Journal of Applied Econometrics Data Archive

Francesco Audrino and Marcelo C. Medeiros, "Modeling and Forecasting short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging", Journal of Applied Econometrics, Vol. 26, No. 6, 2011, pp. 999-1022.

• Readme file
• amdata.zip

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