Dataset in support of the Southampton doctoral thesis 'Essays on quantitative macroeconomics and international finance'

This is replication dataset for my doctoral thesis, the dataset contains: three separate files, which include chapter 2, chapter 3, and chapter 4. In chapter 2, the data file format is xxx.dta, which has to be loaded by Stata, and I also provide the do files to help run the codes and read the data. In chapter 3, one need use MATLAB to open the files and conduct the simulation experiment, one should first run 'main' and then have other quantitative analysis, in chapter 4, one needs to use MATLAB to open the files, one should first run "Chen_Main_Tau" file and then the corresponding results will be generated.