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Inflation Expectations and Nonlinearities in the Phillips Curve (replication ...
The files submitted are the codes and data for the Journal of Applied Econometrics article “Inflation Expectations and Nonlinearities in the Phillips Curve” by Alexander Doser,... -
Fiscal targets: A guide to forecasters? (replication data)
We formulate and estimate empirical models for a selection of EU countries (Germany, France, Italy, Spain, Portugal and Ireland) to show that ex-ante government (consumption)... -
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... -
Inattention and the impact of monetary policy (replication data)
Replication material for “Inattention and the impact of monetary policy” by Zidong An, Salem Abo-Zaid and Xuguang Simon Sheng, published in Journal of Applied Econometrics. -
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 -
Testing Identifying Assumptions in Bivariate Probit Models (replication data)
This paper considers the bivariate probit model's identifying assumptions: linear index specification, joint normality of errors, instrument exogeneity, and relevance. First, we... -
Robust Forecast Superiority Testing with an Application to Assessing Pools of...
We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping... -
Testing for random assignment to peer groups
Replication material for `Testing for random assignment to peer groups' by Koen Jochmans, published in Journal of Applied Econometrics. -
Does Proactive Policing Really Increase Major Crime? A Replication Study of S...
In December 2014 and January 2015, police officers in New York City engaged in an organized slowdown of police work to protest the murder of two police officers who were... -
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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The Employment Effects of the Minimum Wage: A Selection Ratio Approach to Mea...
Replication files for David Slichter, "The Employment Effects of the Minimum Wage: A Selection Ratio Approach to Measuring Treatment Effects,” Journal of Applied Econometrics,... -
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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