IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/rtj00013.html
 

FARRANTPEERSMANJMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

Abstract

Replication files for Farrant and Peersman(2006), "Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence", Journal of Money, Credit and Banking, vol 38, no. 4, pp 939-961. This has several models that identify multiple shocks using sign restrictions.

Suggested Citation

  • Tom Doan, 2026. "FARRANTPEERSMANJMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's," Statistical Software Components RTJ00013, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtj00013
    Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://estima.com/procedures/FarrantPeersmanJMCB2006.rprj
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    ;
    ;
    ;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rtj00013. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.