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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... -
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... -
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... -
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... -
EDUCATIONAL DIFFERENCES IN SMOKING: SELECTION VERSUS CAUSATION (replication d...
This dataset has no description
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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... -
In search of an appropriate lower bound. The zero lower bound vs. the positiv...
Using a standard New Keynesian model, we show that moderate side effects of zero lower bound (ZLB) policy suffice for positive lower bound (PLB) policy to pay off in terms of... -
Market Income Inequality and its Impact on Crime in Germany (replication data)
Economic theory predicts a positive effect of an increase in income inequality on the prevalence of crime, but the international empirical evidence is mixed. For Germany,... -
Regional impact of the German rent brake
New rental contracts have risen dramatically in many German places in recent years due to strong influxes and sluggish construction activity. The rent brake should put a stop to... -
Voluntary Quits: Do Works Councils Matter? (replication data)
Most of the literature on the effects of German works councils does not deal with the issue of potential endogeneity of works council existence. Exploiting exogenous variation... -
Workplace Employee Representation and Industrial Relations Performance ‘(repl...
Using cross-country data from the European Company Survey, we investigate the relationship between workplace employee representation and management perceptions of the climate of...
