Replication files for “Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs” by F. Huber, G. Koop, L. Onorante, M. Pfarrhofer and J. Schreiner

Source-files:
“simulation_script.R” contains the simulation study.
“data_script.R” transforms xls-files in “raw-data” for use of the functions.

“raw-data” contains raw xls-files of our dataset for all four countries. Use "data-script.R" to import.