Half Life and IRF's

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.

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.
MATLAB codes
(353.03 KiB) Downloaded 239 times
Posts: 9
Joined: Fri Nov 02, 2018 12:49 pm

Return to Looking for Code?

Who is online

Users browsing this forum: No registered users and 2 guests