USrealvec.csv
Creators:
Anindya Banerjee
;
Massimiliano Marcellino
;
Igor Masten
From the dataset abstract
Starting from the dynamic factor model for nonstationary data we derive the factor-augmented error correction model (FECM) and its moving-average representation. The latter is used for...
Source: Structural FECM: Cointegration in large‐scale structural FAVAR models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/7b68ca8a-19b1-41e7-8103-c5559663c499/resource/fd0a4276-ab7e-48a4-90d8-9f59a485b81e/download/usrealvec.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
