来自于沃特森的代码，包含了估计与应用，还有数据，里面还包括各类扩展动态因子模型的算法
资源文件列表
ddisk/.DS_Store , 10244
__MACOSX/ddisk/._.DS_Store , 120
ddisk/data/hom_fac_1.xlsx , 1213228
__MACOSX/ddisk/data/._hom_fac_1.xlsx , 239
__MACOSX/ddisk/._data , 239
ddisk/m_utilities/.DS_Store , 6148
__MACOSX/ddisk/m_utilities/._.DS_Store , 120
ddisk/m_utilities/adjout.m , 1697
__MACOSX/ddisk/m_utilities/._adjout.m , 239
ddisk/m_utilities/bw_trend.m , 477
__MACOSX/ddisk/m_utilities/._bw_trend.m , 239
ddisk/m_utilities/calendar_make.m , 658
__MACOSX/ddisk/m_utilities/._calendar_make.m , 239
ddisk/m_utilities/colnumber.m , 914
__MACOSX/ddisk/m_utilities/._colnumber.m , 239
ddisk/m_utilities/fixed_to_aa.m , 794
__MACOSX/ddisk/m_utilities/._fixed_to_aa.m , 239
ddisk/m_utilities/gain.m , 219
__MACOSX/ddisk/m_utilities/._gain.m , 239
ddisk/m_utilities/hac.m , 1455
__MACOSX/ddisk/m_utilities/._hac.m , 239
ddisk/m_utilities/lag.m , 198
__MACOSX/ddisk/m_utilities/._lag.m , 239
ddisk/m_utilities/mtoq.m , 1444
__MACOSX/ddisk/m_utilities/._mtoq.m , 239
ddisk/m_utilities/nberdates.m , 1055
__MACOSX/ddisk/m_utilities/._nberdates.m , 239
ddisk/m_utilities/packr.m , 153
__MACOSX/ddisk/m_utilities/._packr.m , 239
ddisk/m_utilities/pctile.m , 91
__MACOSX/ddisk/m_utilities/._pctile.m , 239
ddisk/m_utilities/prtmat_comma.m , 238
__MACOSX/ddisk/m_utilities/._prtmat_comma.m , 239
ddisk/m_utilities/prtmat_comma_screen.m , 217
__MACOSX/ddisk/m_utilities/._prtmat_comma_screen.m , 239
ddisk/m_utilities/qlra.m , 2251
__MACOSX/ddisk/m_utilities/._qlra.m , 239
ddisk/m_utilities/readxls.m , 3737
__MACOSX/ddisk/m_utilities/._readxls.m , 239
ddisk/m_utilities/smpl.m , 185
__MACOSX/ddisk/m_utilities/._smpl.m , 239
ddisk/m_utilities/transx.m , 882
__MACOSX/ddisk/m_utilities/._transx.m , 239
ddisk/m_utilities/uar.m , 307
__MACOSX/ddisk/m_utilities/._uar.m , 239
ddisk/m_utilities/varest.m , 3401
__MACOSX/ddisk/m_utilities/._varest.m , 239
__MACOSX/ddisk/._m_utilities , 239
ddisk/matlab/.DS_Store , 10244
__MACOSX/ddisk/matlab/._.DS_Store , 120
ddisk/matlab/amengual_watson.m , 1839
__MACOSX/ddisk/matlab/._amengual_watson.m , 239
ddisk/matlab/bai_ng.m , 390
__MACOSX/ddisk/matlab/._bai_ng.m , 239
ddisk/matlab/datain_all.m , 9979
__MACOSX/ddisk/matlab/._datain_all.m , 239
ddisk/matlab/datain_real.m , 10145
__MACOSX/ddisk/matlab/._datain_real.m , 239
ddisk/matlab/dynamic_factor_irf_vdecomp.m , 6004
__MACOSX/ddisk/matlab/._dynamic_factor_irf_vdecomp.m , 239
ddisk/matlab/est_nfac.m , 3804
__MACOSX/ddisk/matlab/._est_nfac.m , 239
ddisk/matlab/factor_estimation_ls.m , 6258
__MACOSX/ddisk/matlab/._factor_estimation_ls.m , 239
ddisk/matlab/factor_estimation_ls_full.m , 5628
__MACOSX/ddisk/matlab/._factor_estimation_ls_full.m , 239
ddisk/matlab/favar_kilian.m , 7892
__MACOSX/ddisk/matlab/._favar_kilian.m , 239
ddisk/matlab/favar_oil_price_exogenous.m , 7261
__MACOSX/ddisk/matlab/._favar_oil_price_exogenous.m , 290
ddisk/matlab/fig/.DS_Store , 6148
__MACOSX/ddisk/matlab/fig/._.DS_Store , 120
__MACOSX/ddisk/matlab/._fig , 239
ddisk/matlab/Figure_6b.m , 6133
__MACOSX/ddisk/matlab/._Figure_6b.m , 239
ddisk/matlab/gain_plots.m , 3015
__MACOSX/ddisk/matlab/._gain_plots.m , 239
ddisk/matlab/hom_data_appendix.m , 4131
