Analyzing Monetary Policy Transmission (or lack of) in India using a Business Cycle Accounting framework

Published: 13 September 2022| Version 1 | DOI: 10.17632/4cdsjss84x.1
Contributor:
Kshitiz Mishra

Description

Dataset and Matlab Codes for the paper. Codes are based on Matlab codes I got from Pedro Brinca's website for their Handbook Chapter on Business Cycle Accounting.

Files

Steps to reproduce

1. Run datamine.m 2. Run CandidateMBCA.m to generate Candidate density. 3. Run Metropilis_Hastings_MBCA.m for the MH algorithm. 4. Run gmle.m and then gwedges.m for final decomposition results.

Institutions

Shiv Nadar University

Categories

Business Cycle

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