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Bernanke and Blinder (1992)

Posted: Fri Apr 12, 2019 8:29 am
by ateeb
Dear Tom,

Can you share replication procedure for:

Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, vol. 82(4), pages 901-921, September.

Regards,

Ateeb Syed

Re: Bernanke and Blinder (1992)

Posted: Fri Apr 12, 2019 10:00 am
by TomDoan
No. I doubt anyone could. That's lots and lots and lots of VAR's on almost 30 year old data and probably required several months' work from an RA. Could you actually isolate what calculation it is that you need help with?

Re: Bernanke and Blinder (1992)

Posted: Sun Apr 14, 2019 4:33 pm
by ateeb
I thought it is a ready thing which may be make available upon request, but if that is not the case, thats ok. I will start writing my own codes, if i had questions, i will surely ask.

Thanks and Regards,