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000002418 0247_ $$a10.15456/jae.2022327.1159105575$$2DOI
000002418 041__ $$aeng
000002418 245__ $$aReassessing the dependence between economic growth and financial conditions since 1973 (replication data)
000002418 251__ $$a1
000002418 260__ $$bZBW - Leibniz Informationszentrum Wirtschaft
000002418 269__ $$a2022
000002418 336__ $$aDataset
000002418 506__ $$aFiles may be downloaded from digital repository linked in the DOI field
000002418 520__ $$aAdrian, Boyarchenko and Giannone ((2019), ABG) adapt quantile regression (QR) methods to examine the relationship between US economic growth and financial conditions. We confirm their empirical findings, using their methodology and their pre-2016 sample. Mindful of the importance of the Covid-19 pandemic, we extend the sample to 2021Q3 and find attenuation of the key estimated coefficients using ABG's empirical methods. Given the pandemic observations, we provide robust QR analysis of dependence based on ranked data and explain the relationship with extant copula modelling methods. <p> <p> Replication data for peer-reviewed article published in Journal of Applied Econometrics. Paper published online August 30, 2022.$$7Abstract
000002418 540__ $$aCreative Commons Attribution 4.0 International$$uhttps://creativecommons.org/licenses/by/4.0/legalcode$$fCC-BY-4.0
000002418 7001_ $$aChernis, Tony$$7Personal$$uBank of Canada$$3https://ror.org/05cc98565$$5ROR
000002418 7001_ $$aCoe, Patrick J.$$7Personal$$uCarleton University
000002418 7001_ $$aVahey, Shaun P.$$7Personal$$uUniversity of Warwick
000002418 791__ $$aJournalArticle$$iReproducibility package is associated with peer-reviewed article$$w10.1002/jae.2937$$c2022$$dJournal of Applied Econometrics (Wiley Blackwell)$$tReassessing the dependence between economic growth and financial conditions since 1973$$2DOI$$j38$$k2$$q260$$o267$$eIsSupplementTo
000002418 791__ $$aText$$iAssociated article is available as Centre for Applied Macroeconomic Analysis Working Paper$$whttps://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2022-04/30_2022_chernis_coe_vahey.pdf$$c2022$$dAustralian National University$$tReassessing the Dependence Between Economic Growth and Financial Conditions since 1973$$2URL$$jCAMA Working Paper$$k30/2022$$eIsSupplementTo
000002418 8301_ $$aReproducibility Package
000002418 8301_ $$aEnsemble de données pour la reproductibilité des résultats de recherche
000002418 909CO $$ooai:www.oar-rao.bank-banque-canada.ca:2418$$pbibliographic
000002418 937__ $$aChernis, T., P.J. Coe and S.P. Vahey$$b2022$$cReassessing the dependence between economic growth and financial conditions since 1973$$dJournal of Applied Econometrics$$e38$$f2$$ghttps://doi.org/10.1002/jae.2937
000002418 980__ $$aStaff Research
000002418 980__ $$aRDM
000002418 980__ $$aResearch Reproducibility Packages
000002418 991__ $$aPublic