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Breaks in the Phillips Curve: Evidence from Panel Data (replication data)
Dataset for "Breaks in the Phillips Curve: Evidence from Panel Data" by Simon C. Smith, Allan Timmermann and Jonathan H. Wright (Journal of Applied Econometrics) -
Model averaging and double machine learning (replication data)
This is the replication repository for the paper "Model averaging and double machine learning" by Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann (Journal of... -
Cost pass-through in commodity markets with capacity constraints and internat...
Instructions for replications of the results in the paper “Cost pass-through in commodity markets with capacity constraints and international linkages” by Reinhard Ellwanger,... -
Uncertainty, skewness, and the business cycle through the MIDAS lens: replica...
Data and replication information for "Uncertainty, skewness, and the business cycle through the MIDAS lens" by Efrem Castelnuovo and Lorenzo Mori; published in Journal of... -
Bonferroni-type tests for return predictability with possibly trending predic...
Data and Gauss programs to run tests for predictability outlined in the paper "Bonferroni-type tests for return predictability with possibly trending predictors" by Robert... -
Quantile-based test for heterogeneous treatment effects (replication data)
We introduce a permutation test for heterogeneous treatment effects based on the quantile process. However, tests based on the quantile process often suffer from estimated... -
Optimal multi-action treatment allocation: A two-phase field experiment to bo...
Research underscores the role of naturalization in enhancing immigrants' socio-economic integration, yet application rates remain low. We estimate a policy rule for a... -
Noisy monetary policy announcements (replication data)
Replication files for: Dahlhaus, T. and Gambetti L., Noisy Monetary Policy Announcements, Journal of Applied Econometrics. MainProg_JAE.m replicates the analysis in Section... -
Fake News and Asset Price Dynamics - Simulation Code
Simulation code for the paper “Fake News and Asset Price Dynamics” by Sarah Mignot, Paolo Pellizzari and Frank Westerhoff, Jahrbücher für Nationalökonomie und Statistik (Journal... -
Heterogeneous autoregressions in short T panel data models (replication data)
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1],... -
Explaining the decline of China's labor share: A wide replication of Oberfiel...
Data and replication information for "Explaining the decline of China's labor share: A wide replication of Oberfield & Raval (2021)" by Wen Zhang and Hong Yang, published in... -
Panel treatment effects measurement – Factor or linear projection modelling? ...
Data used in the empirical application on Germany reunification in "Panel treatment effects measurement – Factor or linear projection modelling?" -
The US structural transformation and regional convergence: Racial heterogenei...
Data and replication materials for "The US structural transformation and regional convergence: Racial heterogeneity" by Minki Kim and Munseob Lee. Published in Journal of... -
Quantiles of the gain distribution of an early childhood intervention (replic...
Data and replication materials for "Quantiles of the gain distribution of an early childhood intervention" by Erich Battistin, Carlos Lamarche and Enrico Rettore. Published in... -
Robots at work? Pitfalls of industry level data (replication data)
Replication material for "Robots at work? Pitfalls of industry level data" by Karim Bekhtiar, Benjamin Bittschi and Richard Sellner. Published in Journal of Applied... -
The shale oil boom and the US economy: Spillovers and time-varying effects (r...
Hilde C. Bjørnland & Julia Skretting, "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects", Journal of Applied Econometrics The data used in this... -
Terrorism and education: Evidence from instrumental-variables estimators (rep...
Data, do-files, and readme file to replicate results in "Terrorism and education: Evidence from instrumental-variables estimators" (Marco Alfano and Joseph-Simon Görlach)... -
How does monetary policy affect income and wealth inequality? Evidence from q...
This paper evaluates the impact of quantitative easing on income and wealth of individual euro area households. We first estimate the aggregate effects of a QE shock, identified... -
Gains from trade: Demand, supply and idiosyncratic shocks (replication data)
Firm-level sales are often used as a proxy for productivity to quantify welfare Gains from Trade (GFT) using firm-level data. This approach ignores the fact that heterogeneity... -
Corporate debt booms, financial constraints, and the investment nexus (replic...
This folder contains the codes and datasets needed to replicate all results in the paper "Corporate debt booms, financial constraints, and the investment nexus" by Bruno...
