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Sectoral slowdowns in the UK: Evidence from transmission probabilities and ec...
This folder contains MATLAB and R software and data to accompany the paper "Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages" by... -
Exchange rates and macroeconomic fundamentals (replication data)
We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor... -
US Weekly Economic Index: Replication and extension (replication data)
Replication materials for "US Weekly Economic Index: Replication and extension", by Philipp Wegmueller and Christian Glocker, Journal of Applied Econometrics, forthcoming. -
Short T dynamic panel data models with individual, time and interactive effec...
Data and code for replicating the results in the empirical illustrations section of the paper "Short T dynamic panel data models with individual, time and interactive effects"... -
Quantifying investor narratives and their role during COVID-19 (replication f...
This paper elicits and quantifies narratives from open-ended surveys sent daily to U.S. stockholders during the first wave of the COVID-19 pandemic. Using textual analysis, we... -
Testing Identifying Assumptions in Bivariate Probit Models (replication data)
This paper considers the bivariate probit model's identifying assumptions: linear index specification, joint normality of errors, instrument exogeneity, and relevance. First, we... -
Evolution of the New Market Tax Credit
The New Market Tax Credit (NMTC) is a place-based policy in the United States which annually incentivizes billions in direct investments towards selected impoverished... -
An EU harmonised net wealth tax
These are the data refering to the revised article "A European Net Wealth Tax", submitted by Margit Schratzenstaller (and Aleander Krenek) on August, 31st 2022. -
A tripolar model of gas price formation in Germany. Does the shale revolution...
The data set includes 204 monthly observations starting from Jan 2005. The file: variables.txt contains 10 variables used for the analysis. All variables are denoted in natural... -
The role of non-performing loans for bank lending rates (replication data)
The analysis considers the role of non-performing loans (NPLs) for bank lending rates on newly granted loans. It is based on euro area data. The focus is on an effect caused by... -
Which Factors Determine the Adoption of the Internet of Things? Impacts and B...
Description of the data used including a variable list and all information necessary for data access (including contact information) in a pdf-file (file name:... -
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:... -
Job Mobility and Sorting: Theory and Evidence (replication data)
Motivated by the canonical (random) on-the-job search model, I measure a person’s ability to sort into higher ranked jobs by the risk ratio of job-to-job transitions to... -
Characteristics contributing to low- and minimum-wage labour in Germany
In this article we examine the correlation between characteristics of individuals, companies, and industries involved in low-wage labour in Germany and the risks workers face of... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data... -
Macroeconomic Regimes, Technological Shocks and Employment Dynamics
This dataset has no description
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Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on C...
The Bayesian structural time series model, used in conjunction with a state–space model, is a novel means of exploring the causal impact of a policy intervention. It extends the... -
Workplace Employee Representation and Industrial Relations Performance ‘(repl...
Using cross-country data from the European Company Survey, we investigate the relationship between workplace employee representation and management perceptions of the climate of... -
The EU Gender Earnings Gap: Job Segregation and Working Time as Driving Facto...
This paper estimates size and impact factors of the gender pay gap in Europe. It adds to the literature in three aspects. First, we update existing figures on the gender pay... -
The Empirics of Hidden Labor Force Dynamics in Germany
The unemployment rate is the core indicator when researchers and policymakers assess the level of underemployment in an economy. However, accumulating evidence suggests that the...
