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Model averaging and double machine learning (replication data)
This is the replication repository for the paper "Model averaging and double machine learning" by Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann (Journal of... -
Interest Rate Persistence and Monetary Policy Rule in Light of Model Uncertainty
We study how model uncertainty affects the understanding of the interest rate persistence using a generalized Taylor-rule function covering numerous submodels via model average...
