RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates Monte Carlo integration in a VAR with shock to an "exogenous" variable.

Language: RATS
Requires: RATS 8.00
Keywords: VAR; Monte Carlo integration (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
http://www.estima.com/procs_perl/monteexogvar.rpf (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00117

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