THE ROLE OF EXTERNAL SHOCKS TO MACROECONOMIC FLUCTUATIONS Of EMERGING ECONOMIES: EXPLORING THE EXPORT COMMODITY PRICE CHANNEL

This dataset can be used to priduce the main results of the paper entitled: THE ROLE OF EXTERNAL SHOCKS TO MACROECONOMIC FLUCTUATIONS Of EMERGING ECONOMIES: EXPLORING THE EXPORT COMMODITY PRICE CHANNEL. The dataset is composed key macroeconomic variables to four African economies namely Ethiopia, Morocco, Nigeria and South AFrica as well as slected macroeconomic indicators of European Union economy. Based on the dataset, a BVAR is estinmated for each of the four African economies and the results highlighted the importance of export commodity price shocks to understand transmission of excternal shocks to emerging economies. A detailed description of data source and transformation of variables can be found in the Appendix section of the paper.

本数据集可用于复现题为《新兴经济体外部冲击对宏观经济波动的作用：出口商品价格渠道探析》的论文核心研究成果。该数据集包含埃塞俄比亚、摩洛哥、尼日利亚及南非四个非洲经济体的关键宏观经济变量，以及欧盟经济体的遴选宏观经济指标。基于本数据集，研究者可为上述四个非洲经济体分别估计贝叶斯向量自回归（BVAR）模型，研究结果凸显了出口商品价格冲击在解析外部冲击向新兴经济体传导机制中的关键作用。有关数据来源与变量转换方式的详细说明，可参见该论文的附录部分。