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Scaling and measurement error sensitivity of scoring rules for distribution f...
This paper examines the impact of data rescaling and measurement error on scoring rules for distribution forecast. First, I show that all commonly used scoring rules for... -
Revisiting the effects of conventional and unconventional monetary policies (...
This paper extends the discussion on the effects of the two distinctive monetary surprises in Lakdawala (2019). First, we show that the proxy of conventional monetary shock... -
Real-time weakness of the global economy (replication data)
This archive contains the replication files for the paper "Real-time weakness of the global economy" by Danilo Leiva-León, Gabriel Pérez-Quirós and Eyno Rots, published in the... -
Constructing density forecasts from quantile regressions: Multimodality in ma...
Quantile regression methods are increasingly used to forecast tail risks and uncertainties in macroeconomic outcomes. This paper reconsiders how to construct predictive... -
Best linear and quadratic moments for spatial econometric models with an appl...
This archive contains the data and code files for "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of... -
Statistical identification in panel structural vector autoregressive models b...
This paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled... -
Estimating the price elasticity of gasoline demand in correlated random coeff...
We propose a per-cluster instrumental variables approach (PCIV) for estimating linear correlated random coefficient models in the presence of contemporaneous endogeneity and... -
More on the influence of gender equality on gender differences in economic pr...
Introduction This study reproduces the results of the article Relationship of gender differences in preferences to economic development and gender equality (DOI:...
