RATS programs to replicate Perron-Wada state space model

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Perron and Wada(2009), "Let's take a break: Trends and cycles in US real GDP", Journal of Monetary Economics, vol 56, 749-765.

Language: RATS
Requires: RATS 8.00
Keywords: State-space; models (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/perronwada_jme_2009.zip (application/zip)

Related works:
Journal Article: Let's take a break: Trends and cycles in US real GDP (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00133

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