RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009
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KeywordsState-space models; RATS;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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