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Accounting for the Political Uncertainty Factor (replication data)
We build our analysis upon previous work by Bloom et al. (Measuring the Effect of Political Uncertainty. Working Paper, Stanford University, 2012) and Baker et al. (Political... -
Daily House Price Indices: Construction, Modeling, and Longer-run Predictions...
We construct daily house price indices for 10 major US metropolitan areas. Our calculations are based on a comprehensive database of several million residential property... -
Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations-r...
Overleveraging of the banking sector has been considered one of the main causes of the 2007--09 financial crisis and the subsequent great recession. It was also of major concern...