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Posted: **Tue Jul 05, 2011 11:59 am**

This is a replication for Wouter J. den Haan(2000), "The comovement between output and prices," Journal of Monetary Economics, vol 46, no 1, 3-30, which analyzes the comovement of series using multi-step forecast errors in a VAR.

bmfor4.rpf: Program for monthly model; (5.02 KiB) Downloaded 157 times

month1.txt: Monthly data file; (100.54 KiB) Downloaded 139 times

bqfor.rpf: Program for quarterly model; (4.9 KiB) Downloaded 126 times

quarterly.xls: (60.87 KiB) Downloaded 126 times

Posted: **Fri Apr 27, 2012 9:30 am**

Dear Tom,

I'd like to replicate den Haan 2000 figures and tables but with the last code (2011) I get just one final graph named figure2a. How can I get other figures from the Haan paper (what changes in the code I need?)

Fondly,

Marinko

The RATS Software Forum

Den Haan JME(2000)

Den Haan JME(2000)

Re: Den Haan JME(2000)