Data for: Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy: Evidence from Azerbaijan

Published: 11-12-2020| Version 1 | DOI: 10.17632/ptvv28k2ky.1
Contributor:
Zekeriya Yildirim

Description

This file includes RATS codes for the near VAR and full VAR model, and dataset for the manuscript titled "Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy: Evidence from Azerbaijan". Dataset includes variables used in the empirical analysis. To obtain the Figure 4 or to estimate the near VAR model, please run the near VAR. prf file. To obtain the Figure 5 or to estimate the full VAR model, please run the full VAR. prf file.

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