ccm-files.zip
Creators:
Andrea Carriero
;
Todd E. Clark
;
Massimiliano Marcellino
From the dataset abstract
We use a Bayesian vector autoregression with stochastic volatility to forecast government bond yields. We form the conjugate prior from a no-arbitrage affine term structure model. The...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4068a7d6-6f0d-4a98-8629-2dd2cb6b6401/resource/85b3e482-8a8d-450e-8228-8eec1949217d/download/ccm-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
