Articles by tag: R

Automating update of a finance database for the Euro Area

Published on June 1, 2016 by Thomas Brand

Description step by step to build automatic update a finance database for the Euro Area, similar to the Christiano, Motto and Rostagno (2014) database for the US.

Automating update of the Smets and Wouters (2003) database

Published on October 15, 2015 by Thomas Brand, Nicolas Toulemonde

database , model , estimation , R

Description step by step to build automatic update of the Smets and Wouters (2003) database.