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Faust(1998) VAR Shock isolation

Posted: Mon Jan 06, 2025 3:26 pm
by TomDoan
faust_carnegie1998.zip is a replication of Faust(1998), "The Robustness of Identified VAR Conclusions About Money", Carnegie-Rochester Conference Series on Public Policy, vol 49, 207-244, the six variable model. This is aimed at bounding the amount of the variance in GDP that can be explained by a monetary policy shock, by maximizing the FEVD share of a shock across all shocks that satisfy a set of sign constraints that could reasonably be produced by a (contractionary) monetary policy shock.

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