├── .gitignore ├── LICENSE ├── README.md ├── analytics ├── auxiliary_functions │ └── jbfill.m ├── plot_arbias.m └── plot_worstcase.m ├── documents └── lp_varithmetic_replication.pdf ├── emp_ses ├── auxiliary_functions │ ├── clean_date.m │ ├── clean_gov.m │ ├── clean_monetary.m │ ├── clean_tax.m │ ├── clean_tech.m │ ├── log_percapita.m │ └── setup_appl.m ├── data │ ├── Monetarydat.xlsx │ ├── Technology_data.xlsx │ ├── homgovdat.xlsx │ └── homtaxdat.xlsx ├── plot_ramey_ses.m └── run_ramey_ses.m ├── estimation ├── GLP │ ├── Readme.docx │ ├── bvarGLP.m │ ├── logMLVAR_formin.m │ ├── setpriors.m │ └── subroutines │ │ ├── GammaCoef.m │ │ ├── cholred.m │ │ ├── ols1.m │ │ └── post_draw.m ├── LP_Penalize │ ├── bb │ │ ├── README.txt │ │ ├── data.csv │ │ ├── demo.m │ │ ├── locproj.m │ │ ├── locproj_conf.m │ │ └── locproj_cv.m │ ├── bspline.m │ ├── locproj.m │ ├── locproj_cv.m │ ├── locproj_design.m │ └── locproj_partitioned.m ├── boot_ci.m ├── ic_var.m ├── ir_estim.m ├── kron_fast.m ├── linreg.m ├── lp_biascorr.m ├── lp_ir_estim.m ├── var_biascorr.m ├── var_boot.m ├── var_estim.m ├── var_ir.m ├── var_ir_estim.m └── var_sim.m └── simulations ├── auxiliary_functions ├── loadOilData.m └── utilities │ ├── A_c_fn.m │ ├── H_c_fn.m │ ├── alpha_worst_fn.m │ ├── compute_irfs.m │ ├── dgp_fn.m │ ├── generate_data.m │ ├── get_asymp_var_covg.m │ ├── getresidVMA.m │ ├── set_up_varma.m │ └── var_fn.m └── oil ├── gen_varma_oil.m ├── plot_oil.m └── simul_oil.m /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ckwolf92/lp_var_inference/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ckwolf92/lp_var_inference/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: 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