RATS programs to replicate Bernanke and Mihov QJE 1998
Replication 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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