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RATS programs to replicate Quah and Vahey core inflation estimation

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication file for Quah and Vahey (1995), "Measuring Core Inflation?", Economic Journal, vol. 105, pp 1130-44. Demonstrates use of the HISTORY instruction and the %BQFACTOR function.

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Quah and Vahey core inflation estimation," Statistical Software Components RTZ00139, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00139
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/quahvaheyej1995.zip
    Download Restriction: no
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    More about this item

    Keywords

    Blanchard-Quah model; VAR with short- and long-run restrictions; RATS;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

    Statistics

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