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