The credit channel of the Sovereign Spread: A Bayesian SVAR analysis

This repository includes the data and the Matlab replication codes for the analysis in the article: "The credit channel of the Sovereign Spread: A Bayesian SVAR analysis" by Gianluca Cafiso, Alessandro Missale, Giulia Rivolta (2025), published in Economic Modelling. Open the "readme.txt" file for instructions, or read below. The excel file "Data_BEAR" includes the data, all the other files are the Matlab replication codes.