Half Life and IRF's

[ag_2018]

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.