Dataset - ZBW Journal Data Archive

Simone Manganelli
;
Sulkhan Chavleishvili

Forecasting and stress testing with quantile vector autoregression (replicati...

Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023,...

DOI:10.15456/jae.2023248.1351910843
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