This zip file contains matlab code for estimating four moving average
stochastic volatility models in Chan (2013): UC-MA, UCSV-MA, AR(1)-MA
and AR(2)-MA. The m-files implement the precision-based sampler in 
Chan (2013), which is based on Chan and Jeliazkov (2009). 

This code is free to use. When you use the code in your research,
please cite:

Chan, J.C.C. (2013). Moving Average Stochastic Volatility Models
with Application to Inflation Forecast, Journal of Econometrics,
176 (2), 162-172.

This code comes without technical support of any kind. It is expected to
reproduce the results reported in the paper. Under no circumstances will
the author be held responsible for any use (or misuse) of this code in any way.