Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition
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| contents | <p># Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition"</p> <p>**Version:** 1.0<br>**DOI:** [To be assigned upon acceptance]<br>**License:** MIT</p> <p>## Overview</p> <p>This package contains all code, data instructions, and supplementary materials necessary to replicate the figures, tables, and numerical results in the paper.</p> <p>## Contents</p> <p>| File/Directory | Description |<br>|----------------|-------------|<br>| `README.md` | Detailed instructions for replication |<br>| `LICENSE` | MIT License |<br>| `requirements.txt` | Python package dependencies |<br>| `Main_Text/manuscript.pdf` | Main manuscript (anonymous submission) |<br>| `Supplementary_Material/supplementary_material.pdf` | Online Appendix (proofs, algorithms, extensions) |<br>| `Code/generate_all_figures.py` | Python script to generate Figures 1-8 |<br>| `Code/reproduce_numerical_results.py` | Python script to generate all tables (CSV) |<br>| `Data/data_sources.txt` | Data source instructions for empirical application |<br>| `Figures/` | Pre-generated figures (PNG and PDF formats) |</p> <p>## Requirements</p> <p>- Python 3.9 or higher<br>- Packages: numpy, matplotlib, scipy, pandas (see `requirements.txt`)</p> <p>## Reproduction Instructions</p> <p>1. Install dependencies: `pip install -r requirements.txt`<br>2. Generate figures: `python Code/generate_all_figures.py`<br>3. Generate tables: `python Code/reproduce_numerical_results.py`</p> <p>## Data Notes</p> <p>For the empirical application (Section 6), the code uses illustrative simulated data to maintain anonymity. To reproduce with actual Eurozone data, replace the data generation functions with data from:<br>- ECB Statistical Data Warehouse<br>- Bank for International Settlements (BIS)<br>- Eurostat AMECO<br>- Datastream</p> <p>See `Data/data_sources.txt` for detailed instructions.</p> <p>## Citation</p> <p>After acceptance, please cite this package as:</p> <p>Author (will be published). (2026). *Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition"*. Zenodo. 10.5281/zenodo.19791437</p> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_19791437 |
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| publishDate | 2026 |
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| spellingShingle | Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition Anonymous <p># Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition"</p> <p>**Version:** 1.0<br>**DOI:** [To be assigned upon acceptance]<br>**License:** MIT</p> <p>## Overview</p> <p>This package contains all code, data instructions, and supplementary materials necessary to replicate the figures, tables, and numerical results in the paper.</p> <p>## Contents</p> <p>| File/Directory | Description |<br>|----------------|-------------|<br>| `README.md` | Detailed instructions for replication |<br>| `LICENSE` | MIT License |<br>| `requirements.txt` | Python package dependencies |<br>| `Main_Text/manuscript.pdf` | Main manuscript (anonymous submission) |<br>| `Supplementary_Material/supplementary_material.pdf` | Online Appendix (proofs, algorithms, extensions) |<br>| `Code/generate_all_figures.py` | Python script to generate Figures 1-8 |<br>| `Code/reproduce_numerical_results.py` | Python script to generate all tables (CSV) |<br>| `Data/data_sources.txt` | Data source instructions for empirical application |<br>| `Figures/` | Pre-generated figures (PNG and PDF formats) |</p> <p>## Requirements</p> <p>- Python 3.9 or higher<br>- Packages: numpy, matplotlib, scipy, pandas (see `requirements.txt`)</p> <p>## Reproduction Instructions</p> <p>1. Install dependencies: `pip install -r requirements.txt`<br>2. Generate figures: `python Code/generate_all_figures.py`<br>3. Generate tables: `python Code/reproduce_numerical_results.py`</p> <p>## Data Notes</p> <p>For the empirical application (Section 6), the code uses illustrative simulated data to maintain anonymity. To reproduce with actual Eurozone data, replace the data generation functions with data from:<br>- ECB Statistical Data Warehouse<br>- Bank for International Settlements (BIS)<br>- Eurostat AMECO<br>- Datastream</p> <p>See `Data/data_sources.txt` for detailed instructions.</p> <p>## Citation</p> <p>After acceptance, please cite this package as:</p> <p>Author (will be published). (2026). *Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition"*. Zenodo. 10.5281/zenodo.19791437</p> |
| title | Replication Package for "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition |
| url | https://doi.org/10.5281/zenodo.19791437 |