Search found 2 matches
- Fri Jan 22, 2016 6:26 am
- Forum: Examples and Sample Code
- Topic: Bjornland-Leitemo JME 2009
- Replies: 17
- Views: 120720
Re: Bjornland-Leitemo JME 2009
Dear Tom, I have a quick question. If I want to use MC simulation to generate 68% probability bands for impulse responses using Cholesky factorization, can I simply use the same model as for SR-LR but only use SR block, while not restricting LR block? dec rect lr(5,5) sr(5,5) input lr . . . . . . . ...
- Mon Oct 13, 2014 6:56 am
- Forum: Examples and Sample Code
- Topic: Campbell-Ammer (JOF 1993)
- Replies: 4
- Views: 14080
Re: Campbell-Ammer (JOF 1993)
Hello, I was wondering if there is anywhere the code available for the paper by Bernanke and Kuttner (2005) "What Explains the Stock Market's Reaction to Federal Reserve Policy?" I have tried to extend the code for Campbell-Ammer (1993) paper provided in this post in order to include the e...