identifying oil price shocks with global, developed, and emerging latent real economy activity factors (replication data)

This is the replication package for the empirical results in "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors" by Antoine A. Djogbenou, Journal of Applied Econometrics, 2023, forthcoming. It includes four folders containing all data files and Matlab codes.

Data and Resources

Suggested Citation

Djogbenou, Antoine (2023): Identifying oil price shocks with global, developed, and emerging latent real economy activity factors (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023278.1038307623

JEL Codes