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://jda-test.zbw.eu/dataset/ddaabe29-63d5-4f93-b444-8b860355aeba/resource/544b1e23-dbfd-4107-bc43-669d059e358d/download/abcf-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
