File list (Check if you may need any files):
sign
....\BVAR SIGN ANALYSIS.m
....\bvar.m
....\bvar_chol_impulse.m
....\bvar_sign_ident_iiias.m
....\bvar_sign_ident_iiibs.m
....\bvar_sign_ident_iiis.m
....\bvar_sign_ident_iis.m
....\bvar_sign_ident_is.m
....\D Balance sheet shocks.jpg
....\D Credit multiplier shocks.jpg
....\D Interest rate innovations.jpg
....\D Non-standard policy actions.jpg
....\D Signalling shocks & Balance sheet shocks.jpg
....\D Signalling shocks.jpg
....\data interest rate in levels.mat
....\data monthly 4shocks season adj.mat
....\data monthly 4shocks season adj.xlsx
....\data monthly season adj.mat
....\data monthly season adj.xlsx
....\data quarterly season adj.mat
....\data quarterly season adj.xlsx
....\data1.mat
....\data4s.mat
....\dme.m
....\M Credit multiplier shocks.jpg
....\M Interest rate innovations & Non-standard policy actions.jpg
....\M Interest rate innovations.jpg
....\M Non-standard policy actions.jpg
....\mbvar_sign_ident_iiis.m
....\mbvar_sign_ident_iis.m
....\mbvar_sign_ident_is.m
....\MD Balance sheet shocks.jpg
....\MD Credit multiplier shocks.jpg
....\MD Interest rate innovations.jpg
....\MD Non-standard policy actions.jpg
....\MD Signalling shocks & Balance sheet shocks.jpg
....\MD Signalling shocks.jpg
....\mdbvar_sign_ident_iiias.m
....\mdbvar_sign_ident_iiibs.m
....\mdbvar_sign_ident_iiis.m
....\ols1.m
....\P Credit multiplier shocks.jpg
....\P Interest rate innovations & Non-standard policy actions.jpg
....\P Interest rate innovations.jpg
....\P Non-standard policy actions.jpg
....\Peersman_dataset.xlsx
....\Q Credit multiplier shocks.jpg
....\Q Interest rate innovations & Non-standard policy actions.jpg
....\Q Interest rate innovations.jpg
....\Q Non-standard policy actions.jpg
....\qbvar_sign_ident_iiis.m
....\qbvar_sign_ident_iis.m
....\qbvar_sign_ident_is.m
....\readme.txt
....\var.m
....\VAR_str.m
....\vec.m
....\vec_to_mat.m