Two regime threshold VAR model estimated via the algorithm in Chen and Lee (2004) . Code is in Matlab

Filename	Size	Update
	0	2018-09-03
mfiles	0	2019-06-12
functions	0	2018-09-03
dataF.xls	53760	2019-06-12
dataGS.xls	50688	2018-08-27
priors.mat	64111	2019-06-12
readme.txt	489	2018-09-03
results.mat	3861281	2019-06-12
estimateNEW1.m	6890	2018-10-26
functions\IG.m	485	2012-10-10
getirf1SD_r1.m	1693	2019-05-06
getirf1SD_r2.m	1681	2019-05-06
functions\HTML	0	2018-09-03
mfiles\Figure.m	1830	2017-08-28
functions\vec.m	65	2012-10-10
functions\rows.m	36	2012-10-10
functions\dlog.m	96	2017-08-31
functions\lag0.m	1219	2012-12-15
functions\vecr.m	67	2012-12-19
functions\bvar.m	1902	2013-10-26
functions\comp.m	262	2012-12-16
functions\iwpQ.m	151	2012-10-10
functions\lmda.m	202	2012-10-10
functions\cols.m	36	2012-10-10
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functions\kde2d.m	7456	2013-11-19
functions\gkde2.m	7034	2013-11-18
functions\cholx.m	97	2009-08-10
functions\lmda3.m	397	2012-10-10
functions\lmda2.m	534	2012-10-10
functions\lmda1.m	235	2012-10-10
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functions\kcohn.m	1443	2012-10-12
functions\getqr.m	904	2012-10-10
functions\isbad.m	132	2012-10-12
functions\diff4.m	66	2012-10-10
functions\movav.m	88	2016-03-04
irf1sd_r1_sign.mat	61653	2019-06-12
functions\irfsim.m	353	2012-10-10
functions\getreg.m	216	2012-10-12
functions\movsum.m	74	2017-08-31
functions\loglik.m	274	2012-12-17
irf1sd_r2_sign.mat	123010	2019-06-12
functions\logdet.m	73	2012-10-11
functions\kronIA.m	160	2013-10-30
functions\plotx2.m	460	2018-07-12
functions\chofac.m	352	2012-10-10
functions\kcohnx.m	1521	2012-12-12
functions\getsvol.m	1416	2012-10-10
functions\kcohn.asv	1407	2012-10-12
functions\getrmse.m	159	2012-12-19
functions\drawdof.m	377	2013-10-25
functions\gkde2pg.m	7036	2013-11-19
functions\gkde2.asv	7036	2013-11-19
functions\lmda2.asv	421	2012-10-10
functions\plotkkk.m	75	2017-08-18
functions\gampdf2.m	80	2013-10-31
functions\lmda1.asv	201	2012-10-10
functions\set_gca.m	9013	2011-08-10
functions\getirfp.m	285	2017-02-22
functions\plot_ls.m	1721	2013-01-22
functions\kde2d.asv	7456	2013-11-19
functions\gampdf1.m	82	2011-08-26
functions\plot_pf.m	759	2013-12-06
functions\prepare.m	322	2012-12-17
getirf1SD_r2_sign.m	2072	2019-06-12
getirf1SD_r1_sign.m	2091	2019-06-12
functions\getcoef.m	365	2012-12-15
functions\plotfan.m	670	2013-04-24
functions\lmda3.asv	397	2012-10-10
functions\CPAtest.m	1473	2013-03-27
functions\dates.xls	31232	2013-04-24
functions\lmda3SA.m	407	2012-10-10
functions\safeexp.m	94	2012-12-17
functions\plot_pit.m	1301	2013-11-26
functions\get_data.m	1054	2012-10-10
functions\safemean.m	139	2012-10-12
functions\plotregx.m	476	2017-09-03
functions\get_PITs.m	396	2012-10-10
functions\gamm_rnd.m	2035	2013-10-23
functions\getirfp4.m	2532	2017-02-22
functions\getlamda.m	315	2013-10-31
functions\preparex.m	111	2014-01-02
functions\getsvolx.m	1424	2012-10-12
functions\gkde2pg.asv	7044	2013-11-18
functions\preparexx.m	408	2017-08-31
functions\drawdofML.m	334	2013-10-31
functions\get_paths.m	1053	2017-01-03
functions\getTgibbs.m	1259	2013-10-24
functions\plot_rmse.m	1827	2013-01-29
functions\transform.m	215	2018-08-27
functions\stability.m	402	2012-10-10
functions\sumgamlnx.m	87	2011-08-23
functions\kfiltervar.m	943	2013-10-30
functions\getimpulse.m	2632	2018-08-27
functions\kfilterTar.m	1173	2012-12-16
functions\getdummies.m	1014	2015-09-16
functions\invwishpdf.m	545	2011-08-23

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