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Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotoni...
Dataset for "Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotonicity" by Luther Yap (Journal of Applied Econometrics) -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Exchange rates, uncovered interest parity and time-varying Fama regressions (...
This online resource accompanies the Journal of Applied Econometrics article "Exchange Rates, Uncovered Interest Parity And Time-Varying Fama Regressions" by Bowen Fu, Mengheng... -
Forecasting GDP in Europe with textual data (replication data)
Replication files and data for "Forecasting GDP in Europe with textual data" by L. Barbaglia, S. Consoli, S. Manzan, in Journal of Applied Econometrics (2023). -
Outlier robust inference in the instrumental variable model with applications...
Replication materials for "Outlier robust inference in the instrumental variable model with applications to causal effects" by J. Klooster and M. Zhelonkin, Journal of Applied... -
Exchange rates and macroeconomic fundamentals (replication data)
We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor... -
US Weekly Economic Index: Replication and extension (replication data)
Replication materials for "US Weekly Economic Index: Replication and extension", by Philipp Wegmueller and Christian Glocker, Journal of Applied Econometrics, forthcoming. -
Short T dynamic panel data models with individual, time and interactive effec...
Data and code for replicating the results in the empirical illustrations section of the paper "Short T dynamic panel data models with individual, time and interactive effects"... -
Quantifying investor narratives and their role during COVID-19 (replication f...
This paper elicits and quantifies narratives from open-ended surveys sent daily to U.S. stockholders during the first wave of the COVID-19 pandemic. Using textual analysis, we... -
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... -
The Empirics of Hidden Labor Force Dynamics in Germany
The unemployment rate is the core indicator when researchers and policymakers assess the level of underemployment in an economy. However, accumulating evidence suggests that the...
