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Forecasting and stress testing with quantile vector autoregression (replicati...
Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023,... -
Projecting the Spread of COVID19 for Germany
We model the evolution of the number of individuals reported sick with COVID-19 in Germany. Our theoretical framework builds on a continuous time Markov chain with four states:... -
Replication code for "How repayments manipulate our perceptions about loan dy...
Algorithm to estimate loan origination based on Adalid and Falagiarda (2019), "How repayments manipulate our perceptions about loan dynamics after a boom", Journal of Economics... -
Germany’s growth prospects against the backdrop of demographic change (Replic...
Replication files for: Breuer, S. and S. Elstner: "Germany’s growth prospects against the backdrop of demographic change" Journal of Economics and Statistics, forthcoming. * All...