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Tracking Economic Activity With Alternative High-Frequency Data (replication ...
This data package contains the replication data files data_ch.Rda and data_ch.xlsx related to the Journal of Applied Econometrics article titled Tracking Economic Activity With... -
Specification choices in quantile regression for empirical macroeconomics (re...
Data and computer programs used to produce the results in Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino, "Specification Choices in Quantile Regression for... -
Exploiting news analytics for volatility forecasting: replication data
Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied... -
Structural breaks and GARCH models of exchange rate volatility: Re-examinatio...
Data and replication information for "Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension" by Akram Hasanov, Robert Brooks, Aktam... -
Fast and order-invariant inference in Bayesian VARs with non-parametric shock...
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration... -
Nowcasting Norwegian household consumption with debit card transaction data (...
This entry contains information about the data used in our analysis. The debit card transaction data that we use are confidential and cannot be made publicly available....
