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A Measure of Trend Wage Inflation
We extend time-series models that have so far been used to study price inflation (Stock and Watson 2016) and apply them to a micro-level data set containing worker-level... -
Heterogeneity and dynamics in network models (replication data)
Description of dataset (from Datastream, Bloomberg and BIS) corresponding to the paper "Heterogeneity and Dynamics in Network Models" by Enzo D'Innocenzo, Andre Lucas, Anne... -
Nowcasting from cross-sectionally dependent panels (replication data)
This archive contains the replication files. All codes and data are provided. There are three folders corresponding to the simulation study and two empirical applications of the...