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.
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 |
'Readme_CaseStudies.txt' explains how to initialize the environment in Julia and how to use the codes to replicate the results of the paper.
'Readme_Simulation.txt' explains how to initialize the environment in Julia and how to use the codes to replicate the results of the paper.
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.
All information and data sources can be found in 'Data_Sources.txt'. The data sets are contained in the folder "Data".