Dataset used by Chan and Qi (2025)

Dataset used by Chan and Qi (2025)

Usage

chanqi2025

Format

6 (variables) x 50 (states) x 129 (time points) array.

Source

Source: https://joshuachan.org/code/code_BMAR.html

References

Chan, J. C. C. & Qi, Y. (2024). Large Bayesian Tensor VARs with Stochastic Volatility. arXiv.