These matlab programs can be used to create impulse responses as reported in 

Kilian, L. and Vigfusson, R. J. (2011), Are the responses of the U.S. economy asymmetric in energy price increases and decreases?. Quantitative Economics, 2: 419453. 

mainsendout.m is the main program that calls nlimpkv.m

These programs use the bsxfun program which speeds up calculations by a factor of 10. 

The other text files contain the data. 


Contact robert.j.vigfusson@frb.gov with any questions. 

April 30 2013
