Package and test files for SVARIV. Used for Masters thesis, "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument"

Replicator the results of papers using SVAR-IV

Replication files for "Identification of SVAR Models by Combining Sign Restrictions With External Instruments"

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).

An R package for estimation of IV-SVAR models. Replication files are attached.

"Nonparametric Time Varying IV-SVARs: Estimation and Inference" (Braun, Kapetanios, Marcellino 2025)

This repo contains all the files for reproducing the IV-SVAR estimates in the paper "A magyar monetáris transzmisszió mérése IV-SVAR-ral" (The estimation of the Hungarian monetary transmission using IV-SVAR). This includes the files as well as an RStudio code used for transforming the variables and the Matlab code required for the estimation.

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