montecarlo2.prg
Creators:
Ana Beatriz Galvão
From the dataset abstract
This paper proposes a model to predict recessions that accounts for non-linearity and a structural break when the spread between long- and short-term interest rates is the leading...
Source: Structural break threshold VARs for predicting US recessions using the spread (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6d2d9e94-efe3-4711-8ea4-4e9d5f9c5eb7/resource/e5c1a8e1-f260-415b-9a3d-11df033d8d17/download/montecarlo2.prg |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
