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Trade uncertainty, economic policy uncertainty and shipping costs
We examine how trade and policy uncertainty affect shipping freight rates, using a Bayesian Vector Autoregression (BVAR) model. Trade uncertainty has a strong effect on shipping... -
The benefits of forecasting inflation with machine learning: New evidence (re...
This is the replication package for "The benefits of forecasting inflation with machine learning: New evidence" by A. Naghi, E. O'Neill, and M. Zaharieva, Journal of Applied... -
The instability of the market for government bonds in the EMU
The introduction of the Transmission Protection Instrument is the latest evidence, that the EMU is confronted with unstable markets for government bonds. Based on a parsimonious... -
The demand for money at the zero interest rate bound (replication data)
Replication materials for "The demand for money at the zero interest rate bound", by Tsutomu Watanabe and Tomoyoshi Yabu, Journal of Applied Econometrics, forthcoming. -
Understanding trend inflation through the lens of the goods and services sect...
We distinguish between the goods and services sectors in an unobserved components model of U.S. inflation. We find that prior to the early 1990s, both sectors contributed to... -
Inflation Expectations and Nonlinearities in the Phillips Curve (replication ...
The files submitted are the codes and data for the Journal of Applied Econometrics article “Inflation Expectations and Nonlinearities in the Phillips Curve” by Alexander Doser,... -
Missing growth measurement in Germany
Using detailed establishment-level micro data, this paper analyzes for the German case the hypothesis by Aghion et al. (2019), stating that officially published figures for real... -
Prices and Wages in Salzburg and Vienna, c. 1450–1850. An Introduction to the...
Prices and wages are key indicators of social and economic processes. Recent research exists for some countries, but little data has been added on present-day Austria since the... -
Compilation of Commercial Property Price Indices for Germany Tailored for Pol...
The compilation of commercial property price indices is challenging. Policymakers urge for timely, reliable and comprehensive data. In Germany, lack of data prevents the... -
Markups for Consumers - Replication Files
A central motivating factor for studying price markups is their effect on consumer welfare. However, reported estimates of (firm-level) price markups in the literature often... -
The Possible Unemployment Cost of Average Inflation Below a Credible Target. ...
These are the replication files for Oraby (JCRE, 2022). The paper aims to replicate Svensson (American Economic Journal: Macroeconomics, 2015). Abstract: This paper replicates... -
Ein neuer langer Verbraucherpreisindex für Österreich, 1800–2018 (replication...
Indices of the development of consumer prices in Vienna or Austria date back to the year 1800. The corresponding article presents the first systematically documented and chained... -
Twenty Years of ECB Monetary Policy (replication data)
This is the data archive for the article by Ad van Riet on "Twenty Years of European Central Bank Monetary Policy: A Keynesian and Austrian Perspective", published in the... -
Elementary index bias: evidence for the euro area from a large scanner dataset
We provide evidence on the effect of elementary index choice on inflation measurement in the euro area. Using scanner data for 15,844 individual items from 42 product categories... -
Inflation and Broadband Revisited: Evidence from an OECD Panel. A replication...
This note revisits the conjecture that the use of broadband internet lowers transaction costs and thereby inflation. Using a macro-economic panel of OECD countries, it roughly...
