Replication Data for: Dynamic Forecasting of Banking Crises with a Qual VAR

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Replication data

创建时间：

2023-11-08

Replication Data for: Dynamic Forecasting of Banking Crises with a Qual VAR

Replication data

NIAID Data Ecosystem20

Dynamic forecasting of banking crises with a Qual VAR

This paper applies a Qual VAR approach to generate a continuous banking crisis indicator from an underlying latent variable using a Markov Chain Monte Carlo algorithm. Four decades of banking crises a

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Dynamic forecasting of banking crises with a Qual VAR

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Dynamic forecasting of banking crises with a Qual VAR

DataCite Commons2024-05-17 更新20

Dynamic forecasting of banking crises with a Qual VAR

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