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RATS programs to replicate Den Haan JME(2000) correlation of comovements

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication of Wouter J. den Haan(2000), "The comovement between output and prices," Journal of Monetary Economics, vol 46, no 1, 3-30.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Den Haan JME(2000) correlation of comovements," Statistical Software Components RTZ00042, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00042
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/denhaan_jme_2000.zip
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    Keywords

    VAR; RATS;

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