The documentation for the MCC model is in
The MCC Model Workbook: August 1, 2006
(pdf),
Appendix A: The US Part of the MCC Model:
April 28, 2006 (pdf), and
Appendix B: The ROW Part of the MCC Model:
August 1, 2006 (pdf).
You should also read Chapter 2 of
Estimating How the Macroeconomy
Works.
Data from the MCC model can be downloaded online
by going to the output phase when working with the MCC model
and downloading from there.
If you want to download the MCC model for use on your own machine,
this can be done by downloading the Fair-Parke (FP) program and the MCC model
files that go with the FP program. You should have a computer with
at least 128 MB of memory.
One of the files that needs to be downloaded is
about 14 MB in size.
The following are the downloadable files:
FP.ZIP 754 KB
Contains FP.EXE, the FP compiled program.
MC.ZIP 270 KB Contains the following:
- SP6.INP Main input dataset
- SP6US.DAT Read by SP6.INP
- EST.INP Read by SP6.INP
- SHR.INP Read by SP6.INP
- SHR1.INP Read by SP6.INP
- SHR2.INP Read by SP6.INP
- XX95.INP Read by SP6.IN6
- FORBIG.VAR Read by SP6.INP
SP6BIN.ZIP 14,155 KB Contains SP6.BIN:
all the data (1960.1-2009.4).
SP6OUT.ZIP 2,199 KB Contains SP6.OUT:
the output file from executing SP6.INP.
FPCOD.ZIP 222 KB
Contains FP code if you want to compile yourself (optional).
To work with the MCC model
once you have
downloaded the files and unzipped them, run at the DOS prompt:
FP > OUT
INPUT FILE=SP6.INP;
This job loads all the data, estimates the model, and runs a test job.
The output from the test job is in the file SP6.OUT, and your OUT file
should match SP6.OUT subject to rounding error.
If so, then everything is probably working properly.
You need to know how to use the FP program in order to work with the
MC model. You may want to download the FP test examples from the website
and run these first in order to get familiar with the program.
(See The Fair-Parke Program.)
There are many comments in SP6.INP and in the .INP files that it
calls. You should read these carefully to make sure you know what is going
on. You should note the following:
- A number of "tricks" have to be used in SP6.INP to link the quarterly
and annual data. These are noted in the file. The annual data are
stored in the first quarter, with the remaining three quarters having
"missing" values. A lag of 4 for an annual country is a lag of one year,
not four years.
- There are two sets of trade share variables (the alphas): A____ and
AA____. The AA____'s are the ones predicted by the trade share equations,
and the A____'s are the ones that are constrained to sum to 1. The
trade flow variables are denoted X____.
- A solution period must begin in the first quarter of a year and end in
the fourth quarter of a year. Otherwise the tricks of linking the
quarterly and annual data do not work.
- The stochastic equations are numbered 1 through 328 (before getting
to the trade share equations). The PRINTMODEL command allows you to see the
numbering of the equations.
- Note the different treatment before and after 1999.1 regarding the
EMU countries (dummy variables EU1 and EU2).
This is explained in comments in SP6.INP.
- Once you learn how to work with the MC model in the FP program, all the
FP commands are at your disposal, and so much experimentation can be done.
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