Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
2023
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Description
Abstract: Supplemental material for peer-reviewed article published in Quantitative Economics. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.
Details
Title
Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
Creator
Other Identifiers
Resource Type
Dataset
Series (Uniform Title)
Publisher
The Econometric Society
Date
2023-07
Version
1
Language
English
Availability Statement
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above
Publication Citation
Brunner, F. and R. Hipp. 2023. "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers." Quantitative Economics 14 No. 3. https://doi.org/10.3982/QE1947.
JEL Codes
Record Appears in
Related Items
Relation Type
Resource Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers
Identifier
Publication Date
2023
Publisher
Quantitative Economics (The Econometric Society)
Volume
14
Issue
3
Pages
1021 - 1058
Relation Type
Resource Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Related Item
Text
Title
Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers
Identifier
Publication Date
2021
Publisher
Bank of Canada
Volume
Staff Working Paper
Issue
2021-37