This directory houses programs and data for "Permanent and Transitory Components 
of GNP and Stock Prices" QJE1994. It came from a dusty backup disk that I 
recently found while cleaning up my office. The numbers and graphs seem to agree 
with what is in the paper, but I'm not totally sure this is the last version. 

All the programs are gauss programs. 

Aerppr.gpg is the main program that calls all the rest. Follow the function 
calls to find the data loading and var programs. It is set up right now to do 
the consumption/income VAR and does produce the same numbers as table 1 in the 
paper.