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Dynamic effects of persistent shocks (replication data)
This package replicates the paper Alloza, Gonzalo and Sanz (2024). “Dynamic Effects of Persistent Shocks”. Journal of Applied Econometrics. Contact details: Mario Alloza... -
Tracking Economic Activity With Alternative High-Frequency Data (replication ...
This data package contains the replication data files data_ch.Rda and data_ch.xlsx related to the Journal of Applied Econometrics article titled Tracking Economic Activity With... -
Sudden stop: Supply and demand shocks in the German natural gas market (repli...
We use a structural VAR model to study the German natural gas market and investigate the impact of the 2022 Russian supply stop on the German economy. Combining conventional and... -
Expecting the unexpected: Stressed scenarios for economic growth (Replication...
We propose the construction of conditional growth densities under stressed factor scenarios to assess the level of exposure of an economy to small probability but potentially... -
The shale oil boom and the US economy: Spillovers and time-varying effects (r...
Hilde C. Bjørnland & Julia Skretting, "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects", Journal of Applied Econometrics The data used in this... -
Real-time weakness of the global economy (replication data)
This archive contains the replication files for the paper "Real-time weakness of the global economy" by Danilo Leiva-León, Gabriel Pérez-Quirós and Eyno Rots, published in the... -
Corporate debt booms, financial constraints, and the investment nexus (replic...
This folder contains the codes and datasets needed to replicate all results in the paper "Corporate debt booms, financial constraints, and the investment nexus" by Bruno...
