RATS programs to replicate Blanchard and Quah AER 1989

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication for Blanchard and Quah(1989), "The Dynamic Effects of Aggregate Demand and Supply Disturbances", AER, vol 79, no. 4, pp 655-673. Demonstrates several topics in VAR's: historical decomposition, recovery of structural shocks, long-run restrictions.

Language: RATS
Requires: RATS 7.00
Keywords: VAR with short- and long-run restrictions; Blanchard-Quah model (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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Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/blanchardquahaer1989.zip (application/zip)

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:rtz00017

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