bccm-files.zip
Creators:
Yu Bai
;
Andrea Carriero
;
Todd E. Clark
;
Massimiliano Marcellino
From the dataset abstract
In this paper, we propose a hierarchical shrinkage approach for multi-country VAR models. In implementation, we consider three different scale mixtures Normals priors and provide new...
Source: Macroeconomic forecasting in a multi‐country context (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6ee6d221-68e4-4443-a3f6-043bcf80b9b4/resource/a8db1c76-d68b-4422-8c1e-ab5d07847b94/download/bccm-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
