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Dynamic factor model
Philipp Wegmueller
;
Christian Glocker
US Weekly Economic Index: Replication and extension (replication data)
Replication materials for "US Weekly Economic Index: Replication and extension", by Philipp Wegmueller and Christian Glocker, Journal of Applied Econometrics, forthcoming.
DOI:10.15456/jae.2023075.0909504723
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.txt
