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A Partial Identification Approach to Identifying the Determinants of Human Ca...
Data and replication information for "A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers", published in... -
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimati...
This replication packet contains all the data and Stata do-files to reproduce all tables and figures in "Heterogeneity and Heteroskedasticity in Endogenous Switching Models:... -
Dividend policy: An empirical analysis for Imperial Germany
In the German Empire, corporations almost always paid a dividend to their shareholders. Dividends have been cut or increased in line with the development of profits. We... -
Labor Market Concentration in Germany
Using register data, we document that the average German labor market, defined by hires in combinations of 3-digit occupations, requirement levels, and commuting zones, is... -
The Peer Effect on Future Wages in the Workplace (replication data)
Dataset for "The Peer Effect on Future Wages in the Workplace" by Long Hong and Salvatore Lattanzio (Journal of Applied Econometrics) -
A Measure of Trend Wage Inflation
We extend time-series models that have so far been used to study price inflation (Stock and Watson 2016) and apply them to a micro-level data set containing worker-level... -
Unlocking New Methods to Estimate Country-specific Effects and Trade Elastici...
The provided files contain all necessary information and instructions for obtaining and managing the data, as well as the step-by-step procedures used to replicate all results... -
The pass through of monetary policy to euro area bank interest rates
We examine the transmission of monetary policy to bank interest rates in the euro area, using a rolling estimation. The results, using various fixations for the Euribor rate and... -
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... -
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...
