Replication data for: Nonparametric Time Varying IV-SVARs: Estimation and Inference (doi:10.7910/DVN/GHJ67Q)

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Part 2: Study Description
Part 3: Data Files Description
Part 4: Variable Description
Part 5: Other Study-Related Materials
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Replication data for: Nonparametric Time Varying IV-SVARs: Estimation and Inference

doi:10.7910/DVN/GHJ67Q

Harvard Dataverse

2025-03-11

1

Braun, Robin, 2025, "Replication data for: Nonparametric Time Varying IV-SVARs: Estimation and Inference", https://doi.org/10.7910/DVN/GHJ67Q, Harvard Dataverse, V1, UNF:6:6MIaOEhmNayCHmA+ezkcOg== [fileUNF]

Replication data for: Nonparametric Time Varying IV-SVARs: Estimation and Inference

doi:10.7910/DVN/GHJ67Q

Braun, Robin (Federal Reserve Board of Governors)

Harvard Dataverse

Your name: LastName, FirstName

Braun, Robin

2025-03-11

Volume XX, Issue X

https://doi.org/10.7910/DVN/GHJ67Q

Business and Management, Social Sciences, Other

Review of Economics and Statistics: Forthcoming

• Number of cases: 26

• No. of variables per record: 3

• Type of File: text/tab-separated-values

UNF:6:6MIaOEhmNayCHmA+ezkcOg==

• Seq. No. - Seq. No.
• 2022 NAICS US Code - 2022 NAICS US Code
• 2022 NAICS US Title - 2022 NAICS US Title

f10980384 Location:

Summary Statistics: Valid 26.0; StDev 227.9404274400188; Max. 875.0; Min. 134.0; Mean 467.96153846153845;

Variable Format: numeric

Notes: UNF:6:tRoqYRQleRLCGGyNYzKDpQ==

f10980384 Location:

Summary Statistics: StDev 722.1185626069575; Max. 2131.0; Mean 670.5384615384615; Min. 311.0; Valid 26.0

Variable Format: numeric

Notes: UNF:6:Ohj0E3ruBt6DDXITzIOYgA==

f10980384 Location:

Variable Format: character

Notes: UNF:6:9pbGPEUXzJ9ZCHn5YDUzVw==

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Appendix_Comparison_Estimators.m

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Appendix_Monte_Carlo_simulation.m

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Empirical_Application.m

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Figure_6_motivation.m

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Minimal_working_example.m

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Monte_Carlo_simulation.m

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README.md

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dataset_IP.csv

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text/comma-separated-values

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dataset_oilmarket.xlsx

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data_kilian_09.txt

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Table31oil.xlsx

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application/vnd.openxmlformats-officedocument.spreadsheetml.sheet

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choose_H_CF.m

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commutation.m

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Companion.m

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compute_special_IP.m

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duplication.m

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elimination.m

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get_fcmatrices.m

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Granger_Test.m

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linspecer.m

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table2latex.m

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tightfig.m

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tvp_svar_internal_kernel.m

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tvp_svar_internal_kernel_fast.m

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tvp_svar_iv_bayes.m

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tvp_svar_iv_kernel.m

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tvp_svar_iv_kernel_fast.m

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tvp_svar_iv_path.m

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vec.m

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VECH.m

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output.txt

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