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    13
  • Rank 1,512,713 (Top 30 %)
  • Language
    Jupyter Notebook
  • Created almost 4 years ago
  • Updated almost 4 years ago

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Repository Details

An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a much larger data set and can be used in a big data setting.