VAR_CHP.zip
Creators:
Yoosoon Chang
;
Ana-Maria Herrera
;
Elena Pesavento
Matlab code and data to estimate the VAR and obtain graphs for the effect of a shock on inflation expectations. The programs and functions for the estimation of the endogenous markov switching model are available upon request.
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | code |
| Version | 1 |
| Authors | Chang, Yoosoon and and |
| DOI | |
| Publication Date | 2023 |
| URL | https://journaldata.zbw.eu/dataset/64a28528-16d9-400d-ad81-ceccd65e42fe/resource/10d13be6-898f-49c4-b7ef-fa4a7b560dc1/download/var_chp.zip |
| Last updated | March 2, 2023 |
| Created | March 2, 2023 |
