Datasets
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Uncertainty, skewness, and the business cycle through the MIDAS lens: replica...
Data and replication information for "Uncertainty, skewness, and the business cycle through the MIDAS lens" by Efrem Castelnuovo and Lorenzo Mori; published in Journal of... -
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and...
