Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published February 5, 2025 | Version v1
Software Open

Replication package for "Forecasting with Shadow-Rate VARs"

Creators

  • 1. ROR icon Queen Mary University of London
  • 2. ROR icon Federal Reserve Bank of Cleveland
  • 3. ROR icon Bocconi University
  • 4. ROR icon Centre for Economic Policy Research
  • 5. ROR icon Deutsche Bundesbank

Description

Carriero, A., Clark, T. E., Marcellino, M., & Mertens, E. (2025). "Forecasting with Shadow-Rate VARs"

Files

QE-MS2547-replicationpackage.zip

Files (3.1 MB)

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