1,540 economy-month observations from ten economies (US, China, Taiwan, South Korea, Japan, Netherlands, Germany, Singapore, Malaysia, UK) from March 2013 to December 2025. This replication data and code supports research on supply-chain transmission of semiconductor policy shocks across global equity markets using a GVAR framework. It was authored by Bing Pang and hosted on Harvard Dataverse, last updated in June 2026.
Use Cases
- Estimating the cross-market impact of semiconductor policy shocks based on the author-coded standardized SPS event database.
- Forecasting equity market comovement using the provided GVAR estimation and forecasting code.
- Comparing model performance via Diebold-Mariano tests and Model Confidence Sets included in the replication code.
- Conducting event studies on semiconductor policy announcements using the monthly panel data.
Strengths
- Includes 1,540 economy-month observations spanning over 12 years from March 2013 to December 2025.
- Covers ten major global economies relevant to semiconductor supply chains.
- Provides replication code for GVAR, GIRFs, Diebold-Mariano tests, Model Confidence Sets, and event studies.
- Contains alternative weight matrices for sensitivity analysis.
Limitations
- Column-level documentation is absent; field semantics must be inferred after download.
- Row count for the full panel is unknown, which may limit suitability assessment.
- Data may reflect geographic bias inherent to the selected ten economies.
Provenance
- Source
- Harvard Dataverse, authored by Pang, Bing.
- Collection Method
- Replication data and code for an academic paper, likely involving the collection of equity market data and coding of policy events.
- Time Range
- 2013:03–2025:12
- Freshness
- Last updated 2026-06-23 16:18:44; freshness should be verified.
- Geography
- Ten economies: US, China, Taiwan, South Korea, Japan, Netherlands, Germany, Singapore, Malaysia, UK.