Data and Code for ``A Simple Quantile Regression Model Linking Micro Outcomes to Macro Covariates"
收藏ICPSR2025-01-01 更新2026-04-16 收录
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https://www.openicpsr.org/openicpsr/project/221241/version/V1/view
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资源简介：
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.
提供机构：
Department of Economics, Texas A&M University; China Center for Economic Studies, School of Economics, Fudan University; and Shanghai Institute of International Finance and Economics; Cowles Foundation for Research in Economics, Yale University
创建时间：
2025-01-01
