The RATS Software Forum

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,

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