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mikkelpm authored Jul 10, 2021
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Expand Up @@ -6,7 +6,7 @@ Matlab code for inference on variance decompositions and the degree of invertibi
Plagborg-Møller, Mikkel and Christian K. Wolf (2021), "Instrumental Variable Identification of Dynamic Variance Decompositions", https://scholar.princeton.edu/mikkelpm/decomp_iv (paper + online appendix)

**Acknowledgements:**
We are grateful to Diego Känzig for allowing us to reproduce some of the data files used in his 2021 AER paper.
We are grateful to [Diego Känzig](https://github.com/dkaenzig) for allowing us to reproduce some of the data files used in his [2021 AER paper](https://www.aeaweb.org/articles?id=10.1257/aer.20190964)

Tested in: Matlab R2020a on Windows 10 PC (64-bit)

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