global meDate = "12311925"
global firstDate = "01011971"
global newestDate = "06302013"
global asofDate = "06302013"
global osDate = "12312006"
global beginCrisis = "07012007"
global endCrisis = "01012009"
global realQMax = tq(2013q2)
global minYears = 5 //only pull firms that have at least 5 years of balance sheet data
global rootPath = "C:\Users\caisaile\Desktop/CoVaR"
global scratchPath = "C:\Users\caisaile\Desktop/CoVaR/Scratch"
global bhcPath = "C:\Users\caisaile\Desktop/CoVaR/bhc"
global svData = "C:\Users\caisaile\Desktop/CoVaR/Data/statevars/"
cap mkdir $rootPath
foreach path in Scratch bhc Data Output {
cap mkdir "$rootPath/`path'"
}
global bhcFile = "C:\Users\caisaile\Desktop/CoVaR/bhc/Output/bhcFile"
global crspFile = "C:\Users\caisaile\Desktop/CoVaR/Data/wrds_crsp_25_2013_alt"
global sicFile = "C:\Users\caisaile\Desktop/CoVaR/Data/sic_codes_sept_2013"
global delistFile = "C:\Users\caisaile\Desktop/CoVaR/Data/delist"
global compFile = "C:\Users\caisaile\Desktop/CoVaR/Data/crspcomp612013q3big"
global levMin = 0
global levMax = 100
global bmMin = 0
global bmMax = 100
global quantList = "95 99"
global garchIterations = 50
global archIterations = 100
global neweyLags = 5
global horizonList = "8 4 1"
do "$rootPath/DO Files/covar_qest.do"
do "$rootPath/DO Files/covar_gen_wkly_panel.do"
do "$rootPath/DO Files/covar_sim1.do"
do "$rootPath/DO Files/covar_sim2.do"
do "$rootPath/DO Files/covar_qest_sim.do"