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Julieta Yung
;
Grant Everett

analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach (replication data)

We provide all necessary code files to create networks using two different approaches as explained in the paper, as well as codes to compare and display the networks. Because of licensing agreements, we provide simulated data instead. [For the paper "Analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach" by Julieta Yung and Grant Everett (Journal of Applied Econometrics)]

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Yung, Julieta; Everett, Grant (2024): Analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024283.2031295303

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