analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach (replication data)
Data and Resources
-
readme.yg.txt
.txt
read me file
Downloads: 23 -
RActual_SmallSim.csv
.csv
simulated data
Downloads: 23 -
RActual_SmallSim_Metadata.csv
CSV
simulated data - metadata
Downloads: 20 -
FactorVAR.r
r
function that creates the PCA and OCMT three-step networks
Downloads: 20 -
NetworkEstimationGivenCoVar.R
r
Auxiliary function to calculate GFEVc, GIRF, & GFEVD networks from...
Downloads: 21 -
SpringPlots.R
r
Create spring plot figures of the networks.
Downloads: 21 -
ForceAtlas2USDOCMT.R
R
Auxiliary function to create the spring plots
Downloads: 20 -
MainGibbsFunc.m
m
Function to estimate the Bayesian state-space model based networks
Downloads: 22 -
SaveGibbsMedianAsCSV.m
m
Auxiliary function that saves the medians of the Gibbs results to CSV
Downloads: 20 -
RunMainGibbsFuncSplits.bat
bat
Helper script to run the Gibbs sampler in batches and save intermediate results
Downloads: 20 -
QAP_Comparisons.m
m
Run QAP comparisons between the OCMT and Gibbs networks
Downloads: 20 -
qapBayesTest.m
m
Auxiliary function that runs the QAP comparisons
Downloads: 20
