readme.fms.txt
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)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/ee7d5d94-ad7c-41d8-b59a-c61d799c266a/resource/443a0cb5-02b3-4ab1-a68b-a839adaa5b17/download/readme.fms.txt |
Last updated | November 23, 2022 |
Created | November 23, 2022 |