Global VAR (GVAR) Database, 1979Q2-2019Q4
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Mohaddes, K., & Raissi, M. (2020). Global VAR (GVAR) Database, 1979Q2-2019Q4 [Dataset]. https://doi.org/10.17863/CAM.56726
This 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 2019Q4 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 (2020). Compilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2019Q4. University of Cambridge: Judge Business School (mimeo)”.
Global VAR (GVAR), Global macroeconometric modelling, Global interdependencies, International business cycle, Policy simulations
Publication Reference: https://doi.org/10.17863/CAM.56762
This record's DOI: https://doi.org/10.17863/CAM.56726