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Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"

Brunner, Felix; Hipp, Ruben;
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.

Détails

Type de ressource
Dataset
Série
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
Autres identifiants
DOI: https://doi.org/10.3982/QE1947
URL: https://www.econometricsociety.org/publications/quantitative-economics/2023/07/01/Estimating-Large-Dimensional-Connectedness-Tables-The-Great-Moderation-through-the-Lens-of-Sectoral-Spillovers/supp/QE1947_code_and_data.zip
Titre
Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
Créateur
Brunner, Felix (Nova School of Business and Economics)
Hipp, Ruben (Bank of Canada)
Editeur
The Econometric Society
Date de publication
2023-07
Version
1
Langue
Anglais
Déclaration de disponibilité
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above
Codes JEL
Référence de la publication
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.
Le document apparaît dans
Recherches de la Banque du Canada > Ensembles de données pour la reproductibilité des résultats de recherche

Éléments liés

Type de lien
Record Is Supplement To
Note de relation
Reproducibility package is associated with peer-reviewed article
Elément lié
Article scientifique
Titre
Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers
Identifiant
https://doi.org/10.3982/QE1947
Date de publication
2023
Volume
14
Numéro
3
Pages
1021 - 1058
Éditeur
Quantitative Economics (The Econometric Society)
Type de lien
Record Is Supplement To
Note de relation
Associated article is first published as Bank of Canada Staff Working Paper
Elément lié
Texte
Titre
Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers
Identifiant
https://doi.org/10.34989/swp-2021-37
Date de publication
2021
Volume
Staff Working Paper
Numéro
2021-37
Éditeur
Bank of Canada

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