A small structural VAR package for impulse response analysis

This package computes impulse responses with Monte-Carlo confidence bands for a structural VAR.

Version 1.0.0 (19.5 KB)
3.4K Downloads
(5)
27 Dec 2011
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Cite As

Paolo Zagaglia (2026). A small structural VAR package for impulse response analysis (https://www.mathworks.com/matlabcentral/fileexchange/34358-a-small-structural-var-package-for-impulse-response-analysis), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more