├── .gitignore ├── .gitmodules ├── CTA.m ├── Diagnostics.m ├── DiagnosticsCONST.m ├── KSC.m ├── README.md ├── chartData16.m ├── compareSVOt.m ├── compareSVpaths.m ├── compareSVpathsLevelsVAR.m ├── data ├── 2021-04.csv ├── generate_freddata.m ├── generate_freddataLEVELS.m ├── prepare_missing.m └── remove_outliers.m ├── doCountOutliers.m ├── doVAR.m ├── fredMD16-2021-04.csv ├── fredMD16levels-2021-04.csv ├── fredMDprettylabel.m ├── fredMDshortlabel.m ├── fredMDtcodeNote.m ├── goSVOvsSVtvsSVOt.m ├── goVARSV.m ├── goVARSVO.m ├── goVARSVOar1.m ├── goVARSVOt.m ├── goVARSVOtar1.m ├── goVARSVar1.m ├── goVARSVar1nanOutlier.m ├── goVARSVdummy.m ├── goVARSVnanOutlier.m ├── goVARSVobar.m ├── goVARSVt.m ├── goVARSVtar1.m ├── goVARconstvcv.m ├── gobatch.sh ├── gobatchVAR.sh ├── mcmcVARSV.m ├── mcmcVARSVO.m ├── mcmcVARSVOar1.m ├── mcmcVARSVOdummy.m ├── mcmcVARSVOt.m ├── mcmcVARSVOtar1.m ├── mcmcVARSVOtdof.m ├── mcmcVARSVar1.m ├── mcmcVARSVar1nanOutlier.m ├── mcmcVARSVdummy.m ├── mcmcVARSVnanOutlier.m ├── mcmcVARSVobar.m ├── mcmcVARSVt.m ├── mcmcVARSVtar1.m ├── mcmcVARSVtdof.m ├── mcmcVARconstvcv.m ├── mcmcVARconstvcvSansCOVID.m ├── obarGibbsdraw.m ├── oosEvaluationTables.m ├── oosEvaluationTablesSVAR1.m ├── oosMVlogscores.m ├── oosMVlogscoresLevels.m ├── oosMVlogscoresSVar1.m ├── plotPredictiveDensitiesPaper2021.m ├── showPAIdelta.m ├── tabulateOutlierStateParameters.m └── wrapthisfigureBW.m /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/elmarmertens/CCMMoutlierVAR-code/HEAD/.gitignore -------------------------------------------------------------------------------- /.gitmodules: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/elmarmertens/CCMMoutlierVAR-code/HEAD/.gitmodules -------------------------------------------------------------------------------- /CTA.m: 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