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Asset trading, transaction costs and the equity premium (replication data)
A model is developed that attempts to explain the historical size of the US equity premium by distinguishing between gross and net returns accruing to agents. The model derived... -
The linear quadratic adjustment cost model and the demand for labour (replica...
In this paper we demonstrate a new way of testing the linear quadratic adjustment cost (LQAC) model under rational expectations. We illustrate how the parameter restrictions... -
Statistical inference in calibrated models (replication data)
This paper describes a Monte Carlo procedure to assess the performance of calibrated dynamic general equilibrium models. The procedure formalizes the choice of parameters and... -
A structural model of aircraft engine maintenance (replication data)
We develop and estimate a simple regenerative optimal stopping model of aircraft engine maintenance that attempts to describe the behaviour of airline maintenance personnel. The... -
Estimating nonlinear time-series models using simulated vector autoregression...
This paper develops two new methods for conducting formal statistical inference in nonlinear dynamic economic models. The two methods require very little analytical... -
Common Trends and Common Cycles (replication data)
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the... -
On the estimation of simultaneous-equations error-components models with an a...
An empirical balance of payments model involving the demand and supply of imports and exports for 31 developing countries is estimated utilizing panel data over 1964-1987. In... -
A re-examination of the q theory of investment using u.s. firm data (replicat...
Investment models based on Tobin's q are theoretically appealing, but they have been an empirical disappointment when applied to aggregate time-series data. This paper explores... -
Are price equations really money demand equations on their heads? (replicatio...
This dataset has no description
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Asymptotic theory and econometric practice (replication data)
The classical paradigm of asymptotic theory employed in econometrics presumes that model dimensionality, p, is fixed as sample size, n, tends to inifinity. Is this a plausible... -
Political Ignorance and the Internet, Replication Data
We examine the link between Internet usage and political ignorance. In order to do so, we construct a novel index measuring individuals' indifference with respect to political... -
Team performance and the perception of being observed: experimental evidence ...
We exploit the natural experimental setting provided by the Covid-19 lockdown to analyse how performance is affected by a friendly audience. Specifically, we use data on all... -
An EU harmonised net wealth tax
These are the data refering to the revised article "A European Net Wealth Tax", submitted by Margit Schratzenstaller (and Aleander Krenek) on August, 31st 2022. -
A tripolar model of gas price formation in Germany. Does the shale revolution...
The data set includes 204 monthly observations starting from Jan 2005. The file: variables.txt contains 10 variables used for the analysis. All variables are denoted in natural... -
Thinning out Spectators: Did Football Matches Contribute to the Second COVID-...
The COVID-19 pandemic has decelerated substantial parts of economic and human interaction. This paper estimates football matches’ contribution to the spread of COVID-19 during... -
Does Variable Shiftwork Explain Away Productivity Shocks? A Bayesian Approach...
MacroconomicData.csv - contains relevant US macro data capitalparameters.csv, finalgoodparameters.csv, laborparameters.csv, oneshiftparameters.csv - contain the parameter... -
The role of non-performing loans for bank lending rates (replication data)
The analysis considers the role of non-performing loans (NPLs) for bank lending rates on newly granted loans. It is based on euro area data. The focus is on an effect caused by... -
The Estimation of Reaction Functions under Tax Competition
Most of the empirical literature on tax competition has been using panel models in which each country's tax rate responds to a weighted average of other countries' tax rates,... -
A macro-level analysis of language learning and migration
This article investigates the macro-level drivers of adult-age language learning with a focus on migration based on a new dataset on German language learning in 77 countries... -
Markups and Concentration in the Context of Digitization
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