TVP-VAR

代码说明：

说明：  包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)

文件列表：

TVP-VAR\3MSHIBOR数据\3MSHIBOR.xlsx, 17678 , 2020-01-11
TVP-VAR\3MSHIBOR数据\CPI.xlsx, 29094 , 2020-01-11
TVP-VAR\3MSHIBOR数据\GDP.xlsx, 29273 , 2020-01-11
TVP-VAR\Code\3MSHIBOR.xlsx, 18346 , 2020-01-11
TVP-VAR\Code\data.xlsx, 18298 , 2020-03-26
TVP-VAR\Code\data2.csv, 1519 , 2020-03-15
TVP-VAR\Code\data2.xlsx, 11989 , 2020-03-15
TVP-VAR\Code\drawimp.m, 2080 , 2012-06-04
TVP-VAR\Code\fAt.m, 631 , 2012-03-19
TVP-VAR\Code\fGeweke.m, 768 , 2012-03-19
TVP-VAR\Code\finvm.m, 544 , 2012-03-19
TVP-VAR\Code\ftsvar.m, 872 , 2012-03-19
TVP-VAR\Code\fXh.m, 534 , 2012-03-19
TVP-VAR\Code\fXt.m, 559 , 2012-03-19
TVP-VAR\Code\impulse.m, 1197 , 2012-03-19
TVP-VAR\Code\mcmc.m, 12335 , 2013-12-30
TVP-VAR\Code\setvar.m, 2394 , 2020-03-15
TVP-VAR\Code\ssmooth.m, 2871 , 2013-05-19
TVP-VAR\Code\svsamp.m, 5545 , 2012-03-19
TVP-VAR\Code\TVPVAR-Package.m, 1526 , 2013-12-30
TVP-VAR\Code\tvpvar.m, 1221 , 2020-03-26
TVP-VAR\Code\tvpvar_a.xls, 16120 , 2020-03-26
TVP-VAR\Code\tvpvar_ai.xls, 16120 , 2020-03-26
TVP-VAR\Code\tvpvar_ex.mat, 3160 , 2011-11-10
TVP-VAR\Code\tvpvar_ex.xls, 2782 , 2011-10-04
TVP-VAR\Code\tvpvar_ex2.m, 1162 , 2013-09-01
TVP-VAR\Code\tvpvar_imp.xls, 504525 , 2020-03-26
TVP-VAR\Code\tvpvar_int.xls, 16120 , 2020-03-26
TVP-VAR\Code\tvpvar_m.pdf, 57856 , 2013-09-01
TVP-VAR\Code\tvpvar_vol.xls, 16120 , 2020-03-26
TVP-VAR\第一部分（以3MSHIBOR为例).docx, 394249 , 2020-01-12
TVP-VAR\部分参考文献\介绍TVP-VAR的一篇好文章Bayesian_Analysis_of_Time－Varying_Parameter_Vector_Autoregressive_Model_for_the_Japanese_Economy_and_Monetary_Policy.pdf, 267026 , 2019-12-27
TVP-VAR\部分参考文献\利率市场化背景下政策利率传导的时_省略_析_基于TVP_VAR模型的检验_李宝伟.pdf, 2240736 , 2020-01-02
TVP-VAR\部分参考文献\（背景资料）利率双轨制改革下的货币政策传导效率研究.ppt, 3169792 , 2019-11-26
TVP-VAR\3MSHIBOR数据, 0 , 2020-01-12
TVP-VAR\Code, 0 , 2020-03-26
TVP-VAR\部分参考文献, 0 , 2020-01-12
TVP-VAR, 0 , 2020-04-07