Lag structure of estimations.

These data structures contain the optimal lag structures used in the estimations. The optimal lags are given in separate .mat files for the Long dataset (labeled with 25 in the filenames) and Short dataset (labeled with 42 in the file names), for the crises-included and the crises-excluded (labeled with NC in the file names) and for the explained (labeled as Y in the filenames) and explanatory (labeled as X in the file names) country in the Granger tests. All files contain an array of N times N times T with T being the number of time windows and one entry showing the optimal lag of the given time series for the given country pair.
(ZIP)