RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication for Bernanke, Boivin & Eliasz (2005), "Measuring the Effects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, vol. 120(1), pages 387-422.

Language: RATS
Requires: RATS 7.30
Keywords: FAVAR; Factor-augmented VAR (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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https://www.estima.com/procs_perl/bbeqje2005.zip (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00012

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