Data for: Fiscal policy shocks and stock prices in the United States.
收藏NIAID Data Ecosystem2026-03-12 收录
下载链接：
https://data.mendeley.com/datasets/mcgymdzs53
下载链接
链接失效反馈官方服务：
资源简介：
The Cholesky VAR model for government spending is stored in VAR_GS\estimate.m (full sample and sub-sample)
The Proxy VAR model for tax is stored in VAR_tax\estimate_var.m (full sample). Subsample estimates in Estimate_var_subsample1.m
the code for the FAVAR models is in FAVAR_GS and FAVAR_tax respectively
创建时间：
2021-04-26
