2026-10-13T23:17:30Z https://data.mendeley.com/oai

oai:data.mendeley.com/msr54btmvh.1 2018-07-02T07:33:28Z

Rohit, Abhishek Policy spillovers and its dynamism: Case of fixed vs. flexible exchange rates Mendeley Data The dataset named "Replication.xlsx" contains first differenced interest rates of 5 AEs (UK, Germany, Canada, Australia, and Japan), 8 EMEs (India, Indonesia, Malaysia, Russia, South Africa, Thailand, Turkey, and Singapore), and US. In a VAR framework, the study estimates two models, i.e., one of US and the AEs and the other one of US with the EMEs. S&P500 and Crude oil price have been used as control variables and are available in the file "controls.xlsx". Further spillover index (Diebold and Yilmaz, 2009) for the full sample and its rolling sample estimates are calculated for these two models using the R code uploaded here, "Replication codes.r". Macroeconomics Monetary Economics Dash, Pradyumna Dataset doi:10.17632/msr54btmvh.1 oai:data.mendeley.com/msr54btmvh.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/msr54btmvh 2018-07-02T07:33:28Z