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Extreme weather events and economic activity: The case of low water levels on...
We make use of historical data on water levels on the Rhine river to analyze the impact of weather-related supply shocks on economic activity in Germany. Our analysis shows that... -
Understanding trend inflation through the lens of the goods and services sect...
We distinguish between the goods and services sectors in an unobserved components model of U.S. inflation. We find that prior to the early 1990s, both sectors contributed to... -
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... -
Fast and reliable jackknife and bootstrap methods for cluster-robust inferenc...
The paper contains three empirical examples. In each case, there is a data file in CSV format, a Stata DO file, and the output file produced by running the DO file. All nine... -
Censored density forecasts: Production and evaluation (replication data)
This paper develops methods for the production and evaluation of censored density forecasts. The focus is on censored density forecasts that quantify forecast risks in a middle... -
A Welfare Economic Approach to Planetary Boundaries
The article "A Welfare Economic Approach to Planetary Boundaries" is a purely conceptional synoptic paper developing a theoretical model framework to address shortcoming of... -
Good Bye Lenin Revisited: East-West Preferences Three Decades After German Re...
In this paper, we document that living under Communism vs. Capitalism has lasting effects on preferences for a strong government. Relying on the natural experiment of German... -
Revisiting the effect of growing up in a recession on attitudes towards redis...
Giuliano and Spilimbergo (2014) show that individuals who experienced a recession when young are more likely to favor redistribution in the short and long run. We revisit their... -
On event studies and distributed-lags in two-way fixed effects models (replic...
This archive contains the replication files for the paper “On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and... -
Using arbitrary precision arithmetic to sharpen identification analysis for D...
Replication materials (code and final results) for "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models", published in Journal of Applied... -
Subspace shrinkage in conjugate Bayesian vector autoregressions (replication ...
For the empirical exercise we use quarterly macroeconomic data for the US, obtained from the FRED-QD database (https://research.stlouisfed.org/econ/mccracken/fred-databases/).... -
Quantifying investor narratives and their role during COVID-19 (replication f...
This paper elicits and quantifies narratives from open-ended surveys sent daily to U.S. stockholders during the first wave of the COVID-19 pandemic. Using textual analysis, we... -
Inflation Expectations and Nonlinearities in the Phillips Curve (replication ...
The files submitted are the codes and data for the Journal of Applied Econometrics article “Inflation Expectations and Nonlinearities in the Phillips Curve” by Alexander Doser,... -
Fiscal targets: A guide to forecasters? (replication data)
We formulate and estimate empirical models for a selection of EU countries (Germany, France, Italy, Spain, Portugal and Ireland) to show that ex-ante government (consumption)... -
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estim...
Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published... -
Inattention and the impact of monetary policy (replication data)
Replication material for “Inattention and the impact of monetary policy” by Zidong An, Salem Abo-Zaid and Xuguang Simon Sheng, published in Journal of Applied Econometrics. -
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
Testing Identifying Assumptions in Bivariate Probit Models (replication data)
This paper considers the bivariate probit model's identifying assumptions: linear index specification, joint normality of errors, instrument exogeneity, and relevance. First, we... -
Robust Forecast Superiority Testing with an Application to Assessing Pools of...
We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping...
