RATS programs to replicate Faust and Leeper JBES 1997 paper

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

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.

Language: RATS
Requires: RATS 7.30
Keywords: VAR; Blanchard-Quah model (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/faustleeper_jbes1997.zip (application/zip)

Related works:
Journal Article: When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00058

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