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Extremal connectedness of hedge funds (replication data)
We propose a dynamic measure of extremal connectedness tailored to the short reporting period and unbalanced nature of hedge funds data. Using multivariate extreme value... -
Estimating household consumption insurance (replication data)
Blundell, Pistaferri, and Preston (American Economic Review, 2008, 98(5), 1887-1921) report an estimate of household consumption insurance with respect to permanent income... -
Multidimensional skills and the returns to schooling: Evidence from an intera...
This paper presents new evidence on returns to schooling based on an interactive fixed-effects framework that allows for multiple unobserved skills with potentially time-varying... -
Is deflation costly after all? The perils of erroneous historical classificat...
I estimate average economic activity during periods of inflation and deflation while accounting for measurement errors in 19th century prices. These measurement errors lead to... -
A distributional synthetic control method for policy evaluation (replication ...
We extend the synthetic control method to evaluate the distributional effects of policy intervention in the possible presence of poor matching. The counterfactuals (or... -
What are the macroeconomic effects of high‐frequency uncertainty shocks? (rep...
This paper evaluates the effects of high-frequency uncertainty shocks on a set of low-frequency macroeconomic variables representative of the US economy. Rather than estimating... -
The Robust Relationship Between US Food Aid and Civil Conflict (replication d...
Humanitarian aid has long been considered an important means to reduce hunger and suffering in developing countries. A recent finding by Nunn and Qian (US food aid and civil... -
When Does the Stepping-Stone Work? Fixed-Term Contracts Versus Temporary Agen...
This paper emphasizes differences among short-term contracts in terms of career prospects. Using French data over the 2002-2010 period, we rely on a dynamic model with fixed... -
Modes, weighted modes, and calibrated modes: evidence of clustering using mod...
We apply recent results from the statistics literature to test for multimodality of worldwide distributions of several (unweighted and population-weighted) measures of labor...