montecarlo2.prg
Creators:
Ana Beatriz Galvão
From the dataset abstract
This paper proposes a model to predict recessions that accounts for non-linearity and a structural break when the spread between long- and short-term interest rates is the leading...
Source: Structural break threshold VARs for predicting US recessions using the spread (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/0084fac4-4820-465c-a54e-6cb19c39d5b1/resource/a233eebc-f0e3-4ab4-ad30-33d5fae5357c/download/montecarlo2.prg |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
