The study examines the intricate dynamics between unemployment rates, federal funds rates, and the Consumer Price Index (CPI), pivotal indicators of economic health and policy effectiveness. This ...
This repository contains the code and data used to obtain simulation study and applications results for "NIRVAR: Network Informed Restricted Vector Autoregression ...
Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...
Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...
I wrote a package in Python to estimate structural vector autoregression models. An example is located here: https://lnkd.in/eMfK5CM It can be easily installed onto your local machine with ‘pip ...
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