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RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication for Fabiani & Mestre(2004), "A system approach for measuring the euro area NAIRU," Empirical Economics, vol. 29, no. 2, pages 311-341. Demonstrates state-space model with multiple observables.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results," Statistical Software Components RTZ00057, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00057
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    File URL: https://www.estima.com/procs_perl/fabianimestre_ee_2004.zip
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    Keywords

    State-space model; RATS;

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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