Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
2023
Description
Abstract: Supplemental material for peer-reviewed article published in Quantitative Economics.
Détails
Type de ressource
Dataset
Série
Autres identifiants
Titre
Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"
Créateur
Editeur
The Econometric Society
Date de publication
2023-07
Version
1
Langue
Anglais
Codes JEL
Référence de la publication
Brunner, F. and R. Hipp. 2023. "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers." Quantitative Economics 14 No. 3. https://doi.org/10.3982/QE1947.
Déclaration de disponibilité
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above
Éléments liés
Type de lien
Record Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Elément lié
Article scientifique
Titre
Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers
Identifiant
Date de publication
2023
Volume
14
Numéro
3
Pages
1021 - 1058
Éditeur
Quantitative Economics (The Econometric Society)
Type de lien
Record Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Elément lié
Texte
Titre
Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers
Identifiant
Date de publication
2021
Volume
Staff Working Paper
Numéro
2021-37
Éditeur
Bank of Canada