Climate_Shocks_Financial_Stability_Data_EViews

This archive contains the following files related to our empirical analysis: Excel File (Excel File (climate_financial_data.xlsx)) Includes raw quarterly data before and after applying the Hodrick-Prescott (HP) filter. Contains time series before harmonization of frequency, as originally collected from various sources. Each sheet is clearly labeled to indicate the data status (e.g., “Raw Data”, “HP Filtered”, “Before Harmonization”). EViews 10 Workfile (climate_model_workfile.wf1) Contains all the data used in the empirical analysis. Includes pre-processed variables, HP-filtered series, and the final dataset used for estimation. The file also includes the estimated Bayesian VAR model, with all settings and estimation results saved. Please ensure that EViews version 10 or later is installed to open the .wf1 file.