In September 2016, the JF adopted a code-sharing policy. The first accepted papers with replication code are now online (scroll down and click on supporting information):
Reproducibility of research findings is a basic principle of science and a pre-requisite for replicability. Many researchers have undoubtedly had the experience of trying, unsuccessfully or with great difficulty, to reproduce the results of a published paper. In most cases, the authors of the published paper cannot be blamed for these difficulties. Many empirical and computational research projects these days are complex. Files are merged from many data sets, data manipulation is extensive, and empirical techniques have become more and more sophisticated. It has become virtually impossible to catalog all the precise data definitions and specifications in the paper or an online appendix. This is where code sharing can help.
We strive for the JF to be a journal that meets the highest standards of quality, reproducibility and replicability. By agreeing to share the code, authors submitting to the JF signal that they, too, are committed to these high standards. With code transparency, research findings will be more credible and they will, ultimately, have greater impact.