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关键词：Stata tata VaR

请参考 http://econweb.ucsd.edu/~vramey/research.html。

1. Data for "Identifying Government Spending Shocks" Quarterly Journal of Economics 2011
   
2. Summary Data, U.S., 1939-2008
   
3. Stata program for VARs using Ramey-Shapiro dates
   
4. Stata program for VARs using news series 1939-2008
   
5. Stata program for VARs using Survey of Professional Forecaster Shocks
   
6. CSV file used by the VAR programs (Updated 1/10/2013 to renormalize the GDP deflator so that it is equal to the ratio of nominal to real GDP.)

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