Download the GVAR Toolbox
All users should read the License and ensure they agree to the Terms and Conditions contained within it before using the software.
Download the GVAR Toolbox 1.1 (July 2011) (zip, 24.5 MB), which includes:
- all necessary Matlab and Excel files
- a comprehensive user guide
- details of the underlying econometric methods
In this version of the GVAR Toolbox compared to the GVAR Toolbox 1.0:
- The real GDP data series for China has been updated to reflect the latest revisions
- The overidentifying restrictions function for imposing restrictions on the cointegrating vectors is enabled
- The Matlab routines have been improved for faster printing of the output
- A bug has been fixed for the case where no global variables are included in the GVAR
Please acknowledge any use of the GVAR Toolbox by citing it as:
Smith, L.V. and A. Galesi (2011) GVAR Toolbox 1.1, www.cfap.jbs.cam.ac.uk/research/gvartoolbox
Although included in the GVAR Toolbox 1.1, the GVAR data (1979 Q1 - 2009 Q4) can also be downloaded separately, if required. An updated version of the dataset, GVAR data (1979 Q1 -2011 Q2), is also provided. Both versions of the data can be found below:
The GVAR Toolbox is based on the Gauss code GVAR for Gauss (Dec 2010) (zip, 926KB). This is an updated version of the original Gauss code, to replicate the results in Dees, di Mauro, Pesaran and Smith (2007).
This page was last updated on 30 April 2012.