-
A structural dynamic analysis of retirement behaviour in the Netherlands (rep...
This study focuses on determinants of elderly labour force participation and retirement decisions in the Netherlands. This is analysed by a dynamic programming model for the... -
Dynamic programming model estimates of Social Security Disability Insurance a...
This paper develops a dynamic programming model of the Social Security Disability Insurance (SSDI) application timing decision. We estimate the time to application from the... -
Predictor relevance and extramarital affairs (replication data)
We revisit Fair's (1978) theory of extramarital affairs using robust nonparametric methods developed for the analysis of categorical data. We find evidence suggesting that the... -
A microeconometric evaluation of rehabilitation of long-term sickness in Swed...
In this study the effects of various types of rehabilitation programmes on labour market outcomes are estimated. A main feature of this study is that it jointly evaluates... -
Long-run monetary neutrality and long-horizon regressions (replication data)
A prominent test of long-run monetary neutrality (LRMN) involves regressing long-horizon output growth on long-horizon money growth. We obtain limited support for LRMN with this... -
On Markov error-correction models, with an application to stock prices and di...
This paper considers Markov error-correction (MEC) models in which deviations from the long-run equilibrium are characterized by different rates of adjustment. To motivate our... -
Can inflation data improve the real-time reliability of output gap estimates?...
Potential output plays a central role in monetary policy and short-term macroeconomic policy making. Yet, characterizing the output gap involves a trend-cycle decomposition, and... -
Incentive effects in the demand for health care: a bivariate panel count data...
This paper contributes in three dimensions to the literature on health care demand. First, it features the first application of a bivariate random effects estimator in a count... -
Retesting Fair's (1978) model on infidelity (replication data)
Modern econometrics stresses the diagnostic testing of estimated models as an important part of the model-building process. In a survey article published in this journal (Pagan... -
A rational rank four demand system (replication data)
Past parametric tests of demand system rank employed polynomial Engel curve systems. However, by Gorman's (1981) theorem, the maximum possible rank of a utility-derived... -
Time-varying intercepts and equilibrium analysis: an extension of the dynamic...
Demographic effects and user costs in demand systems have usually been modelled explicitly. A more robust approach is a state space formulation of the demand system, where... -
Review of Stata 7 (replication data)
This dataset has no description
-
A flexible parametric GARCH model with an application to exchange rates (repl...
Many asset prices, including exchange rates, exhibit periods of stability punctuated by infrequent, substantial, often one-sided adjustments. Statistically, this generates... -
Another look at Swedish business cycles, 1861-1988 (replication data)
The linearity of nine long Swedish macroeconomic time series, whose business cycle properties were discussed by Englund, Persson, and Svensson (1992), is tested and rejected for... -
An EU harmonised net wealth tax
These are the data refering to the revised article "A European Net Wealth Tax", submitted by Margit Schratzenstaller (and Aleander Krenek) on August, 31st 2022. -
Does Variable Shiftwork Explain Away Productivity Shocks? A Bayesian Approach...
MacroconomicData.csv - contains relevant US macro data capitalparameters.csv, finalgoodparameters.csv, laborparameters.csv, oneshiftparameters.csv - contain the parameter... -
Human Capital and Economic Growth in OECD Countries Revisited: Initial Stock ...
This dataset has no description
-
Dawning of a new age? Economics journals’ data policies on the test bench
In the field of social sciences and particularly in economics, studies have frequently reported a lack of reproducibility of published research. Most often, this is due to the... -
Working from home, wages, and regional inequality in the light of COVID-19”
The paper uses data from the BIBB/BAuA Employment Survey of the Working Population on Qualification and Working Conditions in Germany 2018, doi: 10.7803/501.18.1.1.10. The... -
The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of...
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR)...