Dataset - ZBW Journal Data Archive

Todd E. Clark
;
Michael W. McCracken

Averaging forecasts from VARs with uncertain instabilities (replication data)

Recent work suggests VAR models of output, inflation, and interest rates may be prone to instabilities. In the face of such instabilities, a variety of estimation or forecasting...

DOI:10.15456/jae.2022319.1307087430
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