Den Haan JME(2000)

[TomDoan]

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 158 times

month1.txt

Monthly data file

(100.54 KiB) Downloaded 140 times

bqfor.rpf

Program for quarterly model

(4.9 KiB) Downloaded 127 times

quarterly.xls

(60.87 KiB) Downloaded 127 times

[mskare69]

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