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How does monetary policy affect income and wealth inequality? Evidence from q...
This paper evaluates the impact of quantitative easing on income and wealth of individual euro area households. We first estimate the aggregate effects of a QE shock, identified... -
Revisiting the effects of conventional and unconventional monetary policies (...
This paper extends the discussion on the effects of the two distinctive monetary surprises in Lakdawala (2019). First, we show that the proxy of conventional monetary shock... -
Gains from trade: Demand, supply and idiosyncratic shocks (replication data)
Firm-level sales are often used as a proxy for productivity to quantify welfare Gains from Trade (GFT) using firm-level data. This approach ignores the fact that heterogeneity... -
Real-time weakness of the global economy (replication data)
This archive contains the replication files for the paper "Real-time weakness of the global economy" by Danilo Leiva-León, Gabriel Pérez-Quirós and Eyno Rots, published in the... -
Identification and forecasting of bull and bear markets using multivariate re...
Bull and bear market identification generally focuses on a broad index of returns through a univariate analysis. This paper proposes a new approach to identify and forecast bull... -
Constructing density forecasts from quantile regressions: Multimodality in ma...
Quantile regression methods are increasingly used to forecast tail risks and uncertainties in macroeconomic outcomes. This paper reconsiders how to construct predictive... -
Corporate debt booms, financial constraints, and the investment nexus (replic...
This folder contains the codes and datasets needed to replicate all results in the paper "Corporate debt booms, financial constraints, and the investment nexus" by Bruno... -
Best linear and quadratic moments for spatial econometric models with an appl...
This archive contains the data and code files for "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of... -
Re-examining the relationship between patience, risk-taking, and human capita...
This archive contains the replication package for "Re-examining the relationship between patience, risk-taking, and human capital investment across countries" by Alexandra de... -
Statistical identification in panel structural vector autoregressive models b...
This paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled... -
Estimating the price elasticity of gasoline demand in correlated random coeff...
We propose a per-cluster instrumental variables approach (PCIV) for estimating linear correlated random coefficient models in the presence of contemporaneous endogeneity and... -
How does the dramatic rise of CPS nonresponse impact labor market indicators?...
This is the replication package for “How does the dramatic rise of CPS nonresponse impact labor market indicators?” by Robert Bernhardt, David Munro, and Erin L. Wolcott,... -
Tests for equal forecast accuracy under heteroskedasticity (replication data)
This archive contains the replication files for "Tests for equal forecast accuracy under heteroskedasticity" by David Harvey, Stephen Leybourne and Yang Zu, in Journal of... -
The heterogeneous role of party affiliation in the runner-up effect (replicat...
This archive contains the replication files for "The heterogeneous role of party affiliation in the runner-up effect" by Umair Khalil, Mandar Oak and Sundar Ponnusamy in Journal... -
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... -
Estimating separable matching models (replication data)
Code for Galichon-Salanie's "Estimating Separable Matching Models" Usage Create a virtual environment, e.g. with python3 -m venv env. Activate it with source env/bin/activate.... -
Identifying factors via automatic debiased machine learning (replication data)
This is the replication package for the empirical results in "Identifying factors via automatic debiased machine learning" by Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang and Ke... -
Mandatory seatbelt laws and traffic fatalities: A reassessment
Abstract. Using data from the Fatality Analysis Reporting System for the period 1983-1997, Cohen and Einav (Review of Economics and Statistics 2003; 85(4): 828–843) found that... -
Panel data nowcasting: The case of price-earnings ratios (replication data)
This archive contains the replication data for the paper "Panel data nowcasting: The case of price-earnings ratios" by Andrii Babii, Ryan Ball, Eric Ghysels and Jonas Striaukas,... -
A high-dimensional multinomial logit model (replication data)
The number of parameters in a standard multinomial logit model increases linearly with the number of choice alternatives and number of explanatory variables. Since many modern...
