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Spillover Effects between the Stock Market and the Real Economy (Replication ...
This paper illustrates a behavioral mixed frequency macro-finance model where both real and financial variables are generated on a daily basis. Further, while financial sector... -
Binary response model with many weak instruments (replication data)
Data and replication information for empirical applications in the paper "Binary response model with many weak instruments" by Dakyung Seong (Journal of Applied Econometrics) -
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... -
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... -
Need for Cognition, Cognitive Load, and Forewarning do not Moderate Anchoring...
Contains all scripts and datastes to reproduce results from the paper. To reproduce results from all figures and tables, run the master-script "analyses_master.R" in R and go to... -
Cost pass-through in commodity markets with capacity constraints and internat...
Instructions for replications of the results in the paper “Cost pass-through in commodity markets with capacity constraints and international linkages” by Reinhard Ellwanger,... -
Multiple structural breaks in interactive effects panel data models (replicat...
This dataset contains the data and instructions on how to replicate the results in the paper "Multiple structural breaks in interactive effects panel data models", by Jan... -
Uncertainty, skewness, and the business cycle through the MIDAS lens: replica...
Data and replication information for "Uncertainty, skewness, and the business cycle through the MIDAS lens" by Efrem Castelnuovo and Lorenzo Mori; published in Journal of... -
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... -
Bonferroni-type tests for return predictability with possibly trending predic...
Data and Gauss programs to run tests for predictability outlined in the paper "Bonferroni-type tests for return predictability with possibly trending predictors" by Robert... -
Quantile-based test for heterogeneous treatment effects (replication data)
We introduce a permutation test for heterogeneous treatment effects based on the quantile process. However, tests based on the quantile process often suffer from estimated... -
Omitted Variable Bias and Wartime Legacies. A Response to Malesky and Nguyen ...
Malesky and Nguyen (2024, Journal of Comments and Replications in Economics, MN) reassess a recent study on the long-term effects of wartime violence on civic engagement in... -
Progressive Taxation and Social Welfare: Quantifying the Effects of the "Germ...
The German “Tax-Reform 2000” involved a strong reduction in the progressivity of labor income taxation. It led to a rise in overall labor income, but also increased income... -
Optimal multi-action treatment allocation: A two-phase field experiment to bo...
Research underscores the role of naturalization in enhancing immigrants' socio-economic integration, yet application rates remain low. We estimate a policy rule for a... -
Source-code and datasets for: Performance-based pay and limited information a...
Content The provided content consists of two parts: First, the code of the agent-based simulation model (in the folder "Model") and, second, the data that is generated using the... -
Unraveling the Productivity Paradox: Evidence for Germany
Despite massive digitization efforts, the German economy has experienced a marked slowdown in its productivity growth. This paper empirically analyzes three prominent... -
Regional Industrial Effects in Germany from a Potential Gas Deficit
We estimate potential regional industrial effects in case of a threatening gas deficit. For Germany, the reduction leads to a potential decrease in industrial value added by... -
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... -
Noisy monetary policy announcements (replication data)
Replication files for: Dahlhaus, T. and Gambetti L., Noisy Monetary Policy Announcements, Journal of Applied Econometrics. MainProg_JAE.m replicates the analysis in Section...
