KPSWAER1991: RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replicates results from King, Plosser, Stock and Watson(1991), "Stochastic Trends and Economic Fluctuations", American Economic Review, vol. 81, pp. 819-840.

Language: RATS
Requires: RATS 11.00
Keywords: VAR; Cointegration; 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/KPSWAER1991.rprj (application/zip)

Related works:
Journal Article: Stochastic Trends and Economic Fluctuations (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtj00049

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