State-Dependent Transmission of Monetary Policy in the Euro Area
by Jan Pablo Burgard, Matthias Neuenkirch, and Matthias Nckel

For questions concerning the R package, please contact Jan Pablo Burgard (burgardj@uni-trier.de).
For questions concerning the article, please contact Matthias Neuenkirch (neuenkirch@uni-trier.de).

Install package mixtureVAR and execute file MS17-260.R (contains explanations) step by step.
All other files are auxiliary files.