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Measuring mortgage credit availability: A frontier estimation approach (repli...
We construct a new measure of mortgage credit availability using a technique developed for production frontier estimation. The resulting loan frontier describes the maximum... -
Estimating the U.S. output gap with state‐level data (replication data)
This paper develops a method to estimate the U.S. output gap by exploiting the cross-sectional variation of state-level output and unemployment rate data. The model assumes that... -
A robust approach to estimating production functions: Replication of the ACF ...
We study Ackerberg, Caves, and Frazer's (Econometrica, 2015, 83, 2411-2451; hereafter ACF) production function estimation method using Monte Carlo simulations. First, we... -
Dynamic specification tests for dynamic factor models (replication data)
We derive computationally simple expressions for score tests of misspecification in parametric dynamic factor models using frequency domain techniques. We interpret those...
