├── Competing_FCIs.m ├── DMA_TVP_FAVAR.m ├── DMA_TVP_FAVAR_TS.m ├── DMA_probabilities.m ├── FAVAR_PC_DOZ.m ├── Instructions.md ├── LICENSE ├── README.md ├── SSRN-id2374980.pdf ├── TVP_FAVAR.m ├── VAR.m ├── data ├── other_FCIs.dat ├── tcode.dat ├── varnames.mat ├── xdata.dat ├── xdata_all.dat ├── xnames.mat ├── ydata.dat ├── ydata2.dat └── yearlab.mat └── functions ├── DMAFCI_fore.m ├── KFS_factors.m ├── KFS_parameters.m ├── Kalman_companion.m ├── Minn_prior_KOOP.m ├── combntns.m ├── create_RHS_NI.m ├── extract.m ├── gamm_rnd.m ├── invgamrnd.m ├── mlag2.m ├── mvnpdfs.m ├── mvnrnd.m ├── ols_pc_dfm.m ├── ols_quantities2.m ├── olssvd.m ├── reshape_tvp.m ├── standardize.m ├── standardize1.m ├── standardize2.m ├── standardize_miss.m └── transform.m /Competing_FCIs.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/korobilis/DMA_FCI/HEAD/Competing_FCIs.m 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