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RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication program for Ireland(2004), "A Method for Taking Models to the Data", Journal of Economic Dynamics and Control, vol 28, no. 6, 1205-1226. Demonstrates use of DSGE instruction, combined with DLM, for estimating a dynamic model using maximum likelihood.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model," Statistical Software Components RTZ00104, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00104
    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/irelandjedc2004.zip
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    More about this item

    Keywords

    DSGE model; state-space models; RATS;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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