Hie Joo Ahn, "The Role of Observed and Unobserved Heterogeneity in the
Duration of Unemployment", Journal of Applied Econometrics, Vol. 38,
No. 1, 2023, pp. 3-23.

The input data are constructed from the CPS micro data originally
downloaded from the NBER website
(https://data.nber.org/data/cps_basic.html). 

The raw data are seasonally adjusted with Eviews (X11-ARIMA).

The data used for the estimation are in the file input_data_final.csv,
which is an ASCII file in DOS format. It is zipped in hja-data.zip.
This file also contains raw data in .mat and .xlsx format and code
files in .m format.

Variable names:
TL : temporary layoffs
OS : other separation (permanent separation)
QT : volunary job leavers
RE : re-entrants to the labor force
NE : new entrants to the labor force 

Duration category:
1: 1 month or less (less than 5 weeks)
2: 2-3 months (5-14 weeks)
3: 4-6 months (15-26 weeks)
4: 7-12 months (27-52 weeks)
5: 13 months and over (53 weeks and over)

The input data are constructed from the CPS micro data. The raw data are 
seasonally adjusted with Eviews (X11-ARIMA). The data used for the 
estimation are in "input_data_final.xls" and "input_data_final.csv" in 
the "data" data folder. (MATLAB files for the estimation of state-space 
model)

1. Estimation of nonlinear state space model :
   A1_1_estimation_(reason).m

2. Estimation of White standard errors : A1_2_table2.m

3. Confidence bands 

a. Estimation : A1_3_fig3_6_confidencebands_(reason)_final.m
b. Robustness checks (divided by civilian population):
   A1_3_confidencebands_fig345_civpopnormalize.m

4. Figure 1 : mean and standard deviation 

a. A1_5_section1_fig1.m

5. Figure 3: 

a. A1_3_fig3_6_confidencebands_tl_final
b. A1_3_fig3_6_confidencebands_os_final
c. A1_3_fig3_6_confidencebands_qt_final
d. A1_3_fig3_6_confidencebands_re_final
e. A1_3_fig3_6_confidencebands_ne_final

6. Figure 4 "GDD and share"

a. A1_12_contribution_GDD.m

7. Figure 5 "typeL_PS_RE.xlsx"

8. Figure 6: 

a. A1_3_fig3_6_confidencebands_tl_final
b. A1_3_fig3_6_confidencebands_os_final
c. A1_3_fig3_6_confidencebands_qt_final
d. A1_3_fig3_6_confidencebands_re_final
e. A1_3_fig3_6_confidencebands_ne_final

9. Figure 7 "Share by reason"

a. A1_4_shareL_fig7.m

10. Figure 8 "Contribution to the mean duration during the Great Recession"

a. A1_13_dist_reason_inprogress_GR_v1.m (current final as of May 16th
   2021)
b. A1_13_dist_reason_inprogress_GR.m : with full path of GDD (both BD
   and RD)
c. A1_13_dist_reason_inprogress_GR_GDD_analysis.m : computes the
   contribution of GDD
d. A1_13_dist_reason_inprogress_GR_v2.m : computes the contribution of
   each factor to the mean duration when GDD = 0
e. A1_13_dist_reason_inprogress_GR_GDD.m : conducts various
   experiments (the raw file for
   A1_13_dist_reason_inprogress_GR_GDD_analysis.m)
f. A1_14_counterfactual.m is needed for A1_13_... m files. 

11. Figure 9 "Contribution to the mean duration of unemployment"

a. A1_11_fig8_9_dist_reason_inprogress.m