Data & Code for "When do fixed exchange rates work? Evidence from the Gold Standard"

Published: 28 March 2018| Version 2 | DOI: 10.17632/wch3rbkxp7.2
Contributors:
Felix Ward,
Yao Chen

Description

DESCRIPTION Data & code for the paper titled "When do fixed exchange rates work? Evidence from the Gold Standard". The data is described in the paper and an accompanying Online Appendix. FOLDER STRUCTURE (1) "code_empirics": codes generating all non-model-based empirical outputs - "_master.do" runs all STATA do-files - R codes generate figures (2) "code_model": matlab and dynare code for model estimation and simulation (3) "data": all data sources and data outputs - data sources: contains bilateral trade-flow and trade-weight data sources - final dataset: contains Gold Standard dataset (GSAdata.xls), and Euro Area data - model data: observables for model estimation - working folder: intermediate data-files (4) "written": graphics and tables generated from codes in the folder code_empirics

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