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State-Dependent Transmission of Monetary Policy in the Euro Area
by Jan Pablo Burgard, Matthias Neuenkirch, and Matthias Nöckel

For questions concerning the R package, please contact Jan Pablo Burgard ([email protected]).
For questions concerning the article, please contact Matthias Neuenkirch ([email protected]).

Install package mixtureVAR and execute file MS17-260.R (contains explanations) step by step.
All other files are auxiliary files

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