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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... -
An Empirical Estimation of NCAA Head Football Coaches Contract Duration
While previous research on head coach dismissals finds that team performance and managerial characteristics impact employment survival, these studies ignore the impact of... -
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... -
Fast and order-invariant inference in Bayesian VARs with non-parametric shock...
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration... -
Fake News and Asset Price Dynamics - Simulation Code
Simulation code for the paper “Fake News and Asset Price Dynamics” by Sarah Mignot, Paolo Pellizzari and Frank Westerhoff, Jahrbücher für Nationalökonomie und Statistik (Journal... -
The boosted HP filter is more general than you might think (replication data)
Here we provide the data and code that accompanies "The boosted HP filter is more general than you might think" by Ziwei Mei, Peter C. B. Phillips and Zhentao Shi. Published in... -
Effects of the German minimum wage on wages and household income
This article examines the effects of the introduction of the statutory minimum wage on the distribution of individual income from wages, as well as gross and net means-weighted... -
Heterogeneous autoregressions in short T panel data models (replication data)
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1],... -
Retained Earnings, Foreign Portfolio Ownership, and the German Current Accoun...
In some countries, a sizable fraction of savings is derived from corporate savings. Although larger, traded corporations are often co-owned by foreign portfolio investors,... -
A Matter of Values: On The Link between Economic Performance and Schwartz Hum...
The European Social Survey data from the 9th round is used. The original source file ESS9e02.dta is available on the ESS website. The following files are attached:... -
Medical marijuana legalization and parenting behaviors (replication data)
Data and replication information for “Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents” (Jun Hyung Kim and Cynthia Bansak),...
