Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published 2026 | Version v2
Software Open

Replication Files for Bjørnland, Chang and Cross (2025): "Oil and the Stock Market Revisited: A mixed functional VAR approach"

Authors/Creators

  • 1. ROR icon BI Norwegian Business School
  • 2. ROR icon Indiana University Bloomington
  • 3. ROR icon University of Melbourne

Description

Replication files for our paper. Start by unzipping the folder. For details on how to run the programs, view the file 'README.pdf'. For more detail on the inidividual functions and scripts, see the file 'documentation.pdf'. 

Files

Replication_Files_BCC_QE.zip

Files (22.7 MB)

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md5:0af6336c951d3743266f28af2528b03d
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Additional details

Software

Programming language
MATLAB