Half Life and IRF's

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Half Life and IRF's

Unread postby ag_2018 » Wed Nov 17, 2021 12:12 pm

Dear Tom,

I am not that familiar with MATLAB and seem to run in to trouble running the following codes which are available from Prof Barbara Rossi's website. I was wondering if these codes could be replicated in RATS? That would be most helpful! The references and links to the files are as follows: Many thanks in advance.

1. Rossi, B. Confidence Intervals for Half-Life Deviations from Purchasing Power Parity. Journal of Business and Economic Statistics 23(4), October 2005, 432-442
Link: codes attached in the zip file.
Attachments
Rossi_2005_JBES.zip
MATLAB codes
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