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Räumliche Konfigurationen des Messehandels im frühneuzeitlichen Europa. Gedru...
Early modern printed fair calendars provide information about location, the date and duration of trade fairs. They appeared in various literary genres and thus reached a larger... -
A regularization approach to common correlated effects estimation (replicatio...
Cross-section average-augmented panel regressions introduced by Pesaran (2006) have been a popular empirical tool to estimate panel data models with common factors. However, the... -
Bayesian model comparison for time‐varying parameter VARs with stochastic vol...
We develop importance sampling methods for computing two popular Bayesian model comparison criteria, namely, the marginal likelihood and the deviance information criterion (DIC)... -
Loan Supply Shocks and the Business Cycle (replication data)
This paper provides empirical evidence on the role played by loan supply shocks over the business cycle in the euro area, the UK and the USA from 1980 to 2011 by estimating... -
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... -
SPATIAL COMPETITION WITH CHANGING MARKET INSTITUTIONS (replication data)
Competition across space can be fundamentally altered by changes in market institutions. We propose a framework that integrates market-altering policy changes in the spatial... -
Prices and Wages in Salzburg and Vienna, c. 1450–1850. An Introduction to the...
Prices and wages are key indicators of social and economic processes. Recent research exists for some countries, but little data has been added on present-day Austria since the... -
Compilation of Commercial Property Price Indices for Germany Tailored for Pol...
The compilation of commercial property price indices is challenging. Policymakers urge for timely, reliable and comprehensive data. In Germany, lack of data prevents the... -
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... -
Country-Specific Euro Area Government Bond Yield Reactions to ECB's Non-Stand...
This paper employs event study methods to evaluate the effects of ECB's non-standard monetary policy program announcements on 10-year government bond yields of 11 euro area...
