unsmoothed Fama and Bliss

[atbui]

Hi

I am wondering if there are people who have tried coding up the following paper:

Fama, E., Bliss, R., 1987. "The information in long-maturity forward rates". American Economic Review 77, 680–692
Kind Regards,

[TomDoan]

Does anyone have the Fortran code (on any other code) for that? It looks as if most people use Bliss' Fortran program.