A collection of MATLAB codes to perform Vector Autoregression (VAR) analysis: OLS estimation and identification via zero/short-run restrictions, sign restrictions, and proxy SVAR; impulse response functions, forecast-error variance decompositions, historical decompositions, and bootstrap confidence intervals.

A hands-on introduction to VAR analysis using the toolbox. The handbook develops the theory and works through a complete empirical application, from reduced-form estimation to structural identification, impulse responses, and variance decompositions. The accompanying code reproduces every step of that application, so the reader can run and modify each result alongside the text, and the slides condense the same material for teaching and presentation.