DYNLOOP_BGMFACTORS_MA1_AR13_new_JAE.m
Creators:
Ferre De Graeve
;
Karl Walentin
From the dataset abstract
Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast, are the...
Source: Refining Stylized Facts from Factor Models of Inflation (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/644e16ab-75d5-4b63-8dc8-c5c232a40760/resource/77d210f9-e45a-49e8-b620-afd82b805afe/download/dynloop_bgmfactors_ma1_ar13_new_jae.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
