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Sulkhan Chavleishvili

forecasting and stress testing with quantile vector autoregression (replication data)

Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023, forthcoming. Excel, Matlab and Stata files to replicate the results of the paper

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Manganelli, Simone; Chavleishvili, Sulkhan (2023): Forecasting and stress testing with quantile vector autoregression (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023248.1351910843

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