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dc.contributor.authorMohaddes, Kamiaren
dc.contributor.authorRaissi, Mehdien
dc.date.accessioned2018-09-11T09:04:20Z
dc.date.available2018-09-11T09:04:20Z
dc.date.issued2018-02-03en
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/280123
dc.description.abstractThis is the latest version of the Global VAR (GVAR) dataset. The GVAR is a global modelling framework for analyzing the international macroeconomic transmission of shocks, taking into account drivers of economic activity, interlinkages and spillovers between different countries, and the effects of unobserved or observed common factors. This dataset includes quarterly macroeconomic variables for 33 economies (log real GDP, y, the rate of inflation, dp, short-term interest rate, r, long-term interest rate, lr, the log deflated exchange rate, ep, and log real equity prices, eq), as well as quarterly data on commodity prices (oil prices, poil, agricultural raw material, pmat, and metals prices, pmetal), over the 1979Q2 to 2016Q4 period. These 33 countries cover more than 90% of world GDP. It would be appreciated if use of the updated dataset could be acknowledged as: “Mohaddes, K. and M. Raissi (2018). Compilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2016Q4. University of Cambridge: Faculty of Economics (mimeo)”.en
dc.rightsAttribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en
dc.subjectGlobal VAR (GVAR)en
dc.subjectGlobal macroeconometric modellingen
dc.subjectGlobal interdependenciesen
dc.titleCompilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2016Q4en
dc.typeWorking Paper
prism.publicationDate2018en
dc.identifier.doi10.17863/CAM.27487
rioxxterms.licenseref.urihttp://creativecommons.org/licenses/by/4.0/en
rioxxterms.licenseref.startdate2018-02-03en
dc.contributor.orcidMohaddes, Kamiar [0000-0002-2501-2062]
rioxxterms.typeWorking Paperen


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Attribution 4.0 International
Except where otherwise noted, this item's licence is described as Attribution 4.0 International