Search found 2 matches
- Mon Dec 28, 2015 4:27 am
- Forum: Other RATS Usage Questions
- Topic: BBE FAVAR replication code does not run with RATS Version 8
- Replies: 2
- Views: 26071
Re: BBE FAVAR replication code does not run with RATS Versio
Dear Tom, Many thanks for the link to the updated version. It runs smoothly now. I was wonderring whether you could provide me with the information where the structural shocks from the BBE VAR estimation are stored. I would be particularly interested in the (identified) monetary policy shock time se...
- Mon Dec 14, 2015 8:22 am
- Forum: Other RATS Usage Questions
- Topic: BBE FAVAR replication code does not run with RATS Version 8
- Replies: 2
- Views: 26071
BBE FAVAR replication code does not run with RATS Version 8
I am really new to the RATS software. My aim was to replicate the FAVAR model by Bernanke, Boivin & Eliasz (2005), "Measuring the Effects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, vol. 120(1), pages 387-422 with ...