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Replication Data for: Endogenous Time Variation in Vector Autoregressions

Leiva-León, Danilo; Uzeda, Luis
2021

Abstract: Replication data for peer-reviewed article published in Review of Economics and Statistics. Paper published online January 6, 2023. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Title
Replication Data for: Endogenous Time Variation in Vector Autoregressions
Creator
Leiva-León, Danilo (European Central Bank)
Uzeda, Luis (Bank of Canada)
DOI
https://doi.org/10.7910/DVN/DGYKYJ
Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
Publisher
Harvard Dataverse
Date
2021-01-27
Relevant Dates
Available
Version
1.1
Language
English
Availability Statement
Files may be downloaded from digital repository linked in the DOI field
License
CC0 1.0 Universal, CC0 1.0, (https://creativecommons.org/publicdomain/zero/1.0/legalcode)
Publication Citation
Leiva-León, D and L. Uzeda. 2023. "Endogenous Time Variation in Vector Autoregressions." Review of Economics and Statistics 105 No. 1. https://doi.org/10.1162/rest_a_01038.
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

Relation Type
Resource Is Supplement To
Relation Type
Resource Is Supplement To

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