shocks_estimate.m
Creators:
Nikolay Gospodinov
;
Damba Lkhagvasuren
From the dataset abstract
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments...
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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/cf8a409c-c313-440c-91ac-4d1691bb3771/resource/7925883c-2bc5-4bbb-8420-ec1e667a83d8/download/shocks_estimate.m |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
