RATS program to replicate Faust 1998 paper on semi-structural VAR

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication of Faust(1998), "The Robustness of Identified VAR Conclusions About Money", Carnegie-Rochester Conference Series on Public Policy, vol 49, 207-244. This examines the maximal extent that GDP can be explained by a monetary shock in a VAR.

Language: RATS
Requires: RATS 7.00
Keywords: VAR (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/faust_carnegie1998.zip (application/zip)

Related works:
Journal Article: The robustness of identified VAR conclusions about money (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00178

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