RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Mountford and Uhlig (2009), "What are the Effects of Fiscal Policy Shocks?", Journal of Applied Econometrics. Demonstrates analysis of impulse responses with sign constraints, and sign + zero constraints.

Language: RATS
Requires: RATS 8.00
Keywords: VAR; with; sign; restrictions (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/mountforduhligjae2009.zip (application/zip)

Related works:
Journal Article: What are the effects of fiscal policy shocks? (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00121

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