RATS programs to replicate Quah and Vahey core inflation estimation

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Quah and Vahey (1995), "Measuring Core Inflation?", Economic Journal, vol. 105, pp 1130-44. Demonstrates use of the HISTORY instruction and the %BQFACTOR function.

Language: RATS
Requires: RATS 8.00
Keywords: Blanchard-Quah model; 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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/quahvaheyej1995.zip (application/zip)

Related works:
Journal Article: Measuring Core Inflation? (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00139

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