-
Exchange rates and macroeconomic fundamentals (replication data)
We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor... -
The demand for money at the zero interest rate bound (replication data)
Replication materials for "The demand for money at the zero interest rate bound", by Tsutomu Watanabe and Tomoyoshi Yabu, Journal of Applied Econometrics, forthcoming. -
Interest Rate Persistence and Monetary Policy Rule in Light of Model Uncertainty
We study how model uncertainty affects the understanding of the interest rate persistence using a generalized Taylor-rule function covering numerous submodels via model average... -
The Federal Reserve’s output gap: The unreliability of real-time reliability ...
Data Set and Online Appendix for: Josefine Quast and Maik H. Wolters, "The Federal Reserve’s Output Gap: The Unreliability of Real-Time Reliability Tests", Journal of Applied... -
When can we ignore measurement error in the running variable? (replication data)
In many applications of regression discontinuity designs, the running variable used to assign treatment is only observed with error. We show that, provided the observed running...
