Drivers of Global Financial Cycle

Description

Replication files for "Drivers of Global Financial Cycle"

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.

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