LPIV

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RK2509
Posts: 30
Joined: Wed Apr 15, 2015 3:16 pm

LPIV

Unread post by RK2509 »

Hi Tom,

I am looking for RATS code on identifying monetary policy shocks using external instruments and estimating by local projections. Its very popular now. But most replication codes posted by authors use Stata or MATLAB. Is there any RATS program on LP-IV. It would be very helpful.

Could you please provide the code for:
Gertler, M., & Karadi, P. (2015). Monetary policy surprises, credit costs, and economic activity. American Economic Journal: Macroeconomics, 7(1), 44-76.

Even though Gertler and Karadi (2015) uses SVAR-IV over LP-IV, it would be super helpful.

Thank you
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