Python and Matlab Codes for the Fed Disagreement Paper
The Python code folder includes the scripts used for disagreement measure. The Matlab code folder includes the scripts used for BVAR estimation. The original version of the Matlab program is by Koop and Korobilis, (2010). Their original version is available here. I edited the files to include the interaction effect.
Koop, G. and Korobilis, D. (2010), Bayesian Multivariate Time Series Methods for Empirical Macroeconomics