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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) .
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Fixed problem with the call of the variable ydata, which was not defined
b613dceView on GitHubThe previous version of this program had a minor bug when checking if IRFcum select was a row vector
5ccd3b1View on GitHubThe previous version of this program had a minor bug when checking if IRF select was a row vector
b4f36f1View on GitHubEdited the names of the variables in one of the comments of the file
033c029View on GitHubSending all the replication files from the local repo to the remote
c017479View on GitHubGenerated the figures with the old aux param values (5.5 and 18.95)
b64a5c5View on GitHubChanged aux param value and suggested values in comments to get implied first-stages of 4.02 and 10.09
3605c27View on GitHub