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Exchange rates and macroeconomic fundamentals (replication data)
We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor... -
Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Ma...
This package contains the program codes and data files necessary to replicate the results of the spillover analysis in Economic Policy Uncertainty in the Euro Area:...
