abcf-files.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ffa8a8bb-76dd-4556-97fe-f98867c43750/resource/177b8625-c779-4b2f-9a63-4b503dc4303e/download/abcf-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
