epu-vn-econometrics-data-and-code

Description

This replication package contains the complete set of data panels and Python scripts required to reproduce the econometric findings reported in the manuscript "Hidden in the Aggregate: Domain-Decomposed Policy Uncertainty and Capital-Market Risk Transmission in an Emerging Economy". The package is organized to ensure computational transparency and ease of replication. The package includes 6 Python scripts designed to be executed in sequence. The directory includes all necessary time-series data processed for stationarity and aligned to a common monthly frequency (2017–2026).

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