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On the distribution and dynamics of health care costs (replication data)
Using data from the Health and Retirement Survey and the Assets and Health Dynamics of the Oldest Old survey, we estimate the stochastic process that determines both the... -
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... -
Mixed signals among tests for cointegration (replication data)
This paper illustrates that, under the null hypothesis of no cointegration, the correlation of p-values from a single-equation residual-based test (i.e., ADF or ) with a... -
Bayesian inference for the mover-stayer model in continuous time with an appl...
This paper presents Bayesian inference procedures for the continuous time mover-stayer model applied to labour market transition data collected in discrete time. These methods... -
Poverty in America 1970-1990: who did gain ground? An application of stochast...
Atkinson (1987) proposed stochastic dominance criteria for analysing poverty which, under certain conditions, establish orderings of states for any poverty line and any poverty... -
Inferring the private information content of trades: a regime-switching appro...
This paper presents an empirical model for inferring the private information content of trades at the transaction level. The trade-indicator model of Glosten and Harris (1988)... -
A flexible parametric selection model for non-normal data with application to...
I examine the effects of insurance status and managed care on hospitalization spells, and develop a new approach for sample selection problems in parametric duration models. MLE... -
Socio-economic distance and spatial patterns in unemployment (replication data)
This paper examines the spatial patterns of unemployment in Chicago between 1980 and 1990. We study unemployment clustering with respect to different social and economic... -
Learning and communication in sender-receiver games: an econometric investiga...
This paper compares stimulus response (SR) and belief-based learning (BBL) using data from experiments with sender-receiver games. The environment, extensive form games played... -
Rethinking an old empirical puzzle: econometric evidence on the forward disco...
Using both semiparametric and parametric estimation methods, this paper corroborates earlier findings of fractionally integrated behaviour in the forward premium. Two new... -
Output and inflation in the long run (replication data)
Cross-country regressions explaining output growth often obtain a negative effect from inflation. However, that result is not robust, due to the selection of countries in... -
Measuring the equilibrium effects of unemployment benefits dispersion (replic...
We analyse the impact of unemployment benefits and minimum wages using an equilibrium search model which allows for dispersion of benefits and productivity levels, job-to-job... -
Loss function-based evaluation of DSGE models (replication data)
In this paper we propose a Bayesian econometric procedure for the evaluation and comparison of DSGE models. Unlike in many previous econometric approaches we explicitly take... -
Daily exchange rate behaviour and hedging of currency risk (replication data)
We construct models which enable a decision maker to analyse the implications of typical time series patterns of daily exchange rates for currency risk management. Our approach... -
Determining market power exertion between buyers and sellers (replication data)
Empirical techniques commonly used in industrial organization to measure market power exertion typically assume imperfectly competitive behaviour by firms on only one side of... -
Union status of young men in Britain: a decade of change (replication data)
Previous empirical studies of individual union status in Britain have been cross-sectional. In contrast, we use longitudinal data from the National Child Development Study, to... -
Review of GAUSS for Windows, including its numerical accuracy (replication data)
This dataset has no description
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Asymptotically perfect and relative convergence of productivity (replication ...
In this paper we examine the extent to which countries are converging in per capita productivity levels. We propose to use cluster analysis in order to allow for the endogenous... -
Numerical distribution functions of likelihood ratio tests for cointegration ...
This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansen-type likelihood ratio tests for... -
Exchange rates and monetary fundamentals: what do we learn from long-horizon ...
The use of a new bootstrap method for small-sample inference in long-horizon regressions is illustrated by analysing the long-horizon predictability of four major exchange...
