RATS programs to replicate Gali's QJE 1992 results
AbstractReplication file for Jordi Gali(1992), "How Well Does the IS-LM Model Fit Postwar U.S. Data", QJE, vol 107, no. 2, pp 709-738. Demonstrates VAR's with short and long run restrictions, particularly the instruction CVMODEL and the ShortandLong procedure.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00063.
Programming language: RATS
Requires: RATS 7.30
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Other versions of this item:
- Gali, Jordi, 1992. "How Well Does the IS-LM Model Fit Postwar U.S. Data," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 709-38, May.
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