Readme.HK.txt
Creators:
From the dataset abstract
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration motivates...
Source: Fast and order-invariant inference in Bayesian VARs with non-parametric shocks (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| Type | text |
| Authors | Huber, Florian and Koop, Gary |
| DOI | |
| Publication Date | 2024 |
| URL | https://journaldata.zbw.eu/dataset/bbe07e42-d458-4ea6-82de-c3a0ec63b078/resource/12e45246-ee8d-4d96-a9de-2c46c717fe4d/download/readme.hk.txt |
| Last updated | July 9, 2024 |
| Created | July 9, 2024 |
