The forecasts and the Bayes Factors were obtained with the fortran program "main.f90" in this folder, which calls on subroutines contained in modules in the other files of this folder. 

Compilation uses the Intel® Fortran Compiler 19.1.3.311 with options

/nologo /MP /O2 /QxHost /Qip /fpp /I"C:\Program Files\MATLAB\R2024a\extern\include" /assume:nosource_include /assume:nocc_omp /Qopenmp /standard-semantics /real-size:64 /names:uppercase /module:"x64\Release\\" /object:"x64\Release\\" /Fd"x64\Release\vc150.pdb" /check:none /libs:static /threads /Qmkl:sequential /c

and linked via

/OUT:"x64\Release\mfortran.exe" /INCREMENTAL:NO /NOLOGO /LIBPATH:"C:\Program Files\MATLAB\R2024a\extern\lib\win64\microsoft" /MANIFEST /MANIFESTFILE:"x64\Release\mfortran.exe.intermediate.manifest" /MANIFESTUAC:"level='asInvoker' uiAccess='false'" /SUBSYSTEM:CONSOLE /STACK:2100000000,2100000000 /IMPLIB:"C:\Dropbox\mystuff\MacroForecasting\Fortran_FactorTakeTwo\x64\Release\mfortran.lib" libmx.lib libmat.lib libeng.lib libmex.lib    mkl_lapack95_lp64.lib mkl_intel_lp64.lib 

The call to the MATLAB engine (which in turn requires the compilation with Matlab libraries) is only used to store the forecasts in a matlab struct, which is then saved to disk.