shocks_estimate.m
Creators:
Nikolay Gospodinov
;
Damba Lkhagvasuren
From the dataset abstract
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments...
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1723e4ff-c985-4c16-9e72-bc95bc4dae5a/resource/60566137-e469-4e54-80f7-399082640fee/download/shocks_estimate.m |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
