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ELS_16_Real Effective Exchange Rate Misalignment in the Euro Area

Reproduction code for El-Shagi, Lindner and von Schweinitz (RIE, 2016)

################################# This folder contains all data and Matlab codes for the full reproduction of "Real effective exchange rate misalignment in the Euro Area: A counterfactual analysis" Makram El-Shagi, Axel Lindner and Gregor von Schweinitz

################################# Please cite as El‐Shagi, M., Lindner, A., & Von Schweinitz, G. (2016). Real effective exchange rate misalignment in the euro area: A counterfactual analysis. Review of International Economics, 24(1), 37-66.

In case of questions and errors, please write an email to [email protected]

################################# Code for running all estimations

  • Data_REERmonthly_level_032014.xlsx contains all data used in the paper
  • main.m: run to replicate benchmark results (adaptations needed for robustness checks)

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Reproduction code for El-Shagi, Lindner and von Schweinitz (2016)

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