replicationcode.R
Creators:
Jan Prüser
;
Christoph Hanck
This loads all the function to estimate the model and to select hyperparameters. After this the file contains the DGPs and calculates the true IRFs. Finnaly, the code contains some simulations.
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Metadata
| Field | Value |
|---|---|
| Format | R |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Prüser, Jan and Hanck, Christoph |
| DOI | |
| Publication Date | 2021 |
| Availability | OnSite |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/2ae11856-983b-432c-bd99-911ee95a4a4d/resource/61d8623d-f510-4ebc-9352-f9a4e3f1a4f7/download/replicationcode.r |
| Last updated | April 28, 2021 |
| Created | April 28, 2021 |
