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dynamic hierarchical factor model
Giovanni Caggiano
;
Efrem Castelnuovo
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and...
DOI:10.15456/jae.2023012.1557288930
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