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The performance of merging cooperative banks in Germany
Motivated by the recent increase in bank mergers, this paper examines the performance of German cooperative banks that merged between 2014 and 2019. We are particularly... -
Revisiting Group Differences in High-Dimensional Choices: Method and Applicat...
Dataset and replication code for "Revisiting group differences in high-dimensional choices: method and application to congressional speech” by Paul Hofmarcher (Journal of... -
Modelling volatility cycles: the MF2-GARCH model (replication data)
We propose a novel multiplicative factor multi-frequency GARCH (MF2-GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one-component... -
A Re-Consideration of Money Demand Theory
Portfolio models typically ignore precautionary transactions demands for liquid assets, and models of precautionary demands typically ignore asset rate-of-return risk. If... -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied... -
Data and code: What explains differences in minimum wage growth between EU me...
The dataset contains data and code used in the article, Baumann, Arne: "What explains differences in minimum wage growth in EU member staes?", Journal of Economics and...