-
Contagious switching (replication data)
We analyze the propagation of recessions across countries using a model with multiple qualitative state variables in a vector autoregression (VAR). The VAR may include... -
Dependence‐robust inference using resampled statistics (replication data)
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on... -
Declining discount rates in Singapore's market for privately developed apartm...
Singapore's market for new privately developed apartments exhibits wide quasi-experimental variation in ownership tenure. We develop an empirical model in which prices are... -
The bilateral trade effects of announcement shocks: Brexit as a natural field...
We analyse the effects of uncertainty and anticipation shocks associated with the 2016 Brexit vote as a treatment on trade between the UK and 14 EU and 14 non-EU trading... -
The economics of state fragmentation: Assessing the economic impact of secess...
This paper presents estimates of the economic effects of secession for a large panel of countries that gained independence between 1940 and 2016. It relies on a semi-parametric... -
Forecast uncertainty, disagreement, and the linear pool (replication data)
The linear pool is the most popular method for combining density forecasts. We analyze its implications concerning forecast uncertainty, using a new framework that focuses on... -
International spillovers of forward guidance shocks (replication data)
We estimate a two-country model of the United States and Canada over the post 2009 sample to study the cross-country spillovers of forward guidance shocks. To do so, we propose... -
Bootstrap inference and diagnostics in state space models: With applications ...
This paper investigates the potentials of the bootstrap as a tool for inference on the parameters of macroeconometric models which admit a state space representation. We... -
Cyclical labour income risk in Great Britain (replication data)
This paper provides new evidence on the cyclical behaviour of household labour income risk in Great Britain and the role of social insurance policy in mitigating against this... -
Revisiting gender identity and relative income within households: A cautionar...
We show that Bertrand et al.'s (QJE, 2015, ) finding of a sharp drop in the relative income distribution within married couples at the point where wives start to earn more than... -
Inferring financial bubbles from option data (replication data)
Financial bubbles arise when the underlying asset's market price deviates from its fundamental value. Unlike other bubble tests that use time series data and assume a... -
Tracking and specialization of high schools: Heterogeneous effects of school ...
We analyze the impact of choosing an elite school on high school graduation in an early tracking system in Flanders (Belgium). Whereas elite schools offer only an academic... -
What time use surveys can (and cannot) tell us about labor supply (replicatio...
The American Time Use Survey (ATUS) accurately measures hours worked on a single day. We propose several estimators of elasticities of weekly labor supply in a linear regression... -
Endogenous health groups and heterogeneous dynamics of the elderly (replicati...
We propose a methodology to classify individuals into few but meaningful health groups by estimating a panel Markov switching model that exploits rich information from panel... -
Interpretation of point forecasts with unknown directive (replication data)
Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We extend methodology for the identification of the functional based on... -
If not now, when? The timing of childbirth and labor market outcomes (replica...
We study the effect of childbirth and birth timing on female labor market outcomes in Italy. The impact is traced up to 21 years since school completion by estimating a factor... -
Productivity effects of internationalisation through the domestic supply chai...
This paper investigates productivity effects for a given firm resulting from the import or export of intermediate inputs by domestic upstream and downstream industries. With the... -
The government spending multiplier at the zero lower bound: International evi...
Based on a large historical panel dataset, this paper provides evidence that the government spending multiplier can be significantly higher when interest rates are at or near... -
The double‐edged sword of global integration: Robustness, fragility, and cont...
Increased global integration of firm, production, and financial networks has the potential to benefit growth but also amplify the transmission of crises. We test whether higher... -
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New...
The risk of AIDS-related mortality increased dramatically throughout the 1990s. This paper updates previous work by Fortson (2011) to examine the impact of mortality risk on...
