遇见数据集

On the Causal Relationships Between Financial and Real Macroeconomic Variables: A Factor-Augmented VAR Approach

收藏
NIAID Data Ecosystem2026-05-10 收录
官方服务:

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
二维码
社区交流群
二维码
科研交流群
商业服务