Here you can find some updated codes that Martin Bruns and I used for the paper "A new posterior sampler for Bayesian structural vector autoregressive models", Quantiative Economics 2023. It's the codes used to run the Dynamic Striated Metropolis-Hastings algorithm by Waggoner, Wu and Zha, Journal of Econometrics 2016. It's a very efficient algorithm for exploring posterior distributions of a non-common form displaying potentially challenging shapes
Link to the folder here
Last updated: May 24, 2026