readme.bccm.txt
Creators:
Yu Bai
;
Andrea Carriero
;
Todd E. Clark
;
Massimiliano Marcellino
From the dataset abstract
In this paper, we propose a hierarchical shrinkage approach for multi-country VAR models. In implementation, we consider three different scale mixtures Normals priors and provide new...
Source: Macroeconomic forecasting in a multi‐country context (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/3ca46efb-4940-44eb-a0a0-8271b46cda7e/resource/7a938320-0ec2-41d1-81cb-3a6523942e72/download/readme.bccm.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
