Data and Code for: News Shocks under Financial Frictions (AEJ:MACRO)
Principal Investigator(s): View help for Principal Investigator(s) John Tsoukalas, University of Glasgow; Christoph Gortz, University of Birmingham; Francesco Zanetti, University of Oxford
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
|---|---|---|---|
| Baseline | 01/04/2021 10:17:AM | ||
| Baseline at specific frequencies | 01/04/2021 10:17:AM | ||
| Baseline-excluding-great-recession | 03/20/2021 12:56:PM | ||
| Baseline-with-measurement-error-in-spread-eq | 03/20/2021 12:58:PM | ||
| Baseline-with-more-financial-shocks-and-news-components | 03/20/2021 01:01:PM | ||
| NoFI | 01/04/2021 10:18:AM | ||
| NoFI at specific frequencies | 01/04/2021 10:17:AM | ||
| NoFI-1-sector | 03/20/2021 01:13:PM | ||
| Streamlined baseline with additional financial shocks | 01/04/2021 10:18:AM |
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To view the citation for the overall project, see http://doi.org/10.3886/E130141V1.
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