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A Partial Identification Approach to Identifying the Determinants of Human Ca...
Data and replication information for "A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers", published in... -
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimati...
This replication packet contains all the data and Stata do-files to reproduce all tables and figures in "Heterogeneity and Heteroskedasticity in Endogenous Switching Models:... -
Unlocking New Methods to Estimate Country-specific Effects and Trade Elastici...
The provided files contain all necessary information and instructions for obtaining and managing the data, as well as the step-by-step procedures used to replicate all results... -
Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication...
Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied... -
Approximating fixed-horizon forecasts using fixed-event forecasts (replicatio...
Replication files for article "Approximating fixed-horizon forecasts using fixed-event forecasts" by Malte Knueppel and Andreea L. Vladu, published in the Journal of Applied... -
Macroeconomic responses to uncertainty shocks: the perils of recursive orderi...
Dataset for “Macroeconomic responses to uncertainty shocks: the perils of recursive orderings” by Lutz Kilian, Michael D. Plante, and Alexander W. Richter (Journal of Applied... -
A reassessment of likelihood approximation by integration on sparse grids (re...
Dataset for "“A reassessment of likelihood approximation by integration on sparse grids” by Szilárd Madaras and Zsolt Sándor (Journal of Applied Econometrics) -
Spread Regression, Skewness Regression and Kurtosis Regression with an Applic...
Quantile regression provides a powerful tool to study the effects of covariates on key quantiles of conditional distribution. Yet we often still lack a general picture about how... -
Specification choices in quantile regression for empirical macroeconomics (re...
Data and computer programs used to produce the results in Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino, "Specification Choices in Quantile Regression for... -
Exploiting news analytics for volatility forecasting: replication data
Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied... -
Structural breaks and GARCH models of exchange rate volatility: Re-examinatio...
Data and replication information for "Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension" by Akram Hasanov, Robert Brooks, Aktam... -
Sudden stop: Supply and demand shocks in the German natural gas market (repli...
We use a structural VAR model to study the German natural gas market and investigate the impact of the 2022 Russian supply stop on the German economy. Combining conventional and... -
Fast and order-invariant inference in Bayesian VARs with non-parametric shock...
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration... -
The boosted HP filter is more general than you might think (replication data)
Here we provide the data and code that accompanies "The boosted HP filter is more general than you might think" by Ziwei Mei, Peter C. B. Phillips and Zhentao Shi. Published in... -
Heterogeneous autoregressions in short T panel data models (replication data)
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1],... -
Medical marijuana legalization and parenting behaviors (replication data)
Data and replication information for “Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents” (Jun Hyung Kim and Cynthia Bansak),... -
Nowcasting Norwegian household consumption with debit card transaction data (...
This entry contains information about the data used in our analysis. The debit card transaction data that we use are confidential and cannot be made publicly available.... -
Identifying program benefits when participation is misreported (replication d...
In cases of non-compliance with an assigned treatment, estimates of causal effects typically rely on instrumental variables (IV). However, when participation is also... -
The propagation of business expectations within the European Union (replicati...
Data sets employed in the paper "The propagation of business expectations within the European Union" by Anja Sebbesen and Harald Oberhofer. Published in Journal of Applied... -
News or animal spirits? Consumer confidence and economic activity: Redux (rep...
Barsky and Sims (2012, AER) demonstrated, via indirect inference, that confidence innovations can be viewed as noisy signals about medium-term economic growth. They highlighted...
