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SOECB-Markov

Paper and source codes for Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis, by Timothy Kam, Kirdan Lees and Philip Liu (2009), in Journal of Money, Credit and Banking, Vol. 41, No. 4: 583-618.

Code was written in MATLAB and relies of some functions in the MATLAB Statistics Toolbox.