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Finding Sensitivity to Scope in Nonmarket Valuation (replication data)
Data limitations frequently prevent using actual consumer behavior in determining natural resource values, so stated preference methods are used. Whether value estimates show... -
Cost and Preference Heterogeneity in Risky Financial Markets (replication data)
This paper estimates the magnitude of participation costs and preference parameters exploiting information on households? participation decisions in the equities market. A... -
DSGE Models in the Frequency Domains (replication data)
We use frequency domain techniques to estimate a medium-scale dynamic stochastic general equilibrium (DSGE) model on different frequency bands. We show that goodness of fit,... -
Monetary Policy and the Housing Market: A Structural Factor Analysis (replica...
This paper studies the role of the Federal Reserve's policy in the recent boom and bust of the housing market, and in the ensuing recession. By estimating a structural dynamic... -
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (repli...
This paper addresses the debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We construct global minimum variance portfolios based on... -
Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles...
We date turning points of the reference cycle for 19 Mediterranean countries and analyze their structure and interdependencies. Fluctuations are volatile and not highly... -
Is infrastructure capital productive? A dynamic heterogeneous approach (repli...
This paper offers an evaluation of the output contribution of infrastructure. Using a panel time series approach and a large cross-country dataset, the paper estimates a... -
R&D, Innovation and Knowledge Spillovers: A Reappraisal of Bottazzi and P...
Bottazzi and Peri (Economic Journal 2007; 117: 486-511) show the existence of a cointegrating relationship between the domestic stock of knowledge, domestic R&D and the... -
Volatility of Price Indices for Heterogeneous Goods with Applications to the ...
Price indices for heterogeneous goods such as real estate or fine art constitute crucial information for institutional or private investors considering alternative investment...
