This file contains all of the materials needed for replicating all of the analyses in the paper. It includes the raw data, the code for the estimators and figures, and the supplemental data used in th
This Python script performs a comprehensive comparison of classical time series models and AI-based models on synthetic financial datasets. It generates synthetic gold price data (Open, Close, High, L
S1 Text. The MS-AR estimation results. for paper entitled “Several Explorations on How to Construct an Early Warning System for Local Government Debt Risk in China”.
We introduce a structural vector autoregressive model with endogenously switching conditional covariance matrix. The structural shocks are identified by simultaneously diagonalizing the reduced form e