oil: Macro data on oil shocks
In martinbaumgaertner/varexternal: Vector autoregression with external instruments
oil R Documentation
Macro data on oil shocks
Description
This folder contains data for the oil-SVAR used in the paper as empirical illustration, as well as a the fiscal-SVAR application in “Marginal Tax Rates and Income: New Time Series Evidence”, Mertens and Montiel Olea (2018); Forthcoming at The Quarterly Journal of Economics
Usage
data(oil)
Format
Matrix with 6 rows (see examples)
Source
https://github.com/jm4474/SVARIV
References
Olea, Stock and Watson (2018)
Examples
data(oil)
ydata<-data[,3:5]
z<-data[,6]
years<-data[,1:2]
martinbaumgaertner/varexternal documentation built on April 27, 2022, 1:31 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| oil | R Documentation |
Macro data on oil shocks
Description
This folder contains data for the oil-SVAR used in the paper as empirical illustration, as well as a the fiscal-SVAR application in “Marginal Tax Rates and Income: New Time Series Evidence”, Mertens and Montiel Olea (2018); Forthcoming at The Quarterly Journal of Economics
Usage
data(oil)
Format
Matrix with 6 rows (see examples)
Source
https://github.com/jm4474/SVARIV
References
Olea, Stock and Watson (2018)
Examples
data(oil) ydata<-data[,3:5] z<-data[,6] years<-data[,1:2]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.