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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... -
Tracking Economic Activity With Alternative High-Frequency Data (replication ...
This data package contains the replication data files data_ch.Rda and data_ch.xlsx related to the Journal of Applied Econometrics article titled Tracking Economic Activity With... -
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... -
Breaks in the Phillips Curve: Evidence from Panel Data (replication data)
Dataset for "Breaks in the Phillips Curve: Evidence from Panel Data" by Simon C. Smith, Allan Timmermann and Jonathan H. Wright (Journal of Applied Econometrics) -
Data and code: What explains differences in minimum wage growth between EU me...
The dataset contains data and code used in the article, Baumann, Arne: "What explains differences in minimum wage growth in EU member staes?", Journal of Economics and... -
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) -
Model averaging and double machine learning (replication data)
This is the replication repository for the paper "Model averaging and double machine learning" by Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann (Journal of...
