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MATHESON_STAVREV_EL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Based upon Matheson and Stavrev(2013), "The Great Recession and the inflation puzzle," Economics Letters, vol. 120, no 3, pp 468-472 with a reconstructed (and extended) data set.

Language: RATS
Requires: RATS 9.20
Keywords: Non-linear; State-space; models (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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https://estima.com/procedures/matheson_stavrev_el2013.zip (application/zip)

Related works:
Journal Article: The Great Recession and the inflation puzzle (2013) Downloads
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