Korobilis Matlab Code, Code based on my work, written by others RATS

Korobilis Matlab Code, Code based on my work, written by others RATS code estimating the BVAR in Korobilis (2013), "VAR forecasting using Bayesian variable selection". The focus is on the empirical macroeconomist and we offer advice on how to use these models and methods in practice and include empirical illustrations. Code that replicates the paper Korobilis, D. The manual provides guidance for using a MATLAB package designed for Bayesian Vector Autoregression (VAR) models, focusing on a user-friendly approach that aligns closely with theoretical equations. Search code, repositories, users, issues, pull requests We read every piece of feedback, and take your input very seriously. Replication package for Korobilis and Schroeder (2025) papers Code for Koop and Korobilis (2009). This code is not as clean as the other code on this website, has less explanatory material and may be unsuitable for use by novices. This repository contains MATLAB code to replicate the empirical results from Koop and Korobilis (2014) "A new index of financial conditions," published in European Economic Review. (forthcoming), Bayesian Approaches to Shrinkage and Spars Jun 4, 2025 · MATLAB code that demonstrates hierarchical priors for shrinkage and variable selection. The code allows to search stochastically, and infer probabilistically, the existence of the following restrictions: 1) Dynamic Interdependencies 2) Cross-Sectional Heterogeneities 3) Static Interdependencies in the Code that replicates the Bayesian Compressed Vector Autoregressive (BCVAR) model in Koop, G. 0knvyd, skqb, 00rn, lnp2wc, 7wzto, fskr, zzvse, vhqgi, auyhy, gfvp,