Stock_Watson_动态因子分析模型

[{"title":"（ 69 个子文件 1.29MB ） Stock_Watson_动态因子分析模型","children":[{"title":"ddisk","children":[{"title":"m_utilities","children":[{"title":"adjout.m <span style='color:#111;'> 1.66KB </span>","children":null,"spread":false},{"title":"prtmat_comma.m <span style='color:#111;'> 238B </span>","children":null,"spread":false},{"title":"readxls.m <span style='color:#111;'> 3.65KB </span>","children":null,"spread":false},{"title":"nberdates.m <span style='color:#111;'> 1.03KB </span>","children":null,"spread":false},{"title":"colnumber.m <span style='color:#111;'> 914B </span>","children":null,"spread":false},{"title":"transx.m <span style='color:#111;'> 882B </span>","children":null,"spread":false},{"title":"bw_trend.m <span style='color:#111;'> 477B </span>","children":null,"spread":false},{"title":"mtoq.m <span style='color:#111;'> 1.41KB </span>","children":null,"spread":false},{"title":"hac.m <span style='color:#111;'> 1.42KB </span>","children":null,"spread":false},{"title":"smpl.m <span style='color:#111;'> 185B </span>","children":null,"spread":false},{"title":"lag.m <span style='color:#111;'> 198B </span>","children":null,"spread":false},{"title":"fixed_to_aa.m <span style='color:#111;'> 794B </span>","children":null,"spread":false},{"title":"prtmat_comma_screen.m <span style='color:#111;'> 217B </span>","children":null,"spread":false},{"title":"packr.m <span style='color:#111;'> 153B </span>","children":null,"spread":false},{"title":"varest.m <span style='color:#111;'> 3.32KB </span>","children":null,"spread":false},{"title":".DS_Store <span style='color:#111;'> 6.00KB </span>","children":null,"spread":false},{"title":"uar.m <span style='color:#111;'> 307B </span>","children":null,"spread":false},{"title":"qlra.m <span style='color:#111;'> 2.20KB </span>","children":null,"spread":false},{"title":"gain.m <span style='color:#111;'> 219B </span>","children":null,"spread":false},{"title":"pctile.m <span style='color:#111;'> 91B </span>","children":null,"spread":false},{"title":"calendar_make.m <span style='color:#111;'> 658B </span>","children":null,"spread":false}],"spread":false},{"title":"SW_DFM_Programming_Notes.txt <span style='color:#111;'> 20.18KB </span>","children":null,"spread":false},{"title":"data","children":[{"title":"hom_fac_1.xlsx <span style='color:#111;'> 1.16MB </span>","children":null,"spread":false}],"spread":true},{"title":"matlab","children":[{"title":"irf_oil_price_exogenous.m <span style='color:#111;'> 6.40KB </span>","children":null,"spread":false},{"title":"svar_oil_price_exogenous.m <span style='color:#111;'> 7.17KB </span>","children":null,"spread":false},{"title":"observed_factor_setup.m <span style='color:#111;'> 450B </span>","children":null,"spread":false},{"title":"est_nfac.m <span style='color:#111;'> 3.71KB </span>","children":null,"spread":false},{"title":"units_to_levels.m <span style='color:#111;'> 257B </span>","children":null,"spread":false},{"title":"mat","children":[{"title":".DS_Store <span style='color:#111;'> 6.00KB </span>","children":null,"spread":false}],"spread":true},{"title":"tabulate_variance_decomps_1985_2014.m <span style='color:#111;'> 4.83KB </span>","children":null,"spread":false},{"title":"hom_data_appendix.m <span style='color:#111;'> 4.03KB </span>","children":null,"spread":false},{"title":"amengual_watson.m <span style='color:#111;'> 1.80KB </span>","children":null,"spread":false},{"title":"Oil_common_factor_plot.m <span style='color:#111;'> 5.10KB </span>","children":null,"spread":false},{"title":"favar_oil_price_exogenous.m <span style='color:#111;'> 7.09KB </span>","children":null,"spread":false},{"title":"hom_figure_4.m <span style='color:#111;'> 4.62KB </span>","children":null,"spread":false},{"title":"varirf_ss.m <span style='color:#111;'> 948B </span>","children":null,"spread":false},{"title":"se_dynamic_factor_irf_vdecomp.m <span style='color:#111;'> 4.56KB </span>","children":null,"spread":false},{"title":"factor_estimation_ls_full.m <span style='color:#111;'> 5.50KB </span>","children":null,"spread":false},{"title":"factor_estimation_ls.m <span style='color:#111;'> 6.11KB </span>","children":null,"spread":false},{"title":"tabulate_rsquared_static_factors_real_dataset.m <span style='color:#111;'> 2.99KB </span>","children":null,"spread":false},{"title":"tabulate_rsquared_static_factors.m <span style='color:#111;'> 2.97KB </span>","children":null,"spread":false},{"title":"smpl_HO.m <span style='color:#111;'> 370B </span>","children":null,"spread":false},{"title":".DS_Store <span style='color:#111;'> 10.00KB </span>","children":null,"spread":false},{"title":"hom_figure_5.m <span style='color:#111;'> 4.24KB </span>","children":null,"spread":false},{"title":"svar_kilian.m <span style='color:#111;'> 7.73KB </span>","children":null,"spread":false},{"title":"datain_all.m <span style='color:#111;'> 9.75KB </span>","children":null,"spread":false},{"title":"hom_stability.m <span style='color:#111;'> 8.90KB </span>","children":null,"spread":false},{"title":"hom_descriptive_statistics_all_variables.m <span style='color:#111;'> 6.99KB </span>","children":null,"spread":false},{"title":"hom_var_approx.m <span style='color:#111;'> 10.55KB </span>","children":null,"spread":false},{"title":"lambda_construct.m <span style='color:#111;'> 350B </span>","children":null,"spread":false},{"title":"irf_kilian.m <span style='color:#111;'> 6.50KB </span>","children":null,"spread":false},{"title":"out","children":[{"title":".DS_Store <span style='color:#111;'> 6.00KB </span>","children":null,"spread":false}],"spread":false},{"title":"bai_ng.m <span style='color:#111;'> 390B </span>","children":null,"spread":false},{"title":"tabulate_variance_decomps.m <span style='color:#111;'> 4.57KB </span>","children":null,"spread":false},{"title":"dynamic_factor_irf_vdecomp.m <span style='color:#111;'> 5.86KB </span>","children":null,"spread":false},{"title":"sdfm_kilian.m <span style='color:#111;'> 7.78KB </span>","children":null,"spread":false},{"title":"gain_plots.m <span style='color:#111;'> 2.94KB </span>","children":null,"spread":false},{"title":"Figure_6b.m <span style='color:#111;'> 5.99KB </span>","children":null,"spread":false},{"title":"datain_real.m <span style='color:#111;'> 9.91KB </span>","children":null,"spread":false},{"title":"sdfm_oil_price_exogenous.m <span style='color:#111;'> 6.97KB </span>","children":null,"spread":false},{"title":"hom_descriptive_statistics_real_variables.m <span style='color:#111;'> 6.99KB </span>","children":null,"spread":false},{"title":"hpfilter_trend.asc <span style='color:#111;'> 1.86KB </span>","children":null,"spread":false},{"title":"fig","children":[{"title":".DS_Store <span style='color:#111;'> 6.00KB </span>","children":null,"spread":false}],"spread":false},{"title":"struct_shocks_correlation.m <span style='color:#111;'> 2.73KB </span>","children":null,"spread":false},{"title":"favar_kilian.m <span style='color:#111;'> 7.71KB </span>","children":null,"spread":false},{"title":"plot_fitted_values_1.m <span style='color:#111;'> 3.53KB </span>","children":null,"spread":false}],"spread":false},{"title":".DS_Store <span style='color:#111;'> 10.00KB </span>","children":null,"spread":false},{"title":"scree_plots.xlsx <span style='color:#111;'> 42.29KB </span>","children":null,"spread":false},{"title":"ReadMe_ReplicationFiles.txt <span style='color:#111;'> 1.94KB </span>","children":null,"spread":false}],"spread":true}],"spread":true}]