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dc.contributor.authorMohaddes, Kamiaren
dc.contributor.authorRaissi, Mehdien
dc.date.accessioned2020-08-27T08:11:55Z
dc.date.available2020-08-27T08:11:55Z
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/309672
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 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)”.en
dc.formatMatlaben
dc.rightsAttribution 4.0 Internationalen
dc.rightsAttribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en
dc.subjectGlobal VAR (GVAR)en
dc.subjectGlobal macroeconometric modellingen
dc.subjectGlobal interdependenciesen
dc.subjectInternational business cycleen
dc.subjectPolicy simulationsen
dc.titleGlobal VAR (GVAR) Database, 1979Q2-2019Q4en
dc.typeDataset
dc.identifier.doi10.17863/CAM.56726
rioxxterms.licenseref.urihttp://creativecommons.org/licenses/by/4.0/en
dcterms.formatxls, xlsx, pdfen
dc.contributor.orcidMohaddes, Kamiar [0000-0002-2501-2062]
rioxxterms.typeOtheren
datacite.issupplementto.doi10.17863/CAM.56762en


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