regdata

A matrix containing a large macro data set <code>regdata</code>.

datasets

Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <DOI:10.1162/0033553053327452>.

Pu Chen

FAVAR

Bayesian Analysis of a FAVAR Model

Chen Chen

Gary Koop

Dimitris Korobilis

regdata function

A matrix <code>regdata</code> with 190 rows and 118 variables,<dl class="dl-horizontal">
<dt>X</dt><dd><code>X</code> is the first column through the 115th column in <code>regdata</code>, a large macro data set</dd>
<dt>Y</dt><dd><code>Y</code> is the 116th column through the 118th column in <code>regdata</code>, driving the dynamics of the economy</dd>
</dl>

Format

Sample Data — regdata

A matrix <code>regdata</code> with 190 rows and 118 variables,<dl class='dl-horizontal'>
<dt>X</dt><dd><code>X</code> is the first column through the 115th column in <code>regdata</code>, a large macro data set</dd>
<dt>Y</dt><dd><code>Y</code> is the 116th column through the 118th column in <code>regdata</code>, driving the dynamics of the economy</dd>
</dl>

regdata: Sample Data

Description

Usage

Arguments

Format