This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .

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"

SVARIV repository with additional scripts and functions not used in paper

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Project of estimation effects of shocks from Shousha (2016) by external instrument from Känzig (2021)

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