Data and Code for ``A Simple Quantile Regression Model Linking Micro Outcomes to Macro Covariates"

This project provides data and programs for the paper ``A Simple Quantile Regression Model Linking Micro Outcomes to Macro Covariates," accepted by International Economic Review. It includes simulation programs demonstrating the model’s performance and data and code for two empirical applications: an analysis of monetary shocks on stock returns and a study of how macroeconomic factors influence households' large-scale expenditures.

本项目为被《国际经济评论》（International Economic Review）录用的论文《关联微观结果（Micro Outcomes）与宏观协变量（Macro Covariates）的简单分位数回归模型（Quantile Regression Model）》提供配套数据与程序。其中包含用于展示该模型性能的仿真程序，以及两项实证应用的配套数据与代码：其一为货币冲击对股票收益率的影响分析，其二为宏观经济因素对家庭大额支出的影响研究。