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The demand for money at the zero interest rate bound (replication data)
Replication materials for "The demand for money at the zero interest rate bound", by Tsutomu Watanabe and Tomoyoshi Yabu, Journal of Applied Econometrics, forthcoming. -
Heavy tailed, but not Zipf: Firm and establishment size in the U.S. (replicat...
These folders and files document the necessary steps to replicate all results in the paper and appendix of: “Heavy Tailed, but not Zipf: Firm and Establishment Size in the... -
Understanding trend inflation through the lens of the goods and services sect...
We distinguish between the goods and services sectors in an unobserved components model of U.S. inflation. We find that prior to the early 1990s, both sectors contributed to... -
Revisiting the effect of growing up in a recession on attitudes towards redis...
Giuliano and Spilimbergo (2014) show that individuals who experienced a recession when young are more likely to favor redistribution in the short and long run. We revisit their... -
Subspace shrinkage in conjugate Bayesian vector autoregressions (replication ...
For the empirical exercise we use quarterly macroeconomic data for the US, obtained from the FRED-QD database (https://research.stlouisfed.org/econ/mccracken/fred-databases/).... -
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estim...
Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published... -
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
Inference in Difference-in-Differences: How Much Should we Trust in Independe...
Replication material for 'Inference in Difference-in-Differences: How Much Should we Trust in Independent Clusters?' by Bruno Ferman, published in Journal of Applied Econometrics. -
Taxation in a Globalized World
Due to technological change, the opening of borders, and increased economic integration, the financial costs of relocating businesses and factors of production, moving... -
The role of sex segregation in the gender wage gap among university graduates...
In this paper we examine the gender wage gap among university graduates in Germany from 1997 to 2013 based on the DZHW (the German Centre for Higher Education Research and... -
Export boosting policies and firm performance: Review of empirical evidence a...
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Hours Worked and the U.S. Distribution of Real Annual Earnings 1976--2019 (re...
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Bayesian Collapsed Gibbs Sampling for a Stochastic Volatility Model with a Di...
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Real-time Macroeconomic Projection Using Narrative Central Bank Communication...
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Deep Distributional Time Series Models and the Probabilistic Forecasting of I...
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Identifying and Interpreting the Factors in Factor models via Sparsity: Diffe...
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Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty (re...
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Should We Trust Cross Sectional Multiplier Estimates (replication data)
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New Evidence on the Importance of Instruction Time for Student Achievement on...
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