CUSHMAN_ZHA_JME1997: RATS program to replicate Cushman and Zha(1997) structural near-VAR

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Cushman and Zha(1997), "Identifying monetary policy in a small open economy under flexible exchange rates," Journal of Monetary Economics, vol 39, no 3, 433-448. This estimates a structural near-VAR, with one block of variables taken as exogenous.

Language: RATS
Requires: RATS 8.00
Keywords: near-VAR; Bayesian methods (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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Downloads: (external link)
https://estima.com/procedures/cushman_zha_jme1997.zip (application/zip)

Related works:
Journal Article: Identifying monetary policy in a small open economy under flexible exchange rates (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00198

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