Hello,
Has anyone computed the the SVAR approach by Blanchard and Perotti? If
so, would you mind emailing me the used code?
Thank you in advance
Lauricio
Literature:
Blanchard, O., and R. Perotti (2002): “An Empirical Characterization
of the Dynamic Effects of Changes in Government Spending and Taxes on
Output,” Quarterly Journal of Economics, 117 (4), 1329–68.
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