Data- ECMODE-2018-664.zip (1.97 MB)

Data for: Revisiting Global Economic Activity and Crude Oil Prices: a Wavelet Analysis

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posted on 22.07.2019 by Yin Chu, Minyi Dong, Qiang Gong, Chun Ping Chang
This zip file includes data sets of two commonly-used crude oil prices and an indicator for global economic activities, as well as some other confounding factors. We employ the dataset to investigate the time- and frequency-varying relationship between crude oil prices and global economic activity. A PDF file documenting the software output results of our analyses is also included.
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