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Risk Matters: The Real Effects of Volatility Shocks (AER 2011)
Article data 0 - not available online  +
Article data type Macro , Time series
Article data used Emerging Markets Bond Index  + , IMF data  + , only Argentinian data in journal archive  + , not for Brazil  + , Ecuador  + , and Venezuela  +
Article edition 6
Article journal [[:Category:AER|AER]]
Article methods and estimation likelihood estimation , Bayesian estimation , Monte Carlo estimation
Article origin of data used World
Article pages 2530-2561
Article program code 1 - accessible on journal website  +
Article readme 1 - accessible on journal website  +
Article software used Fortran , Mathematica , MATLAB
Article year 2011
Articleauthors Jesús Fernández-Villaverde + , Pablo Guerrón-Quintana + , Juan F. Rubio-Ramírez + , Martin Uribe +
Articlejel E13 + , E20 + , E32 + , E43 + , F32 + , F43 + , O11 +
Articlekeywords - +
DOI [https://doi.org/10.1257/aer.101.6.2530 10.1257/aer.101.6.2530]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:aea:aecrev:v:101:y:2011:i:6:p:2530-61 RePEc:aea:aecrev:v:101:y:2011:i:6:p:2530-61]  +
IDEAS/RePEc [http://ideas.repec.org/a/aea/aecrev/v101y2011i6p2530-61.html a/aea/aecrev/v101y2011i6p2530-61.html]  +
Replication JEL codes E32 , E43 , F32 , F44
Replication authors Benjamin Born , Johannes Pfeifer
Replication authors statement -  +
Replication call into question 1 - yes  +
Replication edition 12
Replication journal [[:Category:AER|AER]]
Replication keywords interest rate risk  + , stochastic volatility  +
Replication pages 4231-9
Replication raw data 1 - somewhat available but insufficient to replicate final dataset  +
Replication result 2 - different results  +
Replication type 1 - narrow sense (same data, same code)  +
Replication year 2014
Categories AER 2011 (6)  + , Replicated study  +
Modification dateThis property is a special property in this wiki. 21 October 2019 14:32:06  +
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