Replication package for "State-Dependent Exchange Rate Pass-Through in Costa Rica: Evidence from an Endogenous Regime-Switching SVAR"

Description

Replication package for the paper of the same name (Economic Modelling). The package reproduces every table and figure in the paper. It contains the MATLAB estimation code for the multivariate endogenous regime-switching SVAR, the full monthly dataset for Costa Rica (February 2009 – September 2025, 200 observations), the saved estimate files for the baseline and all five alternative specifications, and the generated figures and table fragments. Requirements: MATLAB R2024b with the Econometrics, Optimization, Global Optimization and Parallel Computing toolboxes. See README.md for the run order, the figure- and table-to-program map, and the random seeds. All data used in the paper are included; nothing is withheld. Every series is publicly available except the fuels sub-component of the BCCR index of international prices of imported raw materials, which is an internal calculation distributed here in full. Licensing: data and documentation under CC BY 4.0; MATLAB code under the MIT licence. See the included LICENSE file.

Institutions

• Lehigh University

  Pennsylvania, Bethlehem

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