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RATS programs to replicate Faust and Leeper JBES 1997 paper


  • Tom Doan

    () (Estima)


Replication file for Faust and Leeper(1997), "When Do Long-Run Identifying Restrictions Give Reliable Results", JBES, vol 15, no 3, pp 345-353. Demonstrates use of the Blanchard-Quah factorization, and the procedures MCGraphIRF, MCFEVDTable and StructResids.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Faust and Leeper JBES 1997 paper," Statistical Software Components RTZ00058, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00058
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    VAR; Blanchard-Quah model;


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