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://jda-test.zbw.eu/dataset/55753634-1a31-4a66-867a-13bdcba107bb/resource/0bea88b3-6a86-4065-9973-647dcd49e396/download/ccm-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
