Replication package for: "Large Structural VARs with Multiple Sign and Ranking Restrictions"

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Authors: Joshua C. C. Chan, Christian Matthes Y, XUEWEN YU
Cited by: 0

Abstract

This MATLAB code replicates the results of Chan, Matthes, and Yu (2026). The code may be used freely for academic purposes, provided that the paper is cited as: Chan, Matthes, and Yu (2026). "Large Structural VARs with Multiple Sign and Ranking Restrictions," Quantitative Economics, forthcoming.

Fields of Study & Subjects

Monetary Policy and Economic Impact Economic theories and models Statistical Methods and Inference

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
12 March 2026
Language
EN