This file describes replication materials for 

"Low-Frequency Econometrics"

by Ulrich Mueller and Mark Watson

Revised September 2015

Data: The data used in this paper is in the Excel file wc15.xlsx in the "data" folder.

Programs:

Calculations were carried out using MATLAB.  The programs are in the "matlab" folder.

wc15_u.m:  Computes the various results for the univariate analyses (Figure 1, Figure 3Figure 4, Table 1, Table 2, Figure 5, and Figure 6).
wc15_b.m:  Computes the various results for the bivariate analyses (Figure 2, Figure 7 Figure 8, Table 3, and Figure 9).
GDP_periodogram.m: Computes the periodogram plotted in Figure 10.
ltz_spec.m:  Computes the local-to-zero spectra shown in Figure 13.

Various utility programs are contained in the "m_utilities" folder.