Dataset for Unobserved Components Model Estimates of Credit Cycles: Tests and Predictions

Published: 23 June 2022| Version 1 | DOI: 10.17632/czmxw58drc.1
Contributor:
Andrew Hessler

Description

The dataset is contained in "secondary_data.csv". Prior to estimation the data should be logged and multiplied by 400. Julia code for constructing the ideal Fisher index is provided in "ideal_Fisher_idx.jl".

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Categories

Economics

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