Data_CHP.zip
Creators:
Yoosoon Chang
;
Ana-Maria Herrera
;
Elena Pesavento
The Data directory contains all the data used. A description of the data is in the paper.
File mWTI.xls contains the main data. This is the monthly spot price of West Texas Intermediate (WTI) spanning the period between January 1986 and January 2021 obtained from the Energy Information Agency.
File MonthlyWTI and Brent containes both the WTI and the Brent oil prices. This is used to replicate the results in the online appendix.
data_VAR_CHP includes the data for the inflation expectation VAR analysis. These are the volatility regime factor (ELF_VOL), the mean regime factor (ELF_MEAN), the CPI (CPI5YR, CPI10YR) inflation rate (INF_CPI), the median expected inflation from the Surve
Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Chang, Yoosoon and and |
| DOI | |
| Publication Date | 2023 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/64a28528-16d9-400d-ad81-ceccd65e42fe/resource/193c5fa3-11f7-421f-8697-e5b97d1b2e29/download/data_chp.zip |
| Last updated | March 2, 2023 |
| Created | March 2, 2023 |
