lp-codes.zip
Creators:
Michele Lenza
;
Giorgio E. Primiceri
From the dataset abstract
This paper illustrates how to handle a sequence of extreme observations-such as those recorded during the COVID?19 pandemic-when estimating a vector autoregression, which is the most...
Source: How to estimate a vector autoregression after March 2020 (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/510ab8aa-09a7-44bc-abcb-8c77e9d13584/resource/308819ce-d703-4b0d-8cb4-54d0ded24bf9/download/lp-codes.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
