On the Causal Relationships Between Financial and Real Macroeconomic Variables: A Factor-Augmented VAR Approach
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https://data.mendeley.com/datasets/gcbtwz6nxp
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资源简介：
this data is for the paper "Kalman Filter Analysis of Time-Varying Parameters and Factor Augmented VAR Model for the Chinese Financial Variables and USA Monetary Policy"， all of
data has been log-linearized.
创建时间：
2025-12-25
