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The Contribution of Structural Break Models to Forecasting Macroeconomic Seri...
This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the... -
ROUNDING, FOCAL POINT ANSWERS AND NONRESPONSE TO SUBJECTIVE PROBABILITY QUEST...
We develop a panel data model explaining answers to subjective probabilities about binary events and estimate it using data from the Health and Retirement Study on six such... -
A simple, flexible estimator for count and other ordered discrete data (repli...
This paper examines a flexible way to model empirically discrete data outcomes using hazard rate decompositions. It presents a general data-generating mechanism based on... -
The impact of data revisions on the robustness of growth determinants-a note ...
Ciccone and Jaroci-ski (American Economic Journal: Macroeconomics 2010; 2: 222-246) show that inference in Bayesian model averaging (BMA) can be highly sensitive to small data... -
Forecast evaluation of small nested model sets (replication data)
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the... -
GRETL 1.6.0 and its numerical accuracy (replication data)
This dataset has no description
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Predictor relevance and extramarital affairs (replication data)
We revisit Fair's (1978) theory of extramarital affairs using robust nonparametric methods developed for the analysis of categorical data. We find evidence suggesting that the... -
Incentive effects in the demand for health care: a bivariate panel count data...
This paper contributes in three dimensions to the literature on health care demand. First, it features the first application of a bivariate random effects estimator in a count... -
A flexible parametric GARCH model with an application to exchange rates (repl...
Many asset prices, including exchange rates, exhibit periods of stability punctuated by infrequent, substantial, often one-sided adjustments. Statistically, this generates... -
Another look at Swedish business cycles, 1861-1988 (replication data)
The linearity of nine long Swedish macroeconomic time series, whose business cycle properties were discussed by Englund, Persson, and Svensson (1992), is tested and rejected for... -
A county-level database on expellees in West Germany, 1939–1961
Between 1944–1950, almost eight million expellees arrived in West Germany. We introduce a rich county-level database on the expellees’ socio-economic situation in post-war... -
Does Retail Trading Matter to Price Discovery?
The diminishing importance of retail investors and the institutionalization of markets are arguably a result of the general perception that individuals are not well informed... -
Training in the Great Recession - Evidence from an Individual Perspective (Re...
This paper analyses the effect of the economic crisis in the years 2008 and 2009 on individual training activities of different employee groups within establishments. We use a... -
Unfilled Training Positions in Germany (replication data)
This dataset has no description
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Replication Data for Pfeifer/Weche "Temporary agency work and firm performance"
This dataset has no description
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Market Income Inequality and its Impact on Crime in Germany (replication data)
Economic theory predicts a positive effect of an increase in income inequality on the prevalence of crime, but the international empirical evidence is mixed. For Germany,... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data... -
Regulating speculative housing markets (simulation code)
Simulation code for the paper “Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model” by Carolin Martin and... -
Gravity meets pricing to market: What a combined-method approach tells us on ...
Gravity and pricing to market (PTM) models have been used to elaborate determinants of bilateral trade and export pricing for different countries and branches. Typically, only... -
Forward or Backward Looking? The Economic Discourse and the Observed Reality ...
Replication data for the analysis in the article. A description is provided in the file Documentation.pdf.
