The RATS Software Forum

Posted: **Thu Nov 04, 2010 1:38 pm**

kampscr wrote:Here are the files Dueker posted on the JBES archive:

The attachment USRATESQ.TXT is no longer available

The attachment ROMUSM.TXT is no longer available

Which, unfortunately, leaves the Fed Funds rate off the first data set and includes the deflator as the price index rather than the CPI. (I don't know why it seems difficult for people to post the data set they actually used to do the paper.)

This is the same program, but with the data from the USRATESQ.TXT file where possible.

qualvar.rpf: (6.84 KiB) Downloaded 925 times

dueker.xls: (21.34 KiB) Downloaded 874 times

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Qual VAR - Dueker, JBES 2005

Re: Qual VAR - Dueker, JBES 2005