Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe
Published: 3 July 2025| Version 2 | DOI: 10.17632/3p7frzss8x.2
Contributor:
Lukas VasholdDescription
Contains data and code for "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe".
Files
Steps to reproduce
Code reproduces all results from "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe". Individual panel VAR models were run on the cluster service of WU Wien and may take long with a standard notebook/PC.
Institutions
Wirtschaftsuniversitat Wien
Categories
Macroeconomics, Bayesian Estimation Technique, Vector Autoregression, Financial Stability