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POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIR...
This paper discusses pooling versus model selection for nowcasting with large datasets in the presence of model uncertainty. In practice, nowcasting a low-frequency variable... -
THE GROWTH AFTERMATH OF NATURAL DISASTERS (replication data)
This paper traces the yearly response of gross domestic product growth-both aggregated and disaggregated into its agricultural and non-agricultural components-to four types of... -
HOW PUZZLING IS THE PPP PUZZLE? AN ALTERNATIVE HALF-LIFE MEASURE OF CONVERGEN...
Evidence of lengthy half-lives for real exchange rates in the presence of a high degree of exchange rate volatility has been considered as one of the most puzzling empirical...