oil prices uncertainty, endogenous regime switching, and inflation anchoring (replication data)
Data and Resources
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Data_CHP.zip
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The Data directory contains all the data used. A description of the data is...
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Readme.data.chp.txt
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read me file for data and codes for Section 4 Oil prices uncertainty,...
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VAR_CHP.zip
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Matlab code and data to estimate the VAR and obtain graphs for the effect of...
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