Asymmetric impacts of oil price shocks on government expenditures: Evidence from Saudi Arabia

This package contains the dataset as well as links to the Stata commands needed to compute the statistics and results in the empirical section of Hany Abdel-Latif, Rehab A. Osman & Heba Ahmed (2018) Asymmetric impacts of oil price shocks on government expenditures: Evidence from Saudi Arabia, Cogent Economics & Finance DOI: 10.1080/23322039.2018.1512835 https://www.tandfonline.com/doi/abs/10.1080/23322039.2018.1512835 (1) "data20180831.xls": The excel file containing quarterly data from 1990q1 to 2017q2 (date) on oil price (oilprce), the log of oil price (lnoil), government expenditures on education (deuce), government expenditures on health (health), time trend (time) (2) Stata program and codes: To estimate the ARDL model and obtain the results in the paper, you need to download and install the Stata user program and codes written by Kripfganz, S. and D. C. Schneider (2016). ardl: Stata module to estimate autoregressive distributed lag models. Presented July 29, 2016, at the Stata Conference, Chicago.Available on http://www.kripfganz.de/stata/ardl.html To estimate the nonlinear ARDL (NARDL) model and obtain the results in the paper, you need to download and install the Stata user program and codes written by by Marco Sunder (version 26jan2012). Available at http://www.marco-sunder.de/stata/ The computations were done in Stata 13 using Mac. It would be appreciated if the paper and use of the dataset are acknowledged. Hany Abdel-Latif [e-mail] August, 31, 2018

本数据包包含对应数据集，以及复现Hany Abdel-Latif、Rehab A. Osman与Heba Ahmed（2018）发表于《Cogent Economics & Finance》的论文《Asymmetric impacts of oil price shocks on government expenditures: Evidence from Saudi Arabia》实证部分所需统计量与结果的Stata命令链接，论文DOI：10.1080/23322039.2018.1512835，访问地址：https://www.tandfonline.com/doi/abs/10.1080/23322039.2018.1512835。

(1) 数据文件"data20180831.xls"：该Excel文件包含1990年第一季度至2017年第二季度的季度时序数据，具体变量包括：原油价格（oilprce）、原油价格对数（lnoil）、教育领域政府支出（deuce）、医疗领域政府支出（health）以及时间趋势项（time）。

(2) Stata程序与代码：若需估计自回归分布滞后（ARDL）模型并复现论文中的结果，需下载并安装Kripfganz, S.与D. C. Schneider（2016）编写的Stata用户程序与代码：*ardl*：用于估计自回归分布滞后模型的Stata模块，2016年7月29日于芝加哥Stata会议发布，可于http://www.kripfganz.de/stata/ardl.html 获取。若需估计非线性自回归分布滞后（NARDL）模型并复现论文结果，需下载并安装Marco Sunder（2012年1月26日版本）编写的Stata用户程序与代码，可于http://www.marco-sunder.de/stata/ 获取。

本研究的计算基于Stata 13与Mac操作系统。若您在研究中引用本文及本数据集，我们将不胜感激。

联系人：Hany Abdel-Latif，电子邮箱：[e-mail]，发布时间：2018年8月31日。