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000003805 0247_ $$a10.3982/QE1947$$2DOI
000003805 02470 $$ahttps://www.econometricsociety.org/publications/quantitative-economics/2023/07/01/Estimating-Large-Dimensional-Connectedness-Tables-The-Great-Moderation-through-the-Lens-of-Sectoral-Spillovers/supp/QE1947_code_and_data.zip$$2URL
000003805 041__ $$aeng
000003805 084__ $$aC32 Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models$$02874
000003805 084__ $$aC52 Model Evaluation, Validation, and Selection$$02892
000003805 084__ $$aE23 Production$$03023
000003805 084__ $$aE27 Forecasting and Simulation: Models and Applications$$03027
000003805 245__ $$aSupplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
000003805 251__ $$a1
000003805 260__ $$bThe Econometric Society
000003805 269__ $$a2023-07
000003805 336__ $$aDataset
000003805 506__ $$aReplication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above
000003805 520__ $$aSupplemental material for peer-reviewed article published in Quantitative Economics.$$7Abstract
000003805 7001_ $$aBrunner, Felix$$7Personal
000003805 7001_ $$aHipp, Ruben$$7Personal$$uBank of Canada$$3https://ror.org/05cc98565$$5ROR
000003805 7001_ $$7Personal
000003805 791__ $$aJournalArticle$$iReproducibility package is associated with peer-reviewed article$$w10.3982/QE1947$$c2023$$dQuantitative Economics (The Econometric Society)$$tEstimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers$$2DOI$$j14$$k3$$q1021$$o1058$$eIsSupplementTo
000003805 791__ $$aText$$iAssociated article is first published as Bank of Canada Staff Working Paper$$w10.34989/swp-2021-37$$c2021$$dBank of Canada$$tEstimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers$$2DOI$$jStaff Working Paper$$k2021-37$$eIsSupplementTo
000003805 8301_ $$aReproducibility Package
000003805 8301_ $$aEnsemble de données pour la reproductibilité des résultats de recherche
000003805 909CO $$ooai:www.oar-rao.bank-banque-canada.ca:3805$$pbibliographic
000003805 937__ $$aBrunner, F. and R. Hipp$$b2023$$cEstimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers$$dQuantitative Economics$$e14$$f3$$ghttps://doi.org/10.3982/QE1947
000003805 980__ $$aStaff Research
000003805 980__ $$aRDM
000003805 980__ $$aResearch Reproducibility Packages
000003805 991__ $$aPublic