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Uncertainty and Business Cycles Replication Files

Principal Investigator(s): View help for Principal Investigator(s) Sydney Ludvigson, New York University; Sai Ma, Federal Reserve Board; Serena Ng, Columbia University

Version: View help for Version V1

Name	File Type	Size	Last Modified
Replication_Files			07/20/2019 10:06:AM

Project Citation:

Ludvigson, Sydney, Ma, Sai, and Ng, Serena. Uncertainty and Business Cycles Replication Files. Nashville, TN: American Economic Association [publisher], 2019. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-07-20. https://doi.org/10.3886/E110803V1

Project Description

Summary: This project contains the replication code, data, and README files for "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?"

Scope of Project

Subject Terms: Economics

JEL Classification:
      E21 Consumption • Saving • Wealth
      E44 Financial Markets and the Macroeconomy
      G11 Portfolio Choice • Investment Decisions
      G12 Asset Pricing • Trading Volume • Bond Interest Rates
      E21

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Published Versions

V2 [2019-08-07]

V1 [2019-07-20]

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DDI 2.5

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This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.