Dataset - ZBW Journal Data Archive

Naira Kotb
;
Jan-Niklas Brenneisen
;
Matthias Lengnick
;
Christian Proaño
;
Hans-Werner Wohltmann

Spillover Effects between the Stock Market and the Real Economy (Replication ...

This paper illustrates a behavioral mixed frequency macro-finance model where both real and financial variables are generated on a daily basis. Further, while financial sector...

DOI:10.15456/jbnst.2024298.0720549899
- .m
- application/vnd.wolfram.mathematica.package
Eva F. Janssens
;
Robin L. Lumsdaine

Sectoral slowdowns in the UK: Evidence from transmission probabilities and ec...

This folder contains MATLAB and R software and data to accompany the paper "Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages" by...

DOI:10.15456/jae.2023193.1329820844