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Mario Forni
;
Luca Gambetti
;
Marco Lippi
;
Luca Sala

informing dsge models through dynamic factor models (replication data)

Replication files for the paper "Informing DSGE models through dynamic factor models", by Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala. Please unzip the file and read the readme.txt document.

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Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca (2025): Informing DSGE models through dynamic factor models (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2025049.0811104161

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