bvar_main.R
Creators:
Jesus Crespo Cuaresma
;
Martin Feldkircher
;
Florian Huber
From the dataset abstract
This paper develops a Bayesian variant of global vector autoregressive (B-GVAR) models to forecast an international set of macroeconomic and financial variables. We propose a set of...
Source: Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | R |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f3f1c608-46f1-457f-b836-9ec0098f8308/resource/7240794e-def8-4638-931c-b6710cfd5c4a/download/bvar_main.r |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
