RATS programs to replicate Uhlig's VAR identification technique

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Three programs replicating VAR identification of impulse responses with sign restrictions from Uhlig(2005), "What are the effects of monetary policy on output? Results from an agnostic identification procedure", Journal of Monetary Economics, vol 52, pp. 381-419.

Language: RATS
Requires: RATS 7.00
Keywords: VAR; with; sign; restrictions (search for similar items in EconPapers)
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Downloads: (external link)
https://www.estima.com/procs_perl/uhligjme2005.zip (application/zip)

Related works:
Journal Article: What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00163

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