Data for: The global effects of Covid-19-induced uncertainty

Published: 07-07-2020| Version 1 | DOI: 10.17632/wy94tvr85s.1
Efrem Castelnuovo,
Giovanni Caggiano,
Richard Kima


Eviews file containing the VIX, global financial cycle, and world industrial production series used in our baseline analysis. It also contains the monetary policy shocks estimates by Miranda-Agrippino and Rey (2019) and the oil shocks estimates by Baumeister and Hamilton (2019) used in our robustness checks, as well as all our estimated VARs.