pruggerd / Structural-Vector-Autoregression-ModelingLinks
I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and invests seasonality and stationarity. The second part develops a (structural) vector autoregressive model and test structural identification. The third uses principal compnent analysis and three different quality …
☆10Updated 5 years ago
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