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Semiparametric Value-At-Risk Estimation of Portfolios
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking &... -
Taking stock of the EU Fiscal rules over the past 20 years and options for re...
This paper reviews how the European Union’s fiscal rules have developed from the Maastricht Treaty that established the single monetary policy up until today. It shows that the... -
Country-Specific Euro Area Government Bond Yield Reactions to ECB's Non-Stand...
This paper employs event study methods to evaluate the effects of ECB's non-standard monetary policy program announcements on 10-year government bond yields of 11 euro area... -
Revisiting the Euro’s Trade Cost and Welfare Effects (replication data)
Code and description of datasets for replication -
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... -
Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Ma...
This package contains the program codes and data files necessary to replicate the results of the spillover analysis in Economic Policy Uncertainty in the Euro Area:... -
Real and Financial cycles in euro area economies: results from wavelet analys...
Data set and Matlab codes to accompany M. Scharnagl and M. Mandler, "Real and Financial cycles in euro area economies: results from wavelet analysis", Journal of Economics and... -
Different Counselors, Many Options: Career Guidance and Career Plans in Secon...
Career guidance assists students with the school-to-work transition. Based on a survey conducted in secondary schools in Germany, we analyze career guidance activities and how... -
The productivity effects of worker mobility between heterogeneous firms
We analyze the effect of worker inflows on establishments’ productivity, using German data. Previous studies for other countries have found positive effects of hiring workers... -
Analyzing the Efficiency of County Road Production– Evidence from Eastern Ger...
This study analyzes the efficiency of the road production by local governments using data envelopment analysis. The production of roads is a costly public service, which makes... -
Is there a Glass Ceiling over Germany?
This paper analyzes the gender wage gap across the wage distribution using 2010 data from the German Statistical Agency. I investigate East and West Germany and the public... -
Public Preferences for Government Spending Priorities: Survey Evidence from G...
Employing data from a representative survey conducted in Germany, this paper examines public preferences for the size and composition of government expenditure. We focus on... -
Structural changes in the labor market and the rise of early retirement in Fr...
The rise of early retirement in Europe is typically attributed to the European system of taxes and transfers. A model with an imperfectly competitive labor market allows us to... -
Coaching, Counseling, Case‐Working: Do They Help the Older Unemployed Out of ...
Intensified counseling, job search assistance and related policies have been found to be effective for labor market integration of the unemployed by a large number of studies,... -
Management Practices and Productivity in Germany
Based on a novel dataset, the “German Management and Organizational Practices” (GMOP) Survey, we calculate establishment specific management scores following Bloom and van... -
Regional impact of the German rent brake
New rental contracts have risen dramatically in many German places in recent years due to strong influxes and sluggish construction activity. The rent brake should put a stop to... -
A Novel Housing Price Misalignment Indicator for Germany
From 2014 until present, housing prices in Germany have been rising faster than consumer prices in all quarters except one, raising concerns about an excessive overheating of... -
A Synthetic Control Assessment of the Green Paradox The Role of Climate Actio...
This paper extends the green paradox literature by providing empirical insights into its existence. To check the green paradox theory, I analyse the production of coal in four... -
Conservative politicians and voting on same-sex marriage
We examine whether conservative politicians are less likely to support same‐sex marriage when they run for office in safe rather than in contested districts using new data based... -
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...
