FAUSTLEEPERJBES1997: RATS programs to replicate Faust and Leeper JBES 1997 paper

Tom Doan ()
Additional contact information
Tom Doan: Estima

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 11.00
Keywords: VAR; Blanchard-Quah model (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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://estima.com/procedures/FaustLeeperJBES1997.rprj (application/zip)

Related works:
Journal Article: When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)
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:rtj00014

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 ().