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Firm size distributions through the lens of functional principal components a...
We explore the dynamics of firm size distributions through the lens of Functional Principal Component Analysis as proposed by Kneip and Utikal (2001). Using samples of UK firms... -
Path forecast evaluation (replication data)
A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given... -
Large Bayesian vector auto regressions (replication data)
This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers...
