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Analysis of upstream, downstream and common firm shocks using a large factor-...
We provide all necessary code files to create networks using two different approaches as explained in the paper, as well as codes to compare and display the networks. Because of... -
Agglomerative hierarchical clustering for selecting valid instrumental variab...
Description: This reproduction package includes: 1. A text-file describing how to access the data used in the application. 2. R-Code necessary for the replication of results.... -
Expecting the unexpected: Stressed scenarios for economic growth (Replication...
We propose the construction of conditional growth densities under stressed factor scenarios to assess the level of exposure of an economy to small probability but potentially... -
When can we ignore measurement error in the running variable? (replication data)
In many applications of regression discontinuity designs, the running variable used to assign treatment is only observed with error. We show that, provided the observed running... -
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/)....
