Dear TomDoan,
Thank you for your answer and program.
I am using your program to analyse the relationships of business cycle shock, fiscal expenditure shock and monetary policy shock in China.
Thank you again!
Sincerely,
Junlin Mu
Search found 3 matches
- Thu Apr 26, 2018 10:13 am
- Forum: Examples and Sample Code
- Topic: Mountford & Uhlig JAE 2009 replication files
- Replies: 19
- Views: 105883
- Mon Mar 06, 2017 12:37 pm
- Forum: State Space Models/DSGE
- Topic: Replication of Smets and Wouters (2007)
- Replies: 9
- Views: 65792
Re: Replication of Smets and Wouters (2007)
Dear Tom, I have two questions about DSGE estimation: (1) When I use the method in "Bayesian Estimation: Hyperinflation Model" in RATS Handbook for State-Space Models to estimate a simple DSGE mode. In the "function EvalModel": If I use "compute gdlm=%dlmgfroma(adlm)" o...
- Sun Jan 17, 2016 8:21 pm
- Forum: Examples and Sample Code
- Topic: Mountford & Uhlig JAE 2009 replication files
- Replies: 19
- Views: 105883
Re: Mountford & Uhlig JAE 2009 replication files
Dear all, I have a question. How to replicate Figure 1 in paper of Mountford & Uhlig JAE 2009,which is in page 967. The key point is to get/caculate the series of Business Cycle shock,Monetary Policy shock,Government Revenue shock and Government Spending shock. The main part of mu2009b1.src is f...