DESCRIPTION
This program performs the test of latent normality for the model of GDP-GDI using US data and implements the MCMC algorithm to estimate the model under the alternative.
To replicate the results of the paper, please, select the corresponding subperiod (1 = 1984Q3-2007Q2, 2 = 1984Q3-2015Q2, 3 = 1952Q1-2015Q2) and run the program S7_main.m.

INFORMATION
Authors: Almuzara, Amengual, Sentana.
Date: January 2016. Revised: November 2018.
