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