These are the replication materials for the paper "Improving inference and forecasting in VAR models using cross-sectional information" by Jan Prüser and Boris Blagov forthcoming in Economic Modeling

NIAID Data Ecosystem90

Romania: OECD Economic Outlook, Volume 2025 Issue 1: Tackling Uncertainty, Reviving Growth

宏观经济预测

不确定性分析

The global outlook is becoming increasingly challenging. Substantial increases in barriers to trade and heightened policy uncertainty will have marked adverse effects on growth prospects if they persi

Organisation for Economic Co-operation and Development30

Criteria of CPI fluctuation states for HMM with monthly input that vary in four types.

CPI分析

隐马尔可夫模型

Criteria of CPI fluctuation states for HMM with monthly input that vary in four types.

NIAID Data Ecosystem100

CPI inflation rate among large economies in Western Europe 2010-2025

CPI分析

西欧宏观经济

Annual inflation rate of the consumer price index (CPI) among large economies in Western Europe from January 2010 to December 2025

Statista30