RATS programs to replicate Faust and Leeper JBES 1997 paper
AbstractReplication file for Faust and Leeper(1997), "When Do Long-Run Identifying Restrictions Give Reliable Results", JBES, vol 15, no 3, pp 345-353. Demonstrates use of the Blanchard-Quah factorization, and the procedures MCGraphIRF, MCFEVDTable and StructResids.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00058.
Programming language: RATS
Requires: RATS 7.30
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Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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Other versions of this item:
- Faust, Jon & Leeper, Eric M, 1997. "When Do Long-Run Identifying Restrictions Give Reliable Results?," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 345-53, July.
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