fms-data.zip
Creators:
Claudia Foroni
;
Massimiliano Marcellino
;
Dalibor Stevanovic
From the dataset abstract
Temporal aggregation in general introduces a moving-average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which...
Source: Mixed‐frequency models with moving‐average components (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ee7d5d94-ad7c-41d8-b59a-c61d799c266a/resource/3871c2bb-ba81-4a52-9670-5875a717562d/download/fms-data.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
