RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR
Replication file for Mountford and Uhlig (2009), "What are the Effects of Fiscal Policy Shocks?", Journal of Applied Econometrics. Demonstrates analysis of impulse responses with sign constraints, and sign + zero constraints.
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- What are the effects of fiscal policy shocks? (JAE 2009) in ReplicationWiki
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