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Chapter 2
Macroeconomic Scenario Analysis From a Bank Perspective
Macroeconomic Scenario Analysis From a Bank Perspective
Note:
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Examples and exercise are available in "docx" format. The reader is invited to copy and paste the software code in Matlab and R scripts.
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Data are available in "xlsx" format. The reader is invited to transform in "csv" format when needed.
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For exercise 2.5, the reader is invited to download the GVAR toolbox from the following website
https://sites.google.com/site/gvarmodelling/gvar-toolbox
Examples (Matlab - R)
Exercises (Matlab - R)
Functions (Matlab)
Data
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