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Simultaneous confidence bands: Theory, implementation, and an application to ...
Simultaneous confidence bands are versatile tools for visualizing estimation uncertainty for parameter vectors, such as impulse response functions. In linear models, it is known... -
Private returns to R&D in the presence of spillovers, revisited (replicat...
This is both a replication of Eberhardt et al. (Review of Economics and Statistics, 2013, 95(2), 436-448) using different software, and a critical extension and diagnostic... -
(Under)Mining local residential property values: A semiparametric spatial qua...
Rock mining operations, including limestone and gravel production, have considerable adverse effects on residential quality of life due to elevated noise and dust levels... -
The puzzling effects of monetary policy in VARs: Invalid identification or mi...
Standard vector autoregressions (VARs) often find puzzling effects of monetary policy shocks. Is this due to an invalid (recursive) identification scheme, or because the... -
The approximate solution of finite‐horizon discrete‐choice dynamic programmin...
The estimation of finite-horizon discrete-choice dynamic programming (DCDP) models is computationally expensive. This limits their realism and impedes verification and... -
Information flows and stock market volatility (replication data)
This study examines how news is distributed across stocks. A model is developed that categorizes a stock's latent news into normal and nonnormal news, and allows both types of... -
Cartel dating (replication data)
The begin and end dates of cartels are often ambiguous, despite competition authorities stating them with precision. The legally established infringement period(s) from... -
Switching generalized autoregressive score copula models with application to ...
Recent financial disasters have emphasized the need to accurately predict extreme financial losses and their consequences for the institutions belonging to a given financial... -
Estimating within‐cluster spillover effects using a cluster randomization wit...
Spillover effects within randomized clusters pose a challenge for identifying impacts of an individualized treatment. The paper proposes a solution. Longitudinal and... -
Putting European Monetary Integration into a Historical Perspective - Replica...
This dataset provides the files required to reproduce the empirical part of Fendel/Frenkel, Putting European Monetary Integration into a Historical Perspective: Two Decades of... -
Early prediction of university dropouts - a random forest approach
We predict university dropout using random forests based on conditional inference trees and on a broad German data set covering a wide range of aspects of student life and study... -
Replication code for "How repayments manipulate our perceptions about loan dy...
Algorithm to estimate loan origination based on Adalid and Falagiarda (2019), "How repayments manipulate our perceptions about loan dynamics after a boom", Journal of Economics... -
Taking stock of the EU Fiscal rules over the past 20 years and options for re...
This paper reviews how the European Union’s fiscal rules have developed from the Maastricht Treaty that established the single monetary policy up until today. It shows that the... -
Country-Specific Euro Area Government Bond Yield Reactions to ECB's Non-Stand...
This paper employs event study methods to evaluate the effects of ECB's non-standard monetary policy program announcements on 10-year government bond yields of 11 euro area... -
Different Counselors, Many Options: Career Guidance and Career Plans in Secon...
Career guidance assists students with the school-to-work transition. Based on a survey conducted in secondary schools in Germany, we analyze career guidance activities and how... -
Political affiliation in post-parliamentary careers in Italian public enterpr...
It has long been recognized that the presence of politicians on the boards of directors of public firms may create inefficiencies. Nevertheless, research has so far neglected... -
Real and Financial cycles in euro area economies: results from wavelet analys...
Data set and Matlab codes to accompany M. Scharnagl and M. Mandler, "Real and Financial cycles in euro area economies: results from wavelet analysis", Journal of Economics and... -
Credit allocation in heterogeneous banking systems
World banking systems are almost invariably populated by relatively diverse financial institutions. This paper studies the operation of credit markets where heterogeneous banks... -
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... -
Training in the Great Recession - Evidence from an Individual Perspective (Re...
This paper analyses the effect of the economic crisis in the years 2008 and 2009 on individual training activities of different employee groups within establishments. We use a...
