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ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rat...
This paper proposes a new econometric approach to disentangle two distinct response patterns of the yield curve to monetary policy announcements. Based on cojumps in intraday... -
Maintaining (Locus of) Control? Data Combination for the Identification and I...
Factor structure models are widely used in economics to extract latent variables, such as personality traits, and to measure their impact on outcomes of interest. The... -
Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulati...
The pollution haven hypothesis (PHH) posits that production within polluting industries will shift to locations with lax environmental regulation. While straightforward, the... -
GMM with Multiple Missing Variables (replication data)
We consider efficient estimation in moment conditions models with non-monotonically missing-at-random (MAR) variables. A version of MAR point-identifies the parameters of... -
Forward or Backward Looking? The Economic Discourse and the Observed Reality ...
Replication data for the analysis in the article. A description is provided in the file Documentation.pdf. -
It’s About Connections (replication data)
Building on arguments to political incomes, career concerns and elitist networks, this study assumes that an increasing percentage of highly incentivized former executive board... -
Flexible Link Function for Duration Models (Replication Data)
This folder contains the data and software codes used in the article "A flexible link function for discrete-time duration models". The R and Stata codes are provided in separate...
