BJORNLANDLEITEMOJME2009: RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Bjørnland, Hilde C. and Kai Leitemo (2009), "Identifying the Interdependence between US Monetary Policy and the Stock Market". Journal of Monetary Economics, vol 56, pp 275-282.

Language: RATS
Requires: RATS 11.00
Keywords: VAR; with; short-; and; long-run; restrictions (search for similar items in EconPapers)
Date: 2026-01-02
Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/BjornlandLeitemoJME2009.rprj (application/zip)

Related works:
Journal Article: Identifying the interdependence between US monetary policy and the stock market (2009)
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