fms-data.zip
Creators:
Claudia Foroni
;
Massimiliano Marcellino
;
Dalibor Stevanovic
From the dataset abstract
Temporal aggregation in general introduces a moving-average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which...
Source: Mixed‐frequency models with moving‐average components (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/677a1900-84f2-4edb-ae34-15f0131d28cf/resource/379898cb-1be8-48e5-9fc8-246444b3c272/download/fms-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
