This repository contains the code to reproduce all the findings in "Bayesian Model Averaging in Causal Instrumental Variable Models", arxiv:2504.13520.

The applications folder includes all the code to reproduce the empirical examples, where Carstensen_Gundlach.jl and schooling.jl contain the code for the geography or institutions and returns to schooling examples, respectively. The priors folder includes code to reproduce the plots illustrating the prior distributions. The simulations folder includes all simulation experiments included in the paper:

• simulation_KO2010.jl includes the code for the setting with many weak instruments, and simulation_pln.jl includes the code for the design with a Poisson endogenous variable.
• simulation_Kang2016.jl includes the code for the setting with some invalid instruments.
• simulation_MultEnd.jl includes the code for the setting with multiple endogenous variables and correlated instruments.
• simulation_nonidentified.jl includes code to reproduce an additional experiment with positive mass on non-identified models. This was requested by a reviewer and is not included in the main text.

The gIVBMA.jl package (https://github.com/gregorsteiner/gIVBMA.jl) is required to run the experiments and applications.