yshin12/sparseHP

Sparse HP and other filtering procedures proposed in Lee et al. (2020)

Sparse HP

This folder contains all the necesaary codes for duplicating the results in the following paper:

Sparse HP filter: Finding kinks in the COVID-19 contact rate

Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin

Last update: 2020-06-15

src folder contains the following source files:

• lib_sparseHP.R: the collection of all R-functions required for estimating the model
• SIR_first_look_US_2020-06-08.R: generates all the graphs in Section 4
• SIR_filtering_US_2020-06-10.R: generates all the graphs in Section 5.1
• SIR_filtering_Canada_2020-06-10.R: generates all the graphs for Canada in Section 5.2
• SIR_filtering_China_2020-06-10.R: generates all the graphs for China in Section 5.2
• SIR_filtering_South_Korea_2020-06-10.R: generates all the graphs for South Korea in Section 5.2
• SIR_filtering_UK_2020-06-10.R: generates all the graphs for the United Kingdom in Section 5.2

results folder contains the results of all codes in the src folder

data folder contains the data sets required for duplicating the results