Replication data for: Prior Selection for Vector Autoregressions

Giannone, Domenico, Lenza, Michele, and Primiceri, Giorgio E., (2015) \"Prior Selection for Vector Autoregressions.\" Review of Economics and Statistics 97:2, 436-451.詹农内（Domenico Giannone）、伦扎（Michele Lenza）与普里米切里（Giorgio E. Primiceri）（2015）《向量自回归的先验选择》（Prior Selection for Vector Autoregressions），《经济与统计评论》（Review of Economics and Statistics）第97卷第2期，第436-451页。