CM JAE Replication August 2024.zip
Creators:
Replication package (Matlab codes, data) for all the results documented in the paper and appendix of the Castelnuovo-Mori contribution on "Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens".
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Castelnuovo, Efrem and University of Padova, |
| DOI | |
| Publication Date | 2024 |
| Availability | Download |
| Geographic Area (controlled) | United states |
| Geographic Area (free) | United States |
| Temporal Coverage (controlled) | 1971-01-01 to 2023-03-30 |
| Temporal Coverage (free) | 1971Q1-2023Q1 |
| Unit Type | |
| Number of Units | |
| Sampled Universe | Macroeconomic time series |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/c7ca401e-ee40-4f64-95cb-fd4405a52cb5/resource/e2f8fb12-5caa-4dd1-a45b-2b3f453ca196/download/cm-jae-replication-august-2024.zip |
| Last updated | September 4, 2024 |
| Created | September 4, 2024 |
