RATS program to replicate Ehrmann-Ellison-Valla(2003) regime dependent impulse response
Replicates results from Ehrmann, Ellison, Valla (2003), "Regime-dependent impulse response functions in a Markov-switching vector autoregression model", Economics Letters, Vol. 78, pp. 295-299. The data set is a reconstruction rather than the authors' original data set.
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