tylersotomayor/SVAR-IV

A step-by-step tutorial on implementing Instrumental Variable Structural Vector Autoregression (IV-SVAR) in MATLAB. Covers Cholesky VAR, external instruments, bootstrapping, and empirical replications from Gertler & Karadi (2015) and Miranda-Agrippino & Ricco (2021).

语言：MATLAB · GitHub 星标：4 · Fork：1

在 GitHub 上查看原仓库