pem-data.txt
Creators:
Esteban Prieto
;
Sandra Eickmeier
;
Massimiliano Marcellino
From the dataset abstract
We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the contribution...
Source: Time Variation in Macro-Financial Linkages (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/97d16e32-a9f9-4c1c-8d6a-4c40ac85e010/resource/fcf61a18-415e-4ef5-8cf2-8efb7cde0057/download/pem-data.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
