This repo contains code and data necessary to reproduce the manuscript
Empirical Macroeconomics and DSGE Modeling in Statistical
Perspective
Daniel J. McDonald and Cosma Rohilla Shalizi
cluster_output - saved objects from running analyses on the HPC
code - scripts necessary to reproduce the analyses
data - saved data from FRED and script to download/process; saved long simulations to evaluate the entropy rate
docs - slides for the talk at the NeurIPS 2021 "I can't believe it's not better" workshop. These remain viewable at http://dajmcdon.github.io/dsges.
manuscript - Rmd file to create the manuscript and all figures