RATS programs to replicate Bernanke and Mihov QJE 1998
AbstractReplication files for Bernanke & Mihov(1998), "Measuring Monetary Policy", QJE, vol 113, no 3, 869-902 (monthly data calculations). This includes maximum likelihood estimation of structural VAR's, Markov switching estimate of an SVAR and Monte Carlo integration of a just identified SVAR.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00013.
Programming language: RATS
Requires: RATS 8.00
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Other versions of this item:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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