Richard Boylan --
You have not provided the reference (I hope you have read the
Statalist FAQ), so I will guess you mean:
Olivier Jean Blanchard; Danny Quah
"The Dynamic Effects of Aggregate Demand and Supply Disturbances"
The American Economic Review, Vol. 79, No. 4. (Sep., 1989), pp. 655-673.
http://links.jstor.org/sici?sici=0002-8282%28198909%2979%3A4%3C655%3ATDEOAD%3E2.0.CO%3B2-P
which implies -help svar- is a good starting point.
See also:
Marco Lippi; Lucrezia Reichlin
"The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment"
The American Economic Review, Vol. 83, No. 3. (Jun., 1993), pp. 644-652.
http://links.jstor.org/sici?sici=0002-8282%28199306%2983%3A3%3C644%3ATDEOAD%3E2.0.CO%3B2-M
On 6/13/07, Richard Boylan <[email protected]> wrote:
Has anyone computed Blanchard-Quah type estimates of transitory and
permanent shocks? If so, would you mind emailing me the code that you
used? Thanks. Richard
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