文件名称:FCI代码
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- 上传时间：2019-12-23
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文件大小：1.97mb
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此文件夹包含以下文件:1)其他代码: B. TVP-FAVAR: 估计一个 TVP FAVAR。此代码用于演示只有, 它应该作为一个出发点, 以了解评估的工作原理 (在前往多个使用 DMA 的模型案例) 2)预测代码:a. 竞争 FCIs: 从我们收集的4现有 FCIs 的预测联邦储备银行B. DMA_TVP_FAVAR: 动态模型平均/选择的预测 (DMA/DMS),与相对 noninf
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压缩包 : DMA_FCI.zip 列表 DMA_FCI/Competing_FCIs.m DMA_FCI/data/ DMA_FCI/data/other_FCIs.dat DMA_FCI/data/tcode.dat DMA_FCI/data/varnames.mat DMA_FCI/data/xdata.dat DMA_FCI/data/xdata_all.dat DMA_FCI/data/xnames.mat DMA_FCI/data/ydata.dat DMA_FCI/data/ydata2.dat DMA_FCI/data/yearlab.mat DMA_FCI/DMA_probabilities.m DMA_FCI/DMA_TVP_FAVAR.m DMA_FCI/DMA_TVP_FAVAR_TS.m DMA_FCI/FAVAR_PC_DOZ.m DMA_FCI/functions/ DMA_FCI/functions/combntns.m DMA_FCI/functions/create_RHS_NI.m DMA_FCI/functions/DMAFCI_fore.m DMA_FCI/functions/extract.m DMA_FCI/functions/gamm_rnd.m DMA_FCI/functions/invgamrnd.m DMA_FCI/functions/Kalman_companion.m DMA_FCI/functions/KFS_factors.m DMA_FCI/functions/KFS_parameters.m DMA_FCI/functions/Minn_prior_KOOP.m DMA_FCI/functions/mlag2.m DMA_FCI/functions/mvnpdfs.m DMA_FCI/functions/mvnrnd.m DMA_FCI/functions/ols_pc_dfm.m DMA_FCI/functions/ols_quantities2.m DMA_FCI/functions/olssvd.m DMA_FCI/functions/reshape_tvp.m DMA_FCI/functions/standardize.m DMA_FCI/functions/standardize_miss.m DMA_FCI/functions/standardize1.m DMA_FCI/functions/standardize2.m DMA_FCI/functions/transform.m DMA_FCI/functions/transform_hstep.m DMA_FCI/functions/transx.m DMA_FCI/functions/wish.m DMA_FCI/functions/yfcst.m DMA_FCI/functions/yfcsta.m DMA_FCI/README.docx DMA_FCI/SSRN-id2374980.pdf DMA_FCI/TVP_FAVAR.m DMA_FCI/VAR.m DMA_FCI/VAR_4_0.96_0.99.mat
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