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Semi-parametric estimation of consumption-based equivalence scales: the case ...
Consumption-based equivalence scales are estimated by applying the extended partially linear model (EPLM) to the 1998 German Income and Consumption Survey (EVS). In this model... -
Assessing the effects of measurement errors on the estimation of production f...
This article explores to what extent the poor results that are often found when estimating parameters of production functions can be attributed to measurement errors, due to the... -
Calculus attainment and grades received in intermediate economic theory (repl...
We revisit the work of Butler et al. (1998) who examine the effect of mathematical preparation on grades received in intermediate economic theory courses. Using a Bayesian... -
How quickly do forecasters incorporate news? Evidence from cross-country surv...
Using forecasts from Consensus Economics Inc., we provide evidence on the efficiency of real GDP growth forecasts by testing whether forecast revisions are uncorrelated. As the... -
Wealth dynamics: reducing noise in panel data (replication data)
Although the asset data from the Health and Retirement Study (HRS) is of very high quality, there is sufficient noise to frustrate attempts to study saving behaviour by... -
How do respondents process stated choice experiments? Attribute consideration...
The popularity of stated choice (SC) experiments has produced many design strategies in which researchers use increasingly more complex choice settings to study choice... -
The case against JIVE (replication data)
We perform an extensive series of Monte Carlo experiments to compare the performance of two variants of the jackknife instrumental variables estimator, or JIVE, with that of the... -
Sectoral labour supply, choice restrictions and functional form (replication ...
In this paper we discuss a general framework for analysing labour supply behaviour in the presence of complicated budget and quantity constraints, of which some are unobserved.... -
A small monetary system for the euro area based on German data (replication d...
Previous euro area money demand studies have used aggregated national time series data from the countries participating in the European Monetary Union (EMU). However,... -
Estimation and comparison of treasury auction formats when bidders are asymme...
The structural parameters of a share-auction model accounting for asymmetries across bidders, as well as supply uncertainty, are estimated with a sample of French Treasury... -
Modelling firm-size distribution using Box–Cox heteroscedastic regression (re...
Using the Box-Cox regression model with heteroscedasticity (BCHR), we re-examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata (2000)... -
Inference in dynamic stochastic frontier models (replication data)
An important issue in models of technical efficiency measurement concerns the temporal behaviour of inefficiency. Consideration of dynamic models is necessary but inference in... -
Estimates of semiparametric equivalence scales (replication data)
Within the semiparametric framework introduced by Pendakur (1999) we introduce a new loss function to estimate equivalence scales. This loss function uses all available... -
A nonparametric measure of convergence towards purchasing power parity (repli...
It has been claimed that the deviations from purchasing power parity are highly persistent and have quite long half-lives under the assumption of a linear adjustment of real... -
Empirical evidence of income dynamics across EU regions (replication data)
This paper analyses the distribution of purchasing power standardized per capita income across EU-12 regions between 1977 and 1996. Dispersion of incomes between regions is... -
Temporal aggregation of an ESTAR process: some implications for purchasing po...
Nonlinear models of deviations from PPP have recently provided an important, theoretically well motivated, contribution to the PPP puzzle. Most of these studies use temporally... -
A review of TESTU01 (replication data)
This dataset has no description
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Deriving target selection rules from endogenously selected samples (replicati...
The selection of the most profitable customers in a customer database for targeted activities is often done based on observed behaviour in the past. Consequently, databases... -
Disaggregate evidence on the persistence of consumer price inflation (replica...
This paper uses disaggregate inflation data spanning all of consumption to examine: (i) the persistence of disaggregate inflation relative to aggregate inflation; (ii) the... -
Generalized long memory processes, failure of cointegration tests and exchang...
This paper presents evidence that the equilibrium relationship in a system of nominal exchange rates is best described as a stationary GARMA process. The implementation of the...
