Published November 9, 2026 | Version v1

Replication package for Explosive Dynamics in Climate Time-Series: A Mixed Causal Non-Causal Model with Random-Walk Trend

  • 1. ROR icon Aarhus University
  • 2. ROR icon Vrije Universiteit Amsterdam
  • 3. ROR icon Instituto Superior Técnico

Description

Blasques, F., Koopman, S.J. and Mingoli, G. (forthcoming). Explosive Dynamics in Climate Time-Series: A Mixed Causal Non-Causal Model with Random-Walk Trend. The Econometrics Journal. The package reproduces all tables and figures in the paper and the online appendix, and every number quoted in the text. All code is in Python.

Files

3-replication-package.zip

Files (2.4 MB)

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