abc-codes-and-data.zip
Creators:
Daniel Felix Ahelegbey
;
Monica Billio
;
Roberto Casarin
From the dataset abstract
This paper proposes a Bayesian, graph-based approach to identification in vector autoregressive (VAR) models. In our Bayesian graphical VAR (BGVAR) model, the contemporaneous and temporal...
Source: Bayesian Graphical Models for STructural Vector Autoregressive Processes (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e700ec4b-1d71-47fe-b7cf-4cae28de0334/resource/65b85db5-e9e7-43ac-9c7c-453fea868b58/download/abc-codes-and-data.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
