Faust Leeper JBES 1997 BQ factorizations

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TomDoan
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Faust Leeper JBES 1997 BQ factorizations

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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.

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Last bumped by TomDoan on Mon Jan 06, 2025 3:26 pm.
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