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  • Russia, Moscow

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  1. FAVAR Public

    This implementation is inspired by the seminal work of Ben S. Bernanke, Jean Boivin, and Piotr Eliasz in their influential article, "Measuring the Effects of Monetary Policy: A Factor-Augmented Vec…

    TeX 5 4

  2. Weighted_TSCV Public

    Jupyter Notebook

  3. prohack_hackathon Public

    Jupyter Notebook

  4. kassandra-ru/kassandr Public

    R package

    R 4