BALKE_RESTAT2000: RATS program to replicate Balke(2000)'s threshold VAR

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Balke(2000), "Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks," Review of Economics and Statistics, vol 82, 344-349. This estimates a threshold VAR and computes impulse responses using bootstrapping of residuals.

Language: RATS
Requires: RATS 9.00
Keywords: Threshold; VAR (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Citations:

Downloads: (external link)
https://estima.com/procedures/balke_restat2000.zip (application/zip)

Related works:
Journal Article: Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00193

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