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Evidence on purchasing power parity from univariate models: the case of smoot...
Recent research has found that trend-break unit root tests derived from univariate linear models do not support the hypothesis of long-run purchasing power parity (PPP) for US... -
Robust inference concerning recent trends in US environmental quality (replic...
Understanding trends in environmental quality is important for individuals and policymakers. Typically, trends in environmental quality are determined solely through comparisons... -
Can inflation data improve the real-time reliability of output gap estimates?...
Potential output plays a central role in monetary policy and short-term macroeconomic policy making. Yet, characterizing the output gap involves a trend-cycle decomposition, and... -
Evidence on agglomeration economies, diseconomies, and growth (replication data)
Conventional urban economic analysis suggests that a local economy's size is closely related to a number of features, including levels of human capital and the availability of... -
A structural model of aggregate US job flows: another look (replication data)
A recent article (Collard et al., 2002) published in this journal presented a structural model of aggregate job flows. Unrestricted estimation of the model yields parameter... -
Precautionary motives and portfolio decisions (replication data)
This paper studies the empirical relevance of precautionary and other motives for household portfolio behaviour using recent panel data from the Netherlands. Dutch households'... -
Are differences in firm size transitory or permanent? (replication data)
An Erratum for this article has been published in Journal of Applied Econometrics 18(2) 2003, 249 Previous empirical work on corporate growth rates using cross-section or... -
A segment-level hazard approach to studying household purchase timing decisio...
The increasing availability of customer-level data and the willingness of marketers to customize the timing of their offers to consumers makes the accurate segment-level... -
Labour market institutions and employment in France (replication data)
The purpose of this paper is to use individual data to study how the minimum wage and the welfare system combine to affect employment in France. Using the 1997 Labour Force... -
This is what the leading indicators lead (replication data)
We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyse the CLI's accuracy... -
Transitions from home to marriage of young Americans (replication data)
The paper examines the impact of income on the transitions between home, living independently and first marriage of young Americans. A matching model is outlined, similar to... -
Parametric and semiparametric estimation of sample selection models: an empir...
This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators... -
The effects of real and nominal uncertainty on inflation and output growth: s...
In this paper we use GARCH-M methods to test four hypotheses about the effects of real and nominal uncertainty on average inflation and output growth in the United States from... -
Cointegration tests of present value models with a time-varying discount fact...
The paper analyses the impact of persistence and volatility in the discount rate in present-value models on cointegration tests in levels and in logarithms. In simulations we... -
Separability test for the electricity supply industry (replication data)
This paper examines the vertical integration issue of the electricity industry. This industry is typically vertically integrated and heavily regulated. The paper investigates...
