EViews Code

#REPRODUCE OLS ESTIMATES WITH ORDINARY AND HAC STANDARD ERRORS FROM TABLE 1

ls s c crisis ggap ygap b(-1) interest(-1)							
ls(cov=hac) s c crisis ggap ygap b(-1) interest(-1)	

#REPRODUCE OLS ESTIMATES WITH ORDINARY AND HAC STANDARD ERRORS FROM TABLE 2 

breakls(method=globplus1, trim=25, size=10, maxbreaks=2) s interest(-1) @nv c ggap ygap b(-1)
breakls(cov=hac, method=globplus1, trim=25, size=10, maxbreaks=2) s interest(-1) @nv c ggap ygap b(-1)

#REPRODUCE OLS ESTIMATES WITH ORDINARY AND HAC STANDARD ERRORS FROM TABLE 4

breakls(method=user, breaks="2009Q1 2012Q2") s r(-1) @nv c ggap ygap b(-1)
breakls(cov=hac, method=user, breaks="2009Q1 2012Q2") s r(-1) @nv c ggap ygap b(-1)