@Version 2, November, 2016.
These programs can be used by and distributed for non-profit academic purposes except that the users must cite:
Shintani, Terada-Hagiwara, and Yabu (2013): "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance 32, Pages 512-527.
For any comments,  please contact Tomoyoshi Yabu at tomoyabu82 at gmail.com. Even though we tried to make these programs error-free we cannot be held responsible for any consequences that could result 
from remaining errors.@

data.xls: This file includes the US producer price index (ppi) and import price index (imp).  

erpt.prg:  This program is to estimate ESTAR, symmetric DLSTAR, and asymmetric DLSTAR.

table1.prg: This program is to replicate the results in table 1.

table2.prg: This program is to replicate the results in table 2.
