Kalman Filter Analysis of Time-Varying Parameters and Factor Augmented VAR Model for the Chinese Financial Variables and USA Monetary Policy data
Published: 13 March 2023| Version 1 | DOI: 10.17632/gcbtwz6nxp.1
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guangdong yu
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this data is for the paper "Kalman Filter Analysis of Time-Varying Parameters and Factor Augmented VAR Model for the Chinese Financial Variables and USA Monetary Policy"
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Financial Analysis