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dc.contributor.authorMohaddes, Kamiar
dc.contributor.authorRaissi, Mehdi
dc.date.accessioned2018-09-12T09:04:56Z
dc.date.available2018-09-12T09:04:56Z
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/280234
dc.descriptionThis 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. You can download the data, as well as a description of the compilation, revision and updating of the GVAR Database, from here: http://www.econ.cam.ac.uk/people-files/faculty/km418/research.html#gvar 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)”.
dc.formatMatlab
dc.rightsAttribution 4.0 International (CC BY 4.0)
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectGlobal VAR (GVAR)
dc.subjectGlobal macroeconometric modelling
dc.subjectGlobal interdependencies
dc.subjectPolicy simulations
dc.subjectinternational business cycle
dc.titleGlobal VAR (GVAR) Database, 1979Q2-2016Q4
dc.typeDataset
dc.identifier.doi10.17863/CAM.27337
rioxxterms.licenseref.urihttps://creativecommons.org/licenses/by/4.0/
dcterms.formatxls, xlsx, pdf
dc.contributor.orcidMohaddes, Kamiar [0000-0002-2501-2062]
rioxxterms.typeOther


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