Asynchronous MSVAR replication kit

Mendeley Data2026-04-09 收录

时间序列体制转换

计量经济模型

数据链接：

https://data.mendeley.com/datasets/bdhdyxs2kt 数据链接链接失效反馈

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资源简介：

Collection of codes to replicate the results of my paper "An asynchronous Markov switching VAR model to identify variables regimes". A short guide explains how to use the codes.

The Intermittent Phillips Curve: Finding a Stable (But Persistence- Dependent) Phillips Curve Model Specification

计量经济模型

通货膨胀预测

We make substantial progress on understanding the Phillips curve, yielding important monetary policy implications. Inflation responds differently to persistent versus moderately persist

DataCite Commons2026-04-22 更新60

Interview with Pierre Morin, conducted by Loipa Muniz Duarte on June 28th, 2022. Oral Histories of Economics

经济学口述历史

计量经济模型

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.

金融时间序列

计量经济模型

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

Mendeley Data30

S1 Text. The MS-AR estimation results.

地方政府债务风险预警

计量经济模型

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”.

NIAID Data Ecosystem50

A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime

货币政策效应分析

计量经济模型

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

NIAID Data Ecosystem30

Asynchronous MSVAR replication kit

资源简介：

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