EU_w: Weights for the _Euro Monetary Policy Transmission_

In pvars: VAR Modeling for Heterogeneous Panels

Weights for the Euro Monetary Policy Transmission

Description

The data set EU_w is a vector of 14 elements. These are weights for N=14 member countries of the Euro area, constructed as the average share of their respective real GDP over the sample period in Herwartz, Wang (2024).

Usage

data("EU_w")

Format

A numeric vector containing 14 named elements.

Source

The prepared Eurostat data set is directly obtainable from the ZBW Journal Data Archive: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.15456/jae.2024044.1425287131")}. This is open data under the CC BY 4.0 license in accordance with the deposit license of the ZBW Journal Data Archive.

References

Herwartz, H., and Wang, S. (2024): "Statistical Identification in Panel Structural Vector Autoregressive Models based on Independence Criteria", Journal of Applied Econometrics, 39 (4), pp. 620-639.

See Also

Other data sets: ERPT, EURO, ICAP, MDEM, MERM, PCAP, PCIT

pvars documentation built on Nov. 5, 2025, 6:57 p.m.