Shangshang Li
Lecturer in Economics
University of Liverpool Management School
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The videos in this page provide a crash course on how to use the OxPack version of the CKSVAR code that replicates the results of
Ikeda et al. (2023)
and
Mavroeidis (2021)
.
CKSVAR OxPack Tutorial
1. Introduction
2. Estimation
3. Further Output and Tests
4. Plot IRFs