@data{jae.2022327.0723025373,
author = {Lenza, Michele and Primiceri, Giorgio E.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {how-to-estimate-a-vector-autoregression-after-march-2020},
year = {2022},
version = {1},
url = {https://journaldata.zbw.eu/dataset/how-to-estimate-a-vector-autoregression-after-march-2020},
doi = "10.15456/jae.2022327.0723025373" 
}