Analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach (replication data)

DOI

We provide all necessary code files to create networks using two different approaches as explained in the paper, as well as codes to compare and display the networks. Because of licensing agreements, we provide simulated data instead. [For the paper "Analysis of upstream, downstream and common firm shocks using a large factor-augmented vector autoregressive approach" by Julieta Yung and Grant Everett (Journal of Applied Econometrics)]

Identifier
DOI https://doi.org/10.15456/jae.2024283.2031295303
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:781173
Provenance
Creator Yung, Julieta; Everett, Grant
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2024
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics