Data for: Fundamentalists, contrarians, trend-extrapolators and the dynamic trade-multiplier

Published: 3 April 2026| Version 1 | DOI: 10.17632/c8bt3j5j9v.1
Contributors:
Marwil J. Dávila-Fernández, Serena Sordi

Description

This repository contains the replication files for ''Fundamentalists, contrarians, trend-extrapolators and the dynamic trade-multiplier'' by M. Davila-Fernandez and S. Sordi. The replication package is organised into a numerical module, consisting of MATLAB scripts, and an econometric module, consisting of raw data in Excel format and EViews workfiles. Instructions for running the replication files are provided in the 'README'.

Files

Categories

Nonlinear Dynamical Systems, State Space Model

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