elmarmertens/CCMMoutlierVAR-code

Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

语言：MATLAB · GitHub 星标：13 · Fork：9

话题：bayesian-var · covid-19 · forecasting · outlier-detection · outlier-removal

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