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”.
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
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
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
