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Data · dataset · 2026

Replication package: Protectionist U.S. Trade Policies and the Cross-Section of Emerging Market Currency Returns (Emerging Markets Review)

Listed in Teesside University Research Data Repository

This package contains the complete Stata code that reproduces all empirical results of the paper: Tables 1–5 and A.1, and Figures 1–3.

Description

What is included: (i) All Stata do-files: master.do orchestrates the pipeline; code/01_data_preparation/ builds the intraday exchange-rate construct, the analysis panel (intraday returns, election-probability and protectionism variables, sample filters), and the macro conditioning variables; code/02_analysis/EMR_analysis.do produces every table and figure.

(ii) The authors' own mapping files. (iii) For every third-party data source, a small format example (EXAMPLE_*.xlsx, typically one illustrative country) documenting the exact layout each do-file expects. (iv) Full documentation: README.md, a standalone Data Availability Statement (DATA_AVAILABILITY.md), and a variable codebook (docs/codebook.md).

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What is NOT included: No third-party data are redistributed, neither licensed nor public. The analysis relies on several proprietary/licensed sources the authors may not share (intraday exchange rates from LSEG/Refinitiv Thomson Reuters Tick History; Iowa Electronic Markets contract prices; S&P sovereign credit ratings; ICRG political-risk ratings) as well as publicly available sources (e.g. UN Comtrade, World Bank WDI, External Wealth of Nations, IMF, Chinn–Ito, Manifesto Project, USTR).

For each source, DATA_AVAILABILITY.md and the folder READMEs document the provider, how to obtain it, and the required file format. How to reproduce: Obtain each data source from its provider and place the files in data/raw_restricted/ and data/raw_public/ using the documented filenames and formats (the bundled EXAMPLE_*.xlsx files show the expected layout). Then set global root in code/master.do to the package location and run master.do.

The pipeline regenerates the analysis dataset and all tables and figures into output/.

Links

Where it is published

Catalogue records · 1

Topics

Inferred from text
Econometrics 73% · Tabular 65%
Provenance · 1 source records, 13 field assertions
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