Code and Data


This repository contains code for several VAR estimation methods. Furthermore, a code file is provided for simulations.

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This repository contains (I hope) useful text data from the Federal Reserve. For people interested in text analysis, I have scraped the transcripts together with the appendices from 1969 - 2007. There is no guarantee that everything is perfect but it will be a good starting point for your text analysis projects.

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(A picture of Milton Friedman's license plate )