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Dividend policy: An empirical analysis for Imperial Germany
In the German Empire, corporations almost always paid a dividend to their shareholders. Dividends have been cut or increased in line with the development of profits. We... -
Labor Market Concentration in Germany
Using register data, we document that the average German labor market, defined by hires in combinations of 3-digit occupations, requirement levels, and commuting zones, is... -
The Peer Effect on Future Wages in the Workplace (replication data)
Dataset for "The Peer Effect on Future Wages in the Workplace" by Long Hong and Salvatore Lattanzio (Journal of Applied Econometrics) -
Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotoni...
Dataset for "Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotonicity" by Luther Yap (Journal of Applied Econometrics) -
A Random Forests-Based Panel Data Approach for Program Evaluation (replicatio...
Dataset for ""A Random Forests-Based Panel Data Approach for Program Evaluation" by Wei Long, Guannan Liu and Xuehong Luo (Journal of Applied Econometrics) -
A Measure of Trend Wage Inflation
We extend time-series models that have so far been used to study price inflation (Stock and Watson 2016) and apply them to a micro-level data set containing worker-level... -
Unlocking New Methods to Estimate Country-specific Effects and Trade Elastici...
The provided files contain all necessary information and instructions for obtaining and managing the data, as well as the step-by-step procedures used to replicate all results... -
Environmental regulations and air pollution in India: a reexamination (replic...
This replication package contains the data and code necessary to reproduce the results in "Environmental Regulations and Air Pollution in India: A Reexamination" by Olexiy... -
Informing DSGE models through dynamic factor models (replication data)
Replication files for the paper "Informing DSGE models through dynamic factor models", by Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala. Please unzip the file and read... -
The pass through of monetary policy to euro area bank interest rates
We examine the transmission of monetary policy to bank interest rates in the euro area, using a rolling estimation. The results, using various fixations for the Euribor rate and... -
The performance of merging cooperative banks in Germany
Motivated by the recent increase in bank mergers, this paper examines the performance of German cooperative banks that merged between 2014 and 2019. We are particularly... -
Talent allocation in European football leagues: why competitive imbalance may...
Readme file for Garcia-del-Barrio, P., & Reade, J. J. (2024). "Talent allocation in European football leagues: why competitive imbalance may be optimal?". Jahrbücher für... -
Is Blood Thicker than Water? The Impact of Player Agencies on Player Salaries...
In this article, we analyze how different representation models of professional football players affect their salaries in salary negotiations. We distinguish between... -
Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication...
Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied... -
Revisiting Group Differences in High-Dimensional Choices: Method and Applicat...
Dataset and replication code for "Revisiting group differences in high-dimensional choices: method and application to congressional speech” by Paul Hofmarcher (Journal of... -
Interacting treatments with endogenous takeup (replication data)
Replication data and software code in R format for replicating the empirical results in the paper "Interacting Treatments with Endogenous Takeup" by Máté Kormos, Robert P.... -
Modelling volatility cycles: the MF2-GARCH model (replication data)
We propose a novel multiplicative factor multi-frequency GARCH (MF2-GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one-component... -
A Re-Consideration of Money Demand Theory
Portfolio models typically ignore precautionary transactions demands for liquid assets, and models of precautionary demands typically ignore asset rate-of-return risk. If... -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied...
