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Title: TVP-VAR Download
 Description: Including the current mainstream time-varying parameter vector autoregressive model code and Literature
 Downloaders recently: [More information of uploader ChenBerry1995]
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File list (Check if you may need any files):
FilenameSizeDate
TVP-VAR\3MSHIBOR数据\3MSHIBOR.xlsx 17678 2020-01-11
TVP-VAR\3MSHIBOR数据\CPI.xlsx 29094 2020-01-11
TVP-VAR\3MSHIBOR数据\GDP.xlsx 29273 2020-01-11
TVP-VAR\Code\3MSHIBOR.xlsx 18346 2020-01-11
TVP-VAR\Code\data.xlsx 18298 2020-03-26
TVP-VAR\Code\data2.csv 1519 2020-03-15
TVP-VAR\Code\data2.xlsx 11989 2020-03-15
TVP-VAR\Code\drawimp.m 2080 2012-06-04
TVP-VAR\Code\fAt.m 631 2012-03-19
TVP-VAR\Code\fGeweke.m 768 2012-03-19
TVP-VAR\Code\finvm.m 544 2012-03-19
TVP-VAR\Code\ftsvar.m 872 2012-03-19
TVP-VAR\Code\fXh.m 534 2012-03-19
TVP-VAR\Code\fXt.m 559 2012-03-19
TVP-VAR\Code\impulse.m 1197 2012-03-19
TVP-VAR\Code\mcmc.m 12335 2013-12-30
TVP-VAR\Code\setvar.m 2394 2020-03-15
TVP-VAR\Code\ssmooth.m 2871 2013-05-19
TVP-VAR\Code\svsamp.m 5545 2012-03-19
TVP-VAR\Code\TVPVAR-Package.m 1526 2013-12-30
TVP-VAR\Code\tvpvar.m 1221 2020-03-26
TVP-VAR\Code\tvpvar_a.xls 16120 2020-03-26
TVP-VAR\Code\tvpvar_ai.xls 16120 2020-03-26
TVP-VAR\Code\tvpvar_ex.mat 3160 2011-11-10
TVP-VAR\Code\tvpvar_ex.xls 2782 2011-10-04
TVP-VAR\Code\tvpvar_ex2.m 1162 2013-09-01
TVP-VAR\Code\tvpvar_imp.xls 504525 2020-03-26
TVP-VAR\Code\tvpvar_int.xls 16120 2020-03-26
TVP-VAR\Code\tvpvar_m.pdf 57856 2013-09-01
TVP-VAR\Code\tvpvar_vol.xls 16120 2020-03-26
TVP-VAR\第一部分(以3MSHIBOR为例).docx 394249 2020-01-12
TVP-VAR\部分参考文献\介绍TVP-VAR的一篇好文章Bayesian_Analysis_of_Time-Varying_Parameter_Vector_Autoregressive_Model_for_the_Japanese_Economy_and_Monetary_Policy.pdf 267026 2019-12-27
TVP-VAR\部分参考文献\利率市场化背景下政策利率传导的时_省略_析_基于TVP_VAR模型的检验_李宝伟.pdf 2240736 2020-01-02
TVP-VAR\部分参考文献\(背景资料)利率双轨制改革下的货币政策传导效率研究.ppt 3169792 2019-11-26
TVP-VAR\3MSHIBOR数据 0 2020-01-12
TVP-VAR\Code 0 2020-03-26
TVP-VAR\部分参考文献 0 2020-01-12
TVP-VAR 0 2020-04-07

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