Faust Leeper JBES 1997 BQ factorizations
Posted: Mon Jan 06, 2025 3:26 pm
faustleeper_jbes1997.zip has replication files for Faust and Leeper(1997), "When Do Long-Run Identifying Restrictions Give Reliable Results", JBES, vol 15, no 3, pp 345-353. This demonstrates use of the Blanchard-Quah factorization, and the procedures MCGraphIRF, MCFEVDTable and StructResids.
Detailed description
Detailed description