![]() ![]() "What Do the Leading Indicators Lead?", Journal of Business The real interest rate data analyzed in the Handbook of Programs for the Kalman filter and smoother and Click here for updated estimation results and tests for coefficient stability of regression of real GDP on net oil price increase using data through 2019. ![]() Data and software to replicate any of the results in my paper, Causes and Consequences of the Oil Shock of 2007-08.ĭownload software to reproduce results from the paperĬoauthored with Dan Waggoner and Tao Zha.ĭata and software to reproduce results from the papers "A ParametricĪpproach to Flexible Nonlinear Inference" and "What is an Oil Data and software to replicate results in The Propagation of Regional Recessions, coauthored with Michael Owyang, forthcoming in Review of Economics and Statistics. Software to reproduce examples from the book Time Series AnalysisĪffine term structure and commodity futures models Software for alternative to Hodrick-Prescott Filter Software for Bayesian estimation of structural vector autoregressions Note that in order to download a file, your own server needs to SES-0076072, and is freely available to the public. This material has been developed under NSF grants Data and software from various studies can be ![]()
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