非常好的一个MATLAB工具箱，该工具箱提供了全局型VAR模型的公式。并且把主要国家的宏观经济数据更新到2017年第3季度。本人提供工具箱与数据。该工具箱中包含有使用手册。  Part I takes the user through the processes involved in building a GVAR model using this software. The GVAR methodology is demonstrated using the recently updated version of the GVAR database covering the period 1979Q1-2013Q1.
    Part II (Technical appendices) provides a review of the underlying econometric techniques used in the development and analysis of a GVAR model. It also provides a detailed outline of the data sources and methods used in the compilation, revision and updating of the GVAR database to its most recent version.In developing the GVAR Toolbox 2.0 we have benefited greatly from comments, suggestions and input by M. Hashem Pesaran as well as from feedback by many GVAR Toolbox users, including participants of the GVAR modelling course organised by the Global Economic Modelling Network (Ecomod). We are especially grateful to the beta tester of the toolbox Kamiar Mohaddes for his helpful feedback on preliminary versions of the package.