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.