Smets-and-Woulters

This code seeks to replicate the results of the MATLAB example found here:

https://au.mathworks.com/help/econ/examples/modeling-the-united-states-economy.html

There are few limitations with the R package VARs and the full results cannot be replicated without creating additional functions. This is something I will do in future. This code should be treated as work in progress.