Data · dataset · 2018
Policy spillovers and its dynamism: Case of fixed vs. flexible exchange rates
Listed in Teesside University Research Data Repository
The dataset named "Replication.xlsx" contains first differenced interest rates of 5 AEs (UK, Germany, Canada, Australia, and Japan), 8 EMEs (India, Indonesia, Malaysia, Russia, South Africa, Thailand, Turkey, and Singapore), and US.
Description
In a VAR framework, the study estimates two models, i.e., one of US and the AEs and the other one of US with the EMEs. S&P500 and Crude oil price have been used as control variables and are available in the file "controls.xlsx".
Further spillover index (Diebold and Yilmaz, 2009) for the full sample and its rolling sample estimates are calculated for these two models using the R code uploaded here, "Replication codes.r".
Links
Where it is published
- DOI doi.org/10.17632/msr54btmvh.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Macroeconomics · Social Science
Provenance · 1 source records, 12 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/msr54btmvh.1 | 11 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:380112 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Macroeconomics'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:humanities | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:social-science | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |