├── FactorAugmentedVAR.py ├── Functions.py ├── copper_price_forecast.ipynb └── economic_data.xlsx /FactorAugmentedVAR.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/HoagieT/Factor-Augmented-Vector-Autoregression/HEAD/FactorAugmentedVAR.py -------------------------------------------------------------------------------- /Functions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/HoagieT/Factor-Augmented-Vector-Autoregression/HEAD/Functions.py -------------------------------------------------------------------------------- /copper_price_forecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/HoagieT/Factor-Augmented-Vector-Autoregression/HEAD/copper_price_forecast.ipynb -------------------------------------------------------------------------------- /economic_data.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/HoagieT/Factor-Augmented-Vector-Autoregression/HEAD/economic_data.xlsx --------------------------------------------------------------------------------