Asymmetric impacts of oil price shocks on government expenditures: Evidence from Saudi Arabia
Description
This package contains the dataset as well as links to the Stata commands needed to compute the statistics and results in the empirical section of Hany Abdel-Latif, Rehab A. Osman & Heba Ahmed (2018) Asymmetric impacts of oil price shocks on government expenditures: Evidence from Saudi Arabia, Cogent Economics & Finance DOI: 10.1080/23322039.2018.1512835 https://www.tandfonline.com/doi/abs/10.1080/23322039.2018.1512835 (1) "data20180831.xls": The excel file containing quarterly data from 1990q1 to 2017q2 (date) on oil price (oilprce), the log of oil price (lnoil), government expenditures on education (deuce), government expenditures on health (health), time trend (time) (2) Stata program and codes: To estimate the ARDL model and obtain the results in the paper, you need to download and install the Stata user program and codes written by Kripfganz, S. and D. C. Schneider (2016). ardl: Stata module to estimate autoregressive distributed lag models. Presented July 29, 2016, at the Stata Conference, Chicago.Available on http://www.kripfganz.de/stata/ardl.html To estimate the nonlinear ARDL (NARDL) model and obtain the results in the paper, you need to download and install the Stata user program and codes written by by Marco Sunder (version 26jan2012). Available at http://www.marco-sunder.de/stata/ The computations were done in Stata 13 using Mac. It would be appreciated if the paper and use of the dataset are acknowledged. Hany Abdel-Latif h.abdel-latif@swansea.ac.uk August, 31, 2018