Forecasting and stress testing with quantile vector autoregression (replication data)

DOI

Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023, forthcoming. Excel, Matlab and Stata files to replicate the results of the paper

Identifier
DOI https://doi.org/10.15456/jae.2023248.1351910843
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:778323
Provenance
Creator Manganelli, Simone; Chavleishvili, Sulkhan
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2023
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics