BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization

Tom Doan (tomd@estima.com)

Statistical Software Components from Boston College Department of Economics

Abstract: Does Monte Carlo draws for a 2-variable BQ factorization. Blanchard and Quah(1989), "The Dynamic Effects of Aggregate Demand and Supply Disturbances", AER, vol 79, no. 4, pp 655-673.

Language: RATS
Requires: RATS 7.00
Keywords: Structural VAR; Blanchard-Quah factorization (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/bqdodraws.src (text/plain)

Related works:
Journal Article: The Dynamic Effects of Aggregate Demand and Supply Disturbances (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00030

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