oil: Macro data on oil shocks

Description Usage Format Source References Examples

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

1

Format

Matrix with 6 rows (see examples)

Source

References

Olea, Stock and Watson (2018) (link)

Examples

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data(oil)
ydata<-data[,3:5]
z<-data[,6]
years<-data[,1:2]

martinbaumgaertner/varexternal documentation built on Nov. 20, 2019, 11:28 p.m.