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Part 1: Document Description
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Citation |
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Title: |
Replication data for: Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti |
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Identification Number: |
doi:10.7910/DVN/UBZXHE |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2008-12-17 |
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Version: |
1 |
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Bibliographic Citation: |
Ricardo Reis, 2008, "Replication data for: Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti", https://doi.org/10.7910/DVN/UBZXHE, Harvard Dataverse, V1 |
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Citation |
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Title: |
Replication data for: Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti |
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Identification Number: |
doi:10.7910/DVN/UBZXHE |
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Authoring Entity: |
Ricardo Reis (Columbia University) |
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Date of Production: |
2007 |
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Distributor: |
Harvard Dataverse |
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Distributor: |
Ricardo Reis |
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Date of Deposit: |
2007-07 |
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Date of Distribution: |
2007 |
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Holdings Information: |
https://doi.org/10.7910/DVN/UBZXHE |
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Study Scope |
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Abstract: |
This note comments on Perotti's (2008) estimates of the impact of a government spending shock on the economy. In the process, it makes two points. First, it notes that with enough freedom to pick the dynamics of policy variables, the neoclassical model can generate any set of observations for the non-policy variables. Second, it proposes a method to identify the policy dynamics in theoretical models by using the estimated impulse responses of the policy variables from VARs, and in this way generate testable predictions of the model for the non-policy variables. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Reis, Ricardo. 2007. "Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti. " Forthcoming in NBER Macroeconomics Annual 2008. <a href="http://www.princeton.edu/~rreis/papers/RPnber.pdf" target= "_new"> article available here </a> |
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Bibliographic Citation: |
Reis, Ricardo. 2007. "Using VARs to Identify Models of Fiscal Policy: A Comment on Perotti. " Forthcoming in NBER Macroeconomics Annual 2008. <a href="http://www.princeton.edu/~rreis/papers/RPnber.pdf" target= "_new"> article available here </a> |
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RPfigures.m |
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Text: |
MATLAB file for this study |
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Notes: |
text/plain; charset=US-ASCII |
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RPfigures_a.m |
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Text: |
MATLAB file for this study |
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Notes: |
text/plain; charset=US-ASCII |
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RPfigures_b.m |
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Text: |
MATLAB file for this study |
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Notes: |
text/plain; charset=US-ASCII |
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RPfigures_c.m |
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Text: |
MATLAB file for this study |
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Notes: |
text/plain; charset=US-ASCII |
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Label: |
RPnber.zip |
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Text: |
Zip file containing data for this study in original formats |
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Notes: |
application/zip |
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Label: |
RPnberlong.pdf |
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Text: |
A copy of the article for this study |
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Notes: |
application/pdf |
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RP_Propositions.nb |
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Text: |
Mathematica program and data file for this study |
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Notes: |
text/plain; charset=US-ASCII |