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Measuring mortgage credit availability: A frontier estimation approach (repli...
We construct a new measure of mortgage credit availability using a technique developed for production frontier estimation. The resulting loan frontier describes the maximum... -
A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy...
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Estimating the U.S. output gap with state‐level data (replication data)
This paper develops a method to estimate the U.S. output gap by exploiting the cross-sectional variation of state-level output and unemployment rate data. The model assumes that... -
Measuring the natural rate of interest: A note on transitory shocks (replicat...
We present evidence that the natural rate of interest is buffeted by both permanent and transitory shocks. We establish this result by estimating a benchmark model with Bayesian... -
Real and Financial cycles in euro area economies: results from wavelet analys...
Data set and Matlab codes to accompany M. Scharnagl and M. Mandler, "Real and Financial cycles in euro area economies: results from wavelet analysis", Journal of Economics and... -
Digitalization, Multinationals and Employment
CODE FOR THE ARTICLE: Digitalisation, multinationals and employment: An empirical analysis of their causal relationships (volume 239(3)) ** WARNING ON COPYRIGHT: * Any use of... -
Market Income Inequality and its Impact on Crime in Germany (replication data)
Economic theory predicts a positive effect of an increase in income inequality on the prevalence of crime, but the international empirical evidence is mixed. For Germany,... -
A Source Collection on Urban annuities, 14th–18th centuries
The data published here comprises interest rates computed from annuities sold by urban authorities across the Holy Roman Empire and Italy from the 14th to 18th centuries....
