This is Matlab code that estimates interaction vector autoregressive models. It also computes impulse response function.

Packet : IPVAR_toolbox.zip filelist
IPVAR_Documentation.pdf
IPVAR/data.mat
IPVAR/dopics.m
IPVAR/evalpvar.m
IPVAR/gapfill.m
IPVAR/impcompare.m
IPVAR/interactPVAR.m
IPVAR/IPVARboot.m
IPVAR/IPVARexample.m
IPVAR/IRF_IPVAR.m
IPVAR/IRFcreator.m
IPVAR/irfpreppvar.m
IPVAR/minprctile.m
IPVAR/paneldetrend.m
IPVAR/paneldiff.m
IPVAR/panellag.m
IPVAR/vardecomp.m

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