Skip to content
#

unemployment

Here are 7 public repositories matching this topic...

In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro varia…

  • Updated Dec 5, 2022
  • R

R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.

  • Updated Nov 5, 2020
  • R

Improve this page

Add a description, image, and links to the unemployment topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the unemployment topic, visit your repo's landing page and select "manage topics."

Learn more