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Heterogeneous responses to corporate marginal tax rates: Evidence from small ...
Do small and large firms respond differently to tax cuts? Using new narrative measures of the exogenous variation in corporate marginal tax rates and a unique dataset of U.S.... -
Was Harold Zurcher myopic after all? Replicating Rust's engine replacement es...
Rust (1987) studies the dynamic decision making under uncertainty made by Harold Zurcher to replace bus engines. In the decades since, the model has been applied, extended, and... -
Monetary policy and exchange rate anomalies in set-identified SVARs: Revisite...
Replication files for all models, figures and tables in the main paper and in the online appendix. -
Multiple testing with covariate adjustment in experimental economics (replica...
Replication files for List, Shaikh, and Vayalinkal (2023). Requires data from Karlan and List (2007) and the mhtexp2 package. Instructions for how to obtain the data and package... -
The demand for money at the zero interest rate bound (replication data)
Replication materials for "The demand for money at the zero interest rate bound", by Tsutomu Watanabe and Tomoyoshi Yabu, Journal of Applied Econometrics, forthcoming. -
Heavy tailed, but not Zipf: Firm and establishment size in the U.S. (replicat...
These folders and files document the necessary steps to replicate all results in the paper and appendix of: “Heavy Tailed, but not Zipf: Firm and Establishment Size in the... -
Understanding trend inflation through the lens of the goods and services sect...
We distinguish between the goods and services sectors in an unobserved components model of U.S. inflation. We find that prior to the early 1990s, both sectors contributed to... -
Revisiting the effect of growing up in a recession on attitudes towards redis...
Giuliano and Spilimbergo (2014) show that individuals who experienced a recession when young are more likely to favor redistribution in the short and long run. We revisit their... -
Subspace shrinkage in conjugate Bayesian vector autoregressions (replication ...
For the empirical exercise we use quarterly macroeconomic data for the US, obtained from the FRED-QD database (https://research.stlouisfed.org/econ/mccracken/fred-databases/).... -
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estim...
Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published... -
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
Inference in Difference-in-Differences: How Much Should we Trust in Independe...
Replication material for 'Inference in Difference-in-Differences: How Much Should we Trust in Independent Clusters?' by Bruno Ferman, published in Journal of Applied Econometrics. -
Hours Worked and the U.S. Distribution of Real Annual Earnings 1976--2019 (re...
This dataset has no description
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Bayesian Collapsed Gibbs Sampling for a Stochastic Volatility Model with a Di...
This dataset has no description
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Real-time Macroeconomic Projection Using Narrative Central Bank Communication...
This dataset has no description
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Deep Distributional Time Series Models and the Probabilistic Forecasting of I...
This dataset has no description
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Identifying and Interpreting the Factors in Factor models via Sparsity: Diffe...
This dataset has no description
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Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty (re...
This dataset has no description
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Should We Trust Cross Sectional Multiplier Estimates (replication data)
This dataset has no description
