项目作者: phantomachine

项目描述 :
Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
高级语言: Matlab
项目地址: git://github.com/phantomachine/SOECB-MARKOV.git
创建时间: 2018-02-13T02:17:48Z
项目社区:https://github.com/phantomachine/SOECB-MARKOV

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SOECB-Markov

Paper and source codes for Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis, by Timothy Kam, Kirdan Lees and Philip Liu (2009), in Journal of Money, Credit and Banking, Vol. 41, No. 4: 583-618.

Code was written in MATLAB and relies of some functions in the MATLAB Statistics Toolbox.