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RATS programs to replicate Faust and Leeper JBES 1997 paper

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication file for Faust and Leeper(1997), "When Do Long-Run Identifying Restrictions Give Reliable Results", JBES, vol 15, no 3, pp 345-353. Demonstrates use of the Blanchard-Quah factorization, and the procedures MCGraphIRF, MCFEVDTable and StructResids.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Faust and Leeper JBES 1997 paper," Statistical Software Components RTZ00058, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00058
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/faustleeper_jbes1997.zip
    Download Restriction: no
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    More about this item

    Keywords

    VAR; Blanchard-Quah model; RATS;
    All these keywords.

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