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Replication data for: The Effects of Global Shocks on Small Commodity-Exporting Economies: Lessons from Canada

Version
V0
Resource Type
Dataset
Creator
  • Charnavoki, Valery
  • Dolado, Juan J.
Publication Date
2014-04-01
Description
  • Abstract

    We propose a structural dynamic factor model of a small commodity-exporting economy, using Canada as a representative case study. Combining large panel data sets of the global and do- mestic economies, sign restrictions are used to identify relevant demand and supply shocks that explain volatility in real commod- ity prices. We quantify their dynamic effects on a wide variety of Canadian macro variables. We are able to reproduce all the main stylized features at business-cycle frequencies documented in the literature on this type of economies. These include a Dutch disease effect which has proven hard to find in empirical studies.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/mac.6.2.207 (Text)
Publications
  • Charnavoki, Valery, and Juan J. Dolado. “The Effects of Global Shocks on Small Commodity-Exporting Economies: Lessons from Canada.” American Economic Journal: Macroeconomics 6, no. 2 (April 2014): 207–37. https://doi.org/10.1257/mac.6.2.207.
    • ID: 10.1257/mac.6.2.207 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-13

Charnavoki, Valery; Dolado, Juan J. (2014): Replication data for: The Effects of Global Shocks on Small Commodity-Exporting Economies: Lessons from Canada. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E114295