Simple bootstrap and SVAR packages for MATLAB have been developed.
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May 20, 2018 - MATLAB
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structural-var
Here are 6 public repositories matching this topic...
Projet d'Applied macroeconometrics de @ValGIUST, @GautierLENFANT et @AQLT sur l'utilisation de modèles sVAR pour évaluer l'effet d'une hausse de l'Euribor 3-mois
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May 7, 2021 - R
This repository contains an empirical project analyzing the dynamics of the global oil market and US macro impact using a Bayesian structural BVAR framework with Gibbs MCMC sampling.
python time-series econometrics bayesian markov-chain-monte-carlo commodities structural-var marcoeconomic
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Jun 24, 2026 - HTML
Replication of Gertler and Karadi (2015) Proxy-SVAR with three alternative monetary policy identification strategies in MATLAB
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Jul 1, 2026 - MATLAB
Open-source general equilibrium models of the Philippine economy: SAM and input-output multipliers, a CGE model in the IFPRI standard tradition validated against IFPRI's GAMS code, a recursive-dynamic CGE, poverty microsimulation, time-series tools and research DSGE code. Extends pystdcge.
python economics policy-analysis dsge philippines poverty macroeconomics input-output cge microsimulation computable-general-equilibrium structural-var general-equilibrium ifpri social-accounting-matrix
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Oct 28, 2026 - Python
Open-source Python implementation of the IFPRI standard CGE model (Lofgren, Harris and Robinson 2002), validated against IFPRI's GAMS code; SAM and input-output multipliers, recursive-dynamic CGE, structural VARs; Philippine data
python economics policy-analysis philippines macroeconomics input-output cge computable-general-equilibrium structural-var ifpri social-accounting-matrix
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Oct 27, 2026 - Python
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