Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published January 20, 2024 | Version v1
Software Open

Replication package for: "Locally Robust Inference for Non-Gaussian SVAR models"

Creators

  • 1. ROR icon Vrije Universiteit Amsterdam
  • 2. ROR icon Tinbergen Institute
  • 3. ROR icon BI Norwegian Business School
  • 4. ROR icon Pompeu Fabra University
  • 5. ROR icon Barcelona School of Economics
  • 6. ROR icon Centre de Recerca en Economia Internacional

Description

The code in this replication package replicates all tables, figures and in-text results from the paper: "Locally Robust Inference for Non-Gaussian SVAR models", by Hoesch, Lee and Mesters.

Files

ReplicationCode.zip

Files (209.2 kB)

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