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Revisiting Group Differences in High-Dimensional Choices: Method and Applicat...
Dataset and replication code for "Revisiting group differences in high-dimensional choices: method and application to congressional speech” by Paul Hofmarcher (Journal of... -
Interacting treatments with endogenous takeup (replication data)
Replication data and software code in R format for replicating the empirical results in the paper "Interacting Treatments with Endogenous Takeup" by Máté Kormos, Robert P.... -
Modelling volatility cycles: the MF2-GARCH model (replication data)
We propose a novel multiplicative factor multi-frequency GARCH (MF2-GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one-component... -
A Re-Consideration of Money Demand Theory
Portfolio models typically ignore precautionary transactions demands for liquid assets, and models of precautionary demands typically ignore asset rate-of-return risk. If... -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied... -
The Stability of the Global Wheat Trade in the Post-Soviet Space (replication...
Trade data used for duration study from UN Comtrade and Trade Map -
Dynamic effects of persistent shocks (replication data)
This package replicates the paper Alloza, Gonzalo and Sanz (2024). “Dynamic Effects of Persistent Shocks”. Journal of Applied Econometrics. Contact details: Mario Alloza... -
Intergenerational scars: The impact of parental unemployment on individual he...
This paper studies whether individuals that experienced parental unemployment during their childhood/early adolescence have poorer health once they reach the adulthood. We used... -
Trade uncertainty, economic policy uncertainty and shipping costs
We examine how trade and policy uncertainty affect shipping freight rates, using a Bayesian Vector Autoregression (BVAR) model. Trade uncertainty has a strong effect on shipping... -
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... -
Minimum wages and teenage childbearing in the United States (replication data)
Dataset for “Minimum wages and teenage childbearing in the United States” by Joseph J. Sabia, Rebecca Margolit, Daniel I. Rees and Kyutaro Matsuzawa (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... -
Exchange rates, uncovered interest parity and time-varying Fama regressions (...
This online resource accompanies the Journal of Applied Econometrics article "Exchange Rates, Uncovered Interest Parity And Time-Varying Fama Regressions" by Bowen Fu, Mengheng... -
Standard Errors for Difference-in-Difference Regression (replication data)
All replication code for the above paper. This includes general-purpose R and Stata code, all simulation code, all empirical data sets, and R and Stata code to replicate the... -
Identifying the sources of the slowdown in growth: demand versus supply (repl...
Dataset for “Identifying the sources of the slowdown in growth: demand versus supply” by Nicolò Maffei-Faccioli (Journal of Applied Econometrics) -
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) -
Reassessing the Predictive Power of the Yield Spread for Recessions in the Un...
Details of the Data and Code for this paper are in readme_cv.pdf. Abstract Rudebusch and Williams (2009, RW) predict recessions in the United States utilising a probit model... -
Erratum
R code to produce the result in the erratum related to Barceló, J. (2024). Omitted Variable Bias and Wartime Legacies: A Reply to Malesky and Nguyen(2024) -
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...
