A toolbox for VAR analysis
A collection of Matlab routines to perform VAR analysis.  Estimation is performed with OLS.  The VAR Toolbox allows for identification of structural shocks with zero short-run restrictions (Cholesky); zero long-run restrictions (Blanchard-Quah); sign restrictions; and with the external instrument approach (proxy SVAR) developed by Stock and Watson (2012) and Mertens and Ravn (2013).  Impulse Response Functions (IRF), Forecast Error Variance Decomposition (FEVD), and Historical Decompositions (HD) are computed according to the chosen identification.  Error bands are obtained with bootstrapping.  The VAR Toolbox makes use of few Matlab routines from the Econometrics Toolbox for Matlab by James P. LeSage.  It also includes a collection of Matlab routines that allows the user to save and export high quality images from Matlab (using the Export_fig function by Oliver Woodford).  To enable this option, the Toolbox requires Ghostscript installed on your computer.  The Matlab examples page includes few examples on the functioning of the VAR Toolbox.  

[VAR Toolbox 2.0] Update: 12 August 2015  [Recent Changes] 
[User manual] Coming soon

A toolbox for the analysis of DSGE models estimated with Bayesian techniques
This toolbox uses the standard output of Dynare to: (i) plot the Markov chain Monte Carlo (MCMC), (ii) plot the ergodic distribution of the posterior distribution, (iii) plot the prior versus the posterior distribution, together with the mode of the posterior, (iv) assess the convergence of the MCMC chain through CUSUM procedure, and (v) compare the correlation between the parameters implied by the Hessian and the chain.  The toolbox makes use of few Matlab routines of Dynare 4.3.

[DSGE Bayesian Toolbox] Updated: October 2012

These codes have been tested with MATLAB R2013b. Despite every effort has been made to ensure that these codes are error free, some of them may still have bugs or errors.  If you find any, please email me at ambrogio.cesabianchi@gmail.com.