CECCHETIRICH_JBES2001: RATS program to replicate Ceccheti and Rich(2001) estimates of the sacrifice ratio

Tom Doan ()
Additional contact information
Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication files for Cecchetti and Rich(2001), "Structural Estimates of the U.S. Sacrifice Ratio", JBES, vol. 19, no 4, 416-427. This examines three different small structural VAR's of the US economy and uses them to estimate the "sacrifice ratio" of GDP lost to disinflation. Using bootstrapping, it shows that the sacrifice ratio is poorly estimated when uncertainty in the VAR is taken into account.

Language: RATS
Requires: RATS 9.00
Keywords: VAR (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://estima.com/procedures/cecchetirich_jbes2001.zip (application/zip)

Related works:
Journal Article: Structural Estimates of the U.S. Sacrifice Ratio (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00195

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().