https://github.com/adaemmerp/supportrecovery
Science Score: 13.0%
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○.zenodo.json file
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○Scientific vocabulary similarity
Low similarity (6.0%) to scientific vocabulary
Repository
Basic Info
- Host: GitHub
- Owner: AdaemmerP
- Language: Julia
- Default Branch: main
- Size: 4.12 MB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
SupportRecovery
This repository contains the replication codes for "Economic Time Series Predictions and the Illusion of Support Recovery" by Adämmer and Schüssler (2024). The code is mainly written in Julia but we also use R for some routines and visualizations. We have also rewritten the Matlab code by Giannone et al. (2021) in Julia.
Codes
The Julia packages will be automatically installed when instantiating the environment. The procedure is explained in the README files.
For R you have to install the following packages:
R packages |
:--------|
BeSS |
xtable |
ggplot2 |
dplyr |
tidyr |
stringr|
scales |
lemon |
forcats |
Case Studies
'Readme_CaseStudies.txt' explains how to initialize the environment in Julia and how to use the codes to replicate the results of the paper.
Simulations
'Readme_Simulation.txt' explains how to initialize the environment in Julia and how to use the codes to replicate the results of the paper.
Figures
The folder "Figures" contains all empirical results and R codes to replicate the Figures of the paper.
'Readme_Figures.txt' explains how to use the R codes.
Data
All information and data sources can be found in 'Data_Sources.txt'. The data sets are contained in the folder "Data".
Owner
- Name: Philipp Adämmer
- Login: AdaemmerP
- Kind: user
- Location: Hamburg
- Repositories: 2
- Profile: https://github.com/AdaemmerP