__MACOSX/ddisk/matlab/._hom_data_appendix.m , 239
ddisk/matlab/hom_descriptive_statistics_all_variables.m , 7154
__MACOSX/ddisk/matlab/._hom_descriptive_statistics_all_variables.m , 290
ddisk/matlab/hom_descriptive_statistics_real_variables.m , 7157
__MACOSX/ddisk/matlab/._hom_descriptive_statistics_real_variables.m , 239
ddisk/matlab/hom_figure_4.m , 4730
__MACOSX/ddisk/matlab/._hom_figure_4.m , 239
ddisk/matlab/hom_figure_5.m , 4343
__MACOSX/ddisk/matlab/._hom_figure_5.m , 239
ddisk/matlab/hom_stability.m , 9111
__MACOSX/ddisk/matlab/._hom_stability.m , 239
ddisk/matlab/hom_var_approx.m , 10803
__MACOSX/ddisk/matlab/._hom_var_approx.m , 239
ddisk/matlab/hpfilter_trend.asc , 1907
__MACOSX/ddisk/matlab/._hpfilter_trend.asc , 239
ddisk/matlab/irf_kilian.m , 6657
__MACOSX/ddisk/matlab/._irf_kilian.m , 239
ddisk/matlab/irf_oil_price_exogenous.m , 6558
__MACOSX/ddisk/matlab/._irf_oil_price_exogenous.m , 239
ddisk/matlab/lambda_construct.m , 350
__MACOSX/ddisk/matlab/._lambda_construct.m , 239
ddisk/matlab/mat/.DS_Store , 6148
__MACOSX/ddisk/matlab/mat/._.DS_Store , 120
__MACOSX/ddisk/matlab/._mat , 239
ddisk/matlab/observed_factor_setup.m , 450
__MACOSX/ddisk/matlab/._observed_factor_setup.m , 239
ddisk/matlab/Oil_common_factor_plot.m , 5223
__MACOSX/ddisk/matlab/._Oil_common_factor_plot.m , 239
ddisk/matlab/out/.DS_Store , 6148
__MACOSX/ddisk/matlab/out/._.DS_Store , 120
__MACOSX/ddisk/matlab/._out , 239
ddisk/matlab/plot_fitted_values_1.m , 3617
__MACOSX/ddisk/matlab/._plot_fitted_values_1.m , 239
ddisk/matlab/sdfm_kilian.m , 7964
__MACOSX/ddisk/matlab/._sdfm_kilian.m , 239
ddisk/matlab/sdfm_oil_price_exogenous.m , 7142
__MACOSX/ddisk/matlab/._sdfm_oil_price_exogenous.m , 290
ddisk/matlab/se_dynamic_factor_irf_vdecomp.m , 4674
__MACOSX/ddisk/matlab/._se_dynamic_factor_irf_vdecomp.m , 239
ddisk/matlab/smpl_HO.m , 370
__MACOSX/ddisk/matlab/._smpl_HO.m , 239
ddisk/matlab/struct_shocks_correlation.m , 2797
__MACOSX/ddisk/matlab/._struct_shocks_correlation.m , 239
ddisk/matlab/svar_kilian.m , 7919
__MACOSX/ddisk/matlab/._svar_kilian.m , 239
ddisk/matlab/svar_oil_price_exogenous.m , 7338
__MACOSX/ddisk/matlab/._svar_oil_price_exogenous.m , 239
ddisk/matlab/tabulate_rsquared_static_factors.m , 3042
__MACOSX/ddisk/matlab/._tabulate_rsquared_static_factors.m , 290
ddisk/matlab/tabulate_rsquared_static_factors_real_dataset.m , 3057
__MACOSX/ddisk/matlab/._tabulate_rsquared_static_factors_real_dataset.m , 290
ddisk/matlab/tabulate_variance_decomps.m , 4682
__MACOSX/ddisk/matlab/._tabulate_variance_decomps.m , 290
ddisk/matlab/tabulate_variance_decomps_1985_2014.m , 4945
__MACOSX/ddisk/matlab/._tabulate_variance_decomps_1985_2014.m , 239
ddisk/matlab/units_to_levels.m , 257
__MACOSX/ddisk/matlab/._units_to_levels.m , 239
ddisk/matlab/varirf_ss.m , 948
__MACOSX/ddisk/matlab/._varirf_ss.m , 239
__MACOSX/ddisk/._matlab , 239
ddisk/ReadMe_ReplicationFiles.txt , 1991
__MACOSX/ddisk/._ReadMe_ReplicationFiles.txt , 239
ddisk/scree_plots.xlsx , 43300
__MACOSX/ddisk/._scree_plots.xlsx , 239
ddisk/SW_DFM_Programming_Notes.txt , 20665
__MACOSX/ddisk/._SW_DFM_Programming_Notes.txt , 239
__MACOSX/._ddisk , 239