The codes are in Gretl, an open source sofware.
The results for the paper were obtained using version 19.2 of the software.
In order to facilitate the replication of the results we ran the code with a more recent version (2018a)
Although some warning messages for the obsolescence of some of the commands, everything seems to work properly.
Please, don't hesitate to contact us if this is not the case.

Readme:
We provide a main.inp file which calls the functions needed to replicate the main results