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What is Empirical Macro Models Toolbox Guide about?

This paper presents a MATLAB toolbox for estimating VARs, factor models, and local projections using classical or Bayesian methods. It includes functionalities for handling missing data, mixed frequencies, and large cross-sectional information, as well as tools for forecasting, measuring spillovers, and analyzing business cycles. The toolbox is available as open-source software and is designed for use in academic and central bank settings.

Author

Mehdi

Language

EN