Journal of Applied Econometrics Data Archive

Manfred M. Fischer, Niko Hauzenberger, Florian Huber, and Michael Pfarrhofer, "General Bayesian Time-Varying Parameter VARs for Modeling Government Bond Yields", Journal of Applied Econometrics, Vol. 38, No. 1, 2023, pp. 69-87.

• Readme file
• fhhp-data.zip

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