m file.

The files in the data directory are not actually needed, since the
data that are actually used are in the file usdata.m.