Reason: We do not have the permission to redistribute part of the data (daily financial series).
Panel data-set of the paper Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks
Data-set of the paper Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks for replication purpose of the Data Editor of AEJMacro.
Detailed information on the data-set is in the readme file in the public repository openicpsr-175241 (under review).
We study the dynamic interaction between Covid-19, economic mobility, and containment policy. We use Bayesian panel structural vector autoregressions with daily data for 44 countries, identified through traditional and narrative sign restrictions. We find that incidence shocks and containment shocks have large and persistent effects on mobility, morbidity, and mortality that last for 1-2 months. These shocks are the main drivers of the pandemic, explaining between 20-60% of the average and historical variability in mobility, cases, and deaths worldwide. The policy tradeoff associated to non-pharmaceutical interventions is 1pp less economic mobility per day for 8% fewer deaths after three months.
The panel data-set contains the main data to perform the analysis in the paper. It contains dailiy data for (in sheets) Argentina, Australia, Austria, Belgium, Brazil, Canada, Chile, Colombia, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hong Kong, Hungary, India, Indonesia, Ireland, Israel, Italy, Japan, Lithuania, Luxembourg, Mexico, Netherlands, New Zealand, Norway, Poland, Portugal, Russia, Saudi Arabia, Slovenia, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, Turkey, United Arab Emirates, United Kingdom and United States. Included variables are: Confirmed Cases, Total Deaths, Days Last Reported Case, Total Tests, School Closing, Workplace Closing, Cancel Public Events, Restrictions Gatherings, Close Public Transport, Stay at Home Requirements, Restrictions Internal Movement, International Travel Controls, Income Support, Debt/Contract Relief, Fiscal Measures, International Support, Public Information Campaigns, Testing Policy, Contact Tracing, Healthcare Emergency Investment, Investment Vaccines, Stringency Index, Small Cap, Large Cap, Government Benchmarks 3 Month, Government Benchmarks 1 Year, Government Benchmarks 2 Year, Government Benchmarks 5 Year, Government Benchmarks 10 Year, FX Indices Broad, FX Indices Narrow, Mobility Retail Mobility Grocery, Mobility Parks, Mobility Transit Stations Mobility Workplaces, Mobility Residential. Period: 30.12.2016 to 31.08.2020. All data are downloaded from Macrobond.