Supplement to "Economic Predictions with Big Data: The Illusion of Sparsity"

This zip file contains only the replication codes (without data and posterior simulation results).

Supplemental Authors: 
Giannone, Domenico - Amazon
Lenza, Michele - European Central Bank
Primiceri, Giorgio E - Northwestern University
Data and Programs
Package icon 17842_Data_and_Programs-2.zip

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