Search found 4 matches

by aubide
Sat Oct 15, 2016 6:18 pm
Forum: Examples and Sample Code
Topic: Laubach and Williams RESTAT 2003
Replies: 28
Views: 101393

Re: Laubach and Williams RESTAT 2003

What are the FRED codes of the data in nr2_0902.dat? I would like to update the model, but want to make sure I am not mixing and matching series. Thank you.
by aubide
Sat Nov 07, 2015 3:06 pm
Forum: Looking for Code?
Topic: Wu-Xia Shadow Rate paper
Replies: 4
Views: 10685

Re: Wu-Xia Shadow Rate paper

Hi Tom, did you have a chance to look into this?
by aubide
Sun Oct 11, 2015 2:31 pm
Forum: Looking for Code?
Topic: Wu-Xia Shadow Rate paper
Replies: 4
Views: 10685

Re: Wu-Xia Shadow Rate paper

Here
http://faculty.chicagobooth.edu/jing.wu/index.html
under the paper
"Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound"
Angel
by aubide
Fri Oct 09, 2015 6:49 am
Forum: Looking for Code?
Topic: Wu-Xia Shadow Rate paper
Replies: 4
Views: 10685

Wu-Xia Shadow Rate paper

Is there a RATS code to replicate the Wu and Xia (2014) "Measuring the Macroeconomic Impact of Monetary
Policy at the Zero Lower Bound" paper? Many thanks. They have posted a Matlab version but I would prefer to run it in RATS. Thanks a lot.