This package computes and plots impulse responses and confidence intervals for a structural Vector Autoregression (VAR). The impulse responses can be obtained through four different implementations of the standard Choleski decomposition. A sample file is attached with the common example of a trivariate VAR including industrial production, inflation and a 3-month rate for the U.S. economy.
Paolo Zagaglia (2021). 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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