GVAR
The GVAR Toolbox 1.1 is designed for the purpose of GVAR modelling.
.... The GVAR modelling approach provides a general yet practical global modelling framework for the quantitative analysis of the relative importance of different shocks and channels of transmission mechanisms. This makes it a suitable tool for policy analysis, although it has been used in a number of other contexts, including analysing credit risk and evaluating the UK entry into the Euro. The GVAR Toolbox 1.1 is primarily tailored to policy analysis and forecasting.