gg2018 {ConnectednessApproach}

Dataset of Gabauer and Gupta (2018)

Description

For detailed information see, Gabauer, D., & Gupta, R. (2018). On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. Economics Letters, 171, 63-71.

Usage

data(gg2018)

Format

zoo data.frame