lp-codes.zip
Creators:
Michele Lenza
;
Giorgio E. Primiceri
From the dataset abstract
This paper illustrates how to handle a sequence of extreme observations-such as those recorded during the COVID?19 pandemic-when estimating a vector autoregression, which is the most...
Source: How to estimate a vector autoregression after March 2020 (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Lenza, Michele and Primiceri, Giorgio E. |
| DOI | |
| Publication Date | 2022 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/510ab8aa-09a7-44bc-abcb-8c77e9d13584/resource/b95540db-fc82-478d-8112-ab0a4e18a273/download/lp-codes.zip |
| Last updated | June 4, 2025 |
| Created | June 4, 2025 |
