Data for: Fiscal policy shocks and stock prices in the United States.
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资源简介：
The Cholesky VAR model for government spending is stored in VAR_GS\estimate.m (full sample and sub-sample) The Proxy VAR model for tax is stored in VAR_tax\estimate_var.m (full sample). Subsample estimates in Estimate_var_subsample1.m the code for the FAVAR models is in FAVAR_GS and FAVAR_tax respectively
创建时间：
2021-04-26
