data.zip
Creators:
Helmut Herwartz
;
Shu Wang
The "data" directory contains the data used for empirical analysis, including the raw data in "data/raw" with scripts that perform data transformations, as well as the simulated distribution of the test statistics under independence for tests based on empirical copula in "data/copula_sim". The processed data for the panel model and EA-wide model are stored in "data/EA_panel.RData" and "data/EA_agg.RData", respectively.
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Herwartz, Helmut and Wang, Shu |
| DOI | |
| Publication Date | 2024 |
| Availability | Download |
| Geographic Area (free) | Euro Area |
| Temporal Coverage (controlled) | 1999-01-01 to 2021-07-01 |
| Temporal Coverage (free) | |
| Unit Type | GeographicUnit |
| Number of Units | 15 |
| Sampled Universe | |
| Number of Variables | 9 |
| URL | https://journaldata.zbw.eu/dataset/3fcebc52-34da-4fcd-b1d8-c72e08de91f7/resource/eefb099a-c7ef-4f23-ab18-ea57e68147a1/download/data.zip |
| Last updated | February 13, 2024 |
| Created | February 13, 2024 |
