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Todd Clark
;
Andrea Carriero
;
Massimiliano Marcellino

specification choices in quantile regression for empirical macroeconomics (replication code and data)

Data and computer programs used to produce the results in Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino, "Specification Choices in Quantile Regression for Empirical Macroeconomics," Journal of Applied Econometrics, with a focus on the applications with US data.

Data and Resources

Suggested Citation

Clark, Todd; Carriero, Andrea; Marcellino, Massimiliano (2024): Specification choices in quantile regression for empirical macroeconomics (replication code and data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024282.1843663616

JEL Codes