Contributors: Mizuki Tsuboi
... Matlab code for some figures.
Data for: Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market
Contributors: donghua wang, JingRu Ji, DingHai Xu
... In-sample and out-of-sample dataset in the paper.
Data for: A Multivariate Time Series Analysis of Energy Consumption, Real Output and Pollutant Emissions in a Developing Economy: New Evidence from Nepal
Contributors: Rabindra Nepal, Nirash Paija
... The attached file contains both the raw data and refined data used in the analysis.
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Contributors: Jamie Cross
... Quarterly time series of four key Australian macroeconomic variables: real GDP, CPI inflation, the TWO measured exchange rate and the cash rate, from 1980 to 2017.
Data for: Consumption, Welfare, and Stochastic Population Dynamics When Technology Shocks Are (Un)tied
Contributors: Mizuki Tsuboi
... Matlab codes and data for VAR analysis.
Contributors: Alfred Haug
... Article link: https://doi.org/10.1016/j.econmod.2018.09.031 The data used in the paper “Monetary and Fiscal Policy Transmission in Poland” by Alfred A. Haug, Tomasz Jędrzejowicz and Anna Sznajderska is provided in an Excel file with various sheets. Please cite the paper if you use any of the data. Use is at own risk and no guarantees are given. There are two main sheets. The first sheet contains the macro series for the period from 1998-2012, with updates for 2013. The second sheet is the one with the narrative fiscal measures, including the impact of the measures in Polish currency (PLN) in millions and their transformation into GDP ratios until 2012. The other sheets contain background information, used, e.g., for calculations of elasticities of fiscal variables.
Contributors: Abhishek Rohit, Pradyumna Dash
... The R code in the dataset estimates the spillover index (Diebold & Yilmaz, 2009) for short-term interest rates in the AEs and the EMEs . The file Replication.xlsx contains the interest rates in first differenced format. The file Controls.xlsx contains the exogenous variables to be used as a part of estimation. The code can be used to replicate Table 1, Figure 3 and Figure 4 of the study. The estimation of spillover index has been done using the package "fastSOM", provided by Stefan Kloessner with contributions by Sven Wagner. Please refer to Kloessner, S., Wagner, S. (2013). fastSOM. R package version 1.0.0.
Contributors: Yin Chu, Minyi Dong, Qiang Gong, Chun Ping Chang
... This zip file includes data sets of two commonly-used crude oil prices and an indicator for global economic activities, as well as some other confounding factors. We employ the dataset to investigate the time- and frequency-varying relationship between crude oil prices and global economic activity. A PDF file documenting the software output results of our analyses is also included.
Contributors: thomas lagoarde-segot, Simon Neaime, Isabelle GAYSSET
... This is the dataset which we used for our econometric analysis.