RATS programs to replicate Gali's QJE 1992 results

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Jordi Gali(1992), "How Well Does the IS-LM Model Fit Postwar U.S. Data", QJE, vol 107, no. 2, pp 709-738. Demonstrates VAR's with short and long run restrictions, particularly the instruction CVMODEL and the ShortandLong procedure.

Language: RATS
Requires: RATS 7.30
Keywords: Structural VAR; VAR with short- and long-run restrictions (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/galiqje1992.zip (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00063

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