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Tracking Economic Activity With Alternative High-Frequency Data (replication ...
This data package contains the replication data files data_ch.Rda and data_ch.xlsx related to the Journal of Applied Econometrics article titled Tracking Economic Activity With... -
Specification choices in quantile regression for empirical macroeconomics (re...
Data and computer programs used to produce the results in Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino, "Specification Choices in Quantile Regression for... -
The benefits of forecasting inflation with machine learning: New evidence (re...
This is the replication package for "The benefits of forecasting inflation with machine learning: New evidence" by A. Naghi, E. O'Neill, and M. Zaharieva, Journal of Applied... -
Sectoral slowdowns in the UK: Evidence from transmission probabilities and ec...
This folder contains MATLAB and R software and data to accompany the paper "Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages" by... -
A direct measure of subjective business uncertainty
We present an uncertainty measure that is based on a business survey in which uncertainty is captured directly by a qualitative question on subjective uncertainty regarding... -
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... -
A Novel Housing Price Misalignment Indicator for Germany
From 2014 until present, housing prices in Germany have been rising faster than consumer prices in all quarters except one, raising concerns about an excessive overheating of... -
Strategic Timing of Investment over the Business Cycle - replication data
We analyze a data set containing rental revenues, maintenance costs, and sale prices of five different types of rental machines to econometrically estimate key relationships... -
Should forecasters use real-time data to evaluate leading indicator models fo...
In this paper we investigate whether differences exist among forecasts using real-time or latest-available data to predict gross domestic product (GDP). We employ...
