Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Publication Year:
2016
Tags:
Credit
Esteban Prieto
;
Sandra Eickmeier
;
Massimiliano Marcellino
Time Variation in Macro-Financial Linkages (replication data)
We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the...
DOI:10.15456/jae.2022326.0700278264
TXT
PDF
