RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication program for Ireland(2004), "A Method for Taking Models to the Data", Journal of Economic Dynamics and Control, vol 28, no. 6, 1205-1226. Demonstrates use of DSGE instruction, combined with DLM, for estimating a dynamic model using maximum likelihood.

Language: RATS
Requires: RATS 7.20
Keywords: DSGE model; state-space models (search for similar items in EconPapers)
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Downloads: (external link)
https://www.estima.com/procs_perl/irelandjedc2004.zip (application/zip)

Related works:
Journal Article: A method for taking models to the data (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00104

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