VARLAGSELECT.SRC
Creators:
Todd E. Clark
;
Michael W. McCracken
From the dataset abstract
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 methods...
Source: Averaging forecasts from VARs with uncertain instabilities (replication data)
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Metadata
Field | Value |
---|---|
Format | SRC |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/e17e4661-c490-4a1d-8bc2-576c4d93297d/resource/a757f322-5c54-4891-9dcc-394d2549e829/download/varlagselect.src |
Last updated | November 15, 2022 |
Created | November 15, 2022 |