readme.abcf.txt
Creators:
Giovanni Angelini
;
Emanuele Bacchiocchi
;
Giovanni Caggiano
;
Luca Fanelli
From the dataset abstract
We propose a nonrecursive identification scheme for uncertainty shocks that exploits breaks in the volatility of macroeconomic variables and is novel in the literature on uncertainty....
Source: Uncertainty across volatility regimes (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ffa8a8bb-76dd-4556-97fe-f98867c43750/resource/2b319cff-b890-4938-a039-fa4183916c4a/download/readme.abcf.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
