wmdata.dat
Creators:
Michael R. Wickens
;
Roberto Motto
From the dataset abstract
This paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or exogenous,...
Source: Estimating shocks and impulse response functions (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0c501fa7-2fa7-48eb-95a5-92415f477647/resource/6bd54684-ab83-4a70-afb2-b45b965d6291/download/wmdata.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
