@data{jae.2023061.1619232138, author = {Chang, Yoosoon and Herrera, Ana-Maria and Pesavento, Elena}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {oil-prices-uncertainty-endogenous-regime-switching-and-inflation-anchoring-replication-data}, year = {2023}, version = {1}, url = {https://journaldata.zbw.eu/dataset/oil-prices-uncertainty-endogenous-regime-switching-and-inflation-anchoring-replication-data}, keywords = {C13,C32,E32,Q34}, doi = "10.15456/jae.2023061.1619232138" }