This directory contains codes used in

    A Critique of Structural VARs Using Real Business Cycle Theory
    Federal Reserve Bank of Minneapolis Staff Report 
    by V.V. Chari, Patrick Kehoe, and Ellen McGrattan

to replicate results in the literature.

Directory      DESCRIPTION
----------     ----------------------------------------------------
bquah.m        Matlab file for computing BQ results for 2-D problem
bquahboot.m    Calls bquah and computes bootstrapped confidence bands
ir.m           Main matlab routine for replicating results 
ir2.m          Same as ir.m except for shorter sample period
*chk.m         Files using alternative sign convention

Ellen McGrattan
April, 2005