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Alternative procedures for converting qualitative response data to quantitati...
This paper analyses and extends alternative procedures for converting qualitative expectations responses to quantitative expectations. A number of conversion procedures is... -
A nonlinear approach to US GNP (replication data)
A univariate nonlinear model is estimated for US GNP that on many criteria outperforms standard linear models. The estimated model is of the threshold autoregressive type and... -
Testing for homogeneity in demand systems when the regressors are nonstationa...
An implication of optimizing theory is that demand functions are homogeneous of degree zero in prices and nominal income. Evidence based on estimations of demand systems has... -
The distribution of personal income: Revisited (replication data)
In a recent paper, Majumder and Chakravarty (1990) propose a four-parameter model which they find provides a better fit to some income data than the lognormal, gamma,... -
Semi-parametric estimation of simultaneous equations with limited dependent v...
We propose a general strategy to estimate semi-parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various... -
Forecasting in cointegrated systems (replication data)
We consider the implications for forecast accuracy of imposing unit roots and cointegrating restrictions in linear systems of I(1) variables in levels, differences, and... -
Convergence in international output (replication data)
This paper proposes and tests new definitions of convergence and common trends for per capita output. We define convergence for a group of countries to mean that each country... -
Asymptotic theory and econometric practice (replication data)
The classical paradigm of asymptotic theory employed in econometrics presumes that model dimensionality, p, is fixed as sample size, n, tends to inifinity. Is this a plausible... -
Testing Investment Forecast Efficiency with Forecasting Narratives
I analyze the narratives that accompany business cycle forecasting reports of three German institutes using topic models. To this end, I gather multiple similar topics into... -
The impact of forecast errors on fiscal planning and debt accumulation
We investigate the impact of errors in medium run tax revenue forecasts on the final budget balance. Our analysis is based on fiscal data for the entirety of German states and... -
The role of non-performing loans for bank lending rates (replication data)
The analysis considers the role of non-performing loans (NPLs) for bank lending rates on newly granted loans. It is based on euro area data. The focus is on an effect caused by... -
Data for the analysis of the effects of rapid structural change on workers
The data set used for the analyses of this paper is generated from the Socio-Economic Panel (SOEP). The SOEP is a household panel survey conducted on yearly basis since 1984 in... -
The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of...
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR)... -
Data for 37 Brazilian banks
In data envelopment analysis, returns to scale (RTS) are a widely accepted instrument for a company to reveal its activity scaling potentials. In the case of increasing returns... -
Measuring Tolerant Behavior
This paper addresses the issue of measuring tolerance, viewed as a multifaceted phenomenon involving several different social domains. We develop a multidimensional index for... -
Projecting the Spread of COVID19 for Germany
We model the evolution of the number of individuals reported sick with COVID-19 in Germany. Our theoretical framework builds on a continuous time Markov chain with four states:... -
Parity Funding of Health Care Contributions in Germany: A DSGE Perspective
Germany reintroduced parity funding of the statutory health insurance scheme in January 2019 by lowering the contribution rates for employees and raising those for employers,... -
The Evolution of Immigrants' Homeownership in Germany (replication data)
Recently, the homeownership rate of immigrants in Germany has increased by more than 20 percentage points. To shed light on this sharp rise, this paper investigates the driving... -
Public Investment Subsidies and Firm Performance – Evidence from Germany – re...
This paper assesses firm-level effects of the single largest investment subsidy programme in Germany. The analysis considers grants allocated to firms in East German regions... -
The incidence of agricultural subsidies on rental rates for grassland (replic...
This paper examines the impact of agricultural subsidies on rental rates for grassland. In theory, the capitalization of subsidies into grassland rents has become increasingly...
