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BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Does Monte Carlo draws for a 2-variable BQ factorization. Blanchard and Quah(1989), "The Dynamic Effects of Aggregate Demand and Supply Disturbances", AER, vol 79, no. 4, pp 655-673.

Suggested Citation

  • Tom Doan, "undated". "BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization," Statistical Software Components RTS00030, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00030
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/bqdodraws.src
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