Dataset for Unobserved Components Model Estimates of Credit Cycles: Tests and Predictions
Published: 23 June 2022| Version 1 | DOI: 10.17632/czmxw58drc.1
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".