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Replication Code for "The Impact of the Belt and Road Initiative on the Macroeconomic Tail Risks of Countries Along the Route: An Analysis Based on the QFAVAR Model"

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科学数据银行2025-04-08 更新2026-04-23 收录
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https://www.scidb.cn/detail?dataSetId=581dcffc423c4fd091951a26bee1d01b
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资源简介:
The code is built based on the QFAVAR model provided by Korobilis and Schröder (2024). The impulse response results (Figures 1–6) are located in the "Forecasting" folder, and the indicator forecasting results (Figures 7–12) are available in the "Structural" folder.
提供机构:
中山大学商学院; 中山大学高级金融研究院; 中山大学·深圳创新创业与科技金融研究中心
创建时间:
2025-03-31
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