Dynamic Linear Expenditure System with stochastic trends in preferences: Bayesian estimation using time-series data

Published: 10 February 2026| Version 1 | DOI: 10.17632/stvb9wn3rr.1
Contributors:
Jakub Boratyński,

Description

Replication package for the article “Dynamic Linear Expenditure System with Stochastic Trends in Preferences: Bayesian Estimation Using Time-Series Data”, including code, data, and precomputed results.

Files

Steps to reproduce

Steps to reproduce are provided in the README.txt file included in the package.

Categories

Economics, Econometrics, Consumption, Stochastic Modeling, Bayesian Analysis

Licence