Drivers of the Global Financial Cycle

Published: 27 March 2025| Version 2 | DOI: 10.17632/35kb5f8hz2.2
Contributors:
John Rogers, Bo Sun, Wenbin Wu

Description

Data and codes used in the paper "Drivers of the Global Financial Cycle"

Files

Steps to reproduce

**Organization of the replication materials** * Base directory: scripts for replication * CleanData/: data series constructed and used in the paper * Functions/: programs to execute the empirical analysis * OutPuts/: estimation results for each model in the paper **Replication instruction** * run estimate.R in the base directory. This will conduct all the estimation and produce all the baseline results in the paper, including Figure 1 - 6, and Table 4.

Categories

Macroeconomics, International Finance, Open Economy Macroeconomics

Licence