real and financial cycles in euro area economies: results from wavelet analysis (replication data)
Data and Resources
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README.pdf
PDF
Instructions
Downloads: 111 -
Data sources.pdf
PDF
Data description and data sources.
Downloads: 93 -
Data_EQP_EA4.csv
.csv
real equity prices
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Data_EQP_EA4.xlsx
XLSX
real equity prices
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Data_LHH_EA4.csv
CSV
real MFI loans to households
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Data_LHH_EA6.xlsx
XLSX
real MFI loans to households
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Data_LNF_EA4.csv
CSV
real MFI loans to non-financial corporations
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Data_LNF_EA4.xlsx
XLSX
real MFI loans to non-financial corporations
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Data_RPP_EA4.csv
CSV
real residential property prices
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Data_RPP_EA4.xlsx
XLSX
real residential property prices
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Data_LTN_EA4.csv
CSV
Long-term interest rate
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Data_LTN_EA4.xlsx
XLSX
Long-term interest rate
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Data_SPN_EA4.csv
CSV
term spread
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Data_SPN_EA4.xlsx
XLSX
term spread
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Data_YER_EA4.csv
CSV
real GDP
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Data_YER_EA4.xlsx
XLSX
real GDP
Downloads: 79 -
EA4_FC3_GDPR_WPS.m
m
Matlab code for wavelet power spectra
Downloads: 93 -
EA4_FS3_GDPR_WCO_TDiff.m
m
Matlab code for coherency and time difference
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DE_FC3_Cohesion.m
m
Matlab code for cohesion
Downloads: 83 -
AWCOh.m
m
Matlab function - adapted version; original version from AST Toolbox by L....
Downloads: 85 -
SurrogateARMAEcon15.m
m
Matlab function - adapted version; original version from AST Toolbox by L....
Downloads: 83