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Approximating grouped fixed effects estimation via fuzzy clustering regressio...
We propose a new, computationally efficient way to approximate the “grouped fixed effects” (GFE) estimator of Bonhomme and Manresa (2015), which estimates grouped patterns of... -
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... -
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,... -
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... -
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. -
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... -
What Determines COVID-19 Vaccination Rates in Germany?
We study the driving forces behind COVID-19 vaccination in German counties using a cross-sectional and a panel approach. We identify several factors that have a significant... -
Measuring Tolerant Behavior
This paper addresses the issue of measuring tolerance, viewed as a multifaceted phenomenon involving several different social domains. We develop a multidimensional index for... -
Does the Deregulation of Ocupational Licensing affect vocational Training in ...
The European Commission actively evaluates occupational entry restrictions in all member states. This has attracted a growing interest among scholars of the German crafts sector... -
Meta-analysis and publication bias: How well does the FAT-PET-PEESE procedure...
This R-code produces the results of the replication study. Abstract of the paper: A meta-analysis is a tool for aggregating estimates of a similar “effect” across many studies.... -
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...
