GVAR_prog.zip
17/08/09


The following files are included in this archive file:

KGVARA.g: 			Estimates the GVAR model
KGVARB.g: 			Performs bootstrapping
BREAKTEST_ZS1(var1.1)_FINAL.g: 	Performs the break test using an ARDL(1,1) specification
CO-BREAKING_TEST.g:		Performs the co-breaking test
RESTRICTIONS.g:			Contains the restrictions used in the co-breaking test
WEAK_EXO_TEST.g:		Performs the weak exogeneity test

You must run KGVARA.g first as it generates output used by the other programmes.

The dataset is available in the archive file "GVAR_data.zip".