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  1. pandemic_priors pandemic_priors Public

    A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with time dummies.

    Jupyter Notebook 9 2

  2. nowcast_ea nowcast_ea Public

    Replication files of the DFM now-casting of the euro area GDP (www.euroareanowcast.com)

    MATLAB 4 5