Search found 2 matches
- Sun Sep 19, 2010 3:52 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Identifying two technology shocks using long-run restricti
- Replies: 2
- Views: 5644
Re: Identifying two technology shocks using long-run restricti
Thanks Tom. I am modifying the gali.prg file accordingly...
- Fri Sep 17, 2010 3:21 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Identifying two technology shocks using long-run restricti
- Replies: 2
- Views: 5644
Identifying two technology shocks using long-run restricti
Hi, Does anyone have a RATS code for (a) identifying two permanent technology shocks using long-run restrictions ( as, for example, in Fisher (2006), "The Dynamic Effects of Neutral and Investment-Specific Shocks", Journal of Political Economy, Vol. 114, pp. 413-451, June 2006) (b) Computi...