/SOECB-MARKOV

Paper and source codes for Uncovering the Hit List for Small Inflation Targeters

Primary LanguageMatlab

SOECB-Markov

Paper and source codes for Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis, by Timothy Kam, Kirdan Lees and Philip Liu (2009), in Journal of Money, Credit and Banking, Vol. 41, No. 4: 583-618.

Code was written in MATLAB and relies of some functions in the MATLAB Statistics Toolbox.