RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions
Replication file for Bjørnland, Hilde C. and Kai Leitemo (2009), "Identifying the Interdependence between US Monetary Policy and the Stock Market". Journal of Monetary Economics, vol 56, pp 275-282. Demonstrates use of the SHORTANDLONG procedure on a model with five variables, including Monte Carlo integration of the impulse responses.
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