Interview with Pierre Morin, conducted by Loipa Muniz Duarte on June 28th, 2022. This interview is part of the collection "Macroeconometric Modelling at the French Treasury", hosted by the Oral Histor

DataCite Commons2025-09-25 更新40

COMPARISON BETWEEN CLSSICAL MODELS (VAR& VECM) & A.I(ANN & RNN INCLUDING LTSM & GRU) MODELS.

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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

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S1 Text. The MS-AR estimation results.

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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”.

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A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime

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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

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Simulation comparison between M* (MR-SPLIT), LIML and 2SLS.

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