nowcasting from cross-sectionally dependent panels (replication data)

This archive contains the replication files. All codes and data are provided. There are three folders corresponding to the simulation study and two empirical applications of the paper. To replicate, navigate to the respective folder and run the code that has been indicated as main. All codes are in R.

Data and Resources

Suggested Citation

Fosten, Jack; Nandi, Shaoni (2023): Nowcasting from cross-sectionally dependent panels (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023062.1054260926

JEL Codes