dfms version 0.3.0
- Added argument
quarterly.vars, enabling mixed-frequency estimation with monthly and quarterly data following Banbura and Modugno (2014). The data matrix should contain the quarterly variables at the end (after the monthly ones).
quarterly.vars, enabling mixed-frequency estimation with monthly and quarterly data following Banbura and Modugno (2014). The data matrix should contain the quarterly variables at the end (after the monthly ones).