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Systemic risk and bank business models (replication data)
In this paper, we decompose banks' systemic risk into two dimensions: the risk of a bank (?bank tail risk?) and the link of the bank to the system in financial distress... -
Measuring the natural rate of interest: A note on transitory shocks (replicat...
We present evidence that the natural rate of interest is buffeted by both permanent and transitory shocks. We establish this result by estimating a benchmark model with Bayesian... -
Real‐time forecast combinations for the oil price (replication data)
Baumeister and Kilian (Journal of Business and Economic Statistics, 2015, 33(3), 338-351) combine forecasts from six empirical models to predict real oil prices. In this paper,... -
Dynamic specification tests for dynamic factor models (replication data)
We derive computationally simple expressions for score tests of misspecification in parametric dynamic factor models using frequency domain techniques. We interpret those... -
Actual and counterfactual growth incidence and delta Lorenz curves: Estimatio...
Different economic growth episodes display very different distributional characteristics, both across countries and over time. Growth is sometimes accompanied by rising and... -
Modeling the effects of grade retention in high school (replication data)
A dynamic discrete-choice model is set up to estimate the effects of grade retention in high school, both in the short run (end-of-year evaluation) and in the long run (drop-out... -
NETS: Network estimation for time series (replication data)
We model a large panel of time series as a vector autoregression where the autoregressive matrices and the inverse covariance matrix of the system innovations are assumed to be... -
Uncertainty across volatility regimes (replication data)
We propose a nonrecursive identification scheme for uncertainty shocks that exploits breaks in the volatility of macroeconomic variables and is novel in the literature on... -
Digitalization, Multinationals and Employment
CODE FOR THE ARTICLE: Digitalisation, multinationals and employment: An empirical analysis of their causal relationships (volume 239(3)) ** WARNING ON COPYRIGHT: * Any use of... -
On-demand digital economy: Can experience ensure work and income security for...
Digital labour platforms have been increasingly gaining popularity over the past decade. In particular, there has been much debate about workers’ motivations and working... -
Economy 4.0 -Digitalisation and its Effects on Wage Inequality (replication d...
This readme file provides basic information on the data set used in Mönnig, A., Maier, T. and Zika, G. (forthcoming), Economy 4.0 -Digitalisation and its Effects on Wage... -
Did the German minimum wage reform influence (un)employment growth in 2015? E...
Using the variation across space, age and sex and the variation across space and sectors, we analyze the relationship between the minimum wage and (un-)employment growth in... -
Data access and supplement materials in Genz, Janser, and Lehmer (2019)
This dataset has no description
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The Effects of Germany’s New Minimum Wage on Employment and Welfare Dependency
In January 2015, Germany introduced a federal, statutory minimum wage of 8.50 Euro per hour. This study evaluates the effects of this policy on regular and marginal employment... -
Do German Works Councils Counter or Foster the Implementation of Digital Tech...
As works councils’ information, consultation and co-determination rights affect the decision process of the management, works councils play a key role in the implementation of...