FRY_PAGAN_JEL2011: RATS program to demonstrate Fry-Pagan(2011) median target estimates for impulse response functions

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Example of calculation of Fry-Pagan (2011) median target estimator. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, vol. 49, no. 4, 938-60.

Language: RATS
Requires: RATS 8.00
Keywords: VAR; Sign Restriction (search for similar items in EconPapers)
Date: 2025-12-29
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https://estima.com/procedures/fry_pagan_jel2011.zip (application/zip)

Related works:
Journal Article: Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)
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