Replication File
"Stein Combination for Vector Autoregressions" by Bruce E. Hansen
http://www.ssc.wisc.edu/~bhansen/
bruce.hansen@wisc.edu
This work is preliminary

Main program Files:
cvarf.m		computes Stein combination point forecasts
cvar_ir.m	computes Stein combination impulse responses

OLS program files
varf.m		computes OLS point forecasts
var_ir.m	computes OLS impulse responses

Example files
example1.m	empirical forecasts
example2.m	empirical impulse responses
Data2016.mat	matlab Data matrix
Data2016.xlsx	Data, excel format
CreateData.m	Creates matlab data file from excel file

Simulation files
simulation1.m	Designs 1 and 2
simulation3.m	Designs 3

Out of Sample Comparison (not in paper)
GLPoos.m

BVAR files
Everything in subdirectory GLP
These are extracted from the files posted at Giorgio Primiceri's website
http://faculty.wcas.northwestern.edu/~gep575/research.html
The programs have been slightly altered to reduce screen output and saving, to speed simulation computation
