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A duration model of irreversible oil investment: Theory and empirical evidenc...
The aim of this paper is to analyse the implications of the theory of irreversible investment under uncertainty for investment in oil fields on the United Kingdom Continental... -
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... -
Local Fiscal Equity in the USA (replication data)
Unlike many other countries, the United States does not have a comprehensive federal transfer scheme for explicit fiscal equalization but rather employs an array of categorical... -
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... -
Localising the upper tail: How top income corrections affect measures of regi...
Poor coverage of top incomes in surveys, also referred to as the "missing rich" problem, leads to severe underestimation of income inequality. At the regional level this... -
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... -
Cross-corpora comparisons of topics and topic trends
Textual data gained relevance as a novel source of information for applied economic research. When considering longer periods or international comparisons, often different text... -
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. -
Culture: An Empirical Investigation of Beliefs, Work, and Fertility. A Verifi...
These data and code reproduce the results presented in the paper "Culture: An Empirical Investigation of Beliefs, Work, and Fertility A Verification and Reproduction of... -
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... -
Allocation of Adaptation Aid
The paper derives an efficient allocation rule of adaptation aid from a donor to the recipient nations, which is different from the traditional development aid literature. The...
