pem-data.txt
Creators:
Esteban Prieto
;
Sandra Eickmeier
;
Massimiliano Marcellino
From the dataset abstract
We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the contribution...
Source: Time Variation in Macro-Financial Linkages (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/62d9be98-566c-40b7-853b-a9b3598f126d/resource/2b3f2330-05ab-4f50-b32b-5f48c213c867/download/pem-data.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
