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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],... -
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... -
Binary endogenous treatment in stochastic frontier models with an application...
This package contains the data files and Matlab scripts to reproduce the empirical application and Monte-Carlo simulations in the paper "Binary endogenous treatment in... -
A maximum likelihood bunching estimator of the elasticity of taxable income (...
This paper develops a maximum likelihood (ML) bunching estimator of the elasticity of taxable income (ETI). Our structural approach provides a natural framework to... -
Revisiting the effect of growing up in a recession on attitudes towards redis...
Giuliano and Spilimbergo (2014) show that individuals who experienced a recession when young are more likely to favor redistribution in the short and long run. We revisit their... -
Identifying and Interpreting the Factors in Factor models via Sparsity: Diffe...
This dataset has no description
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New Evidence on the Importance of Instruction Time for Student Achievement on...
This dataset has no description
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Raiders of the Lost High‐Frequency Forecasts: New Data and Evidence on the Ef...
We introduce a new dataset of real gross domestic product (GDP) growth and core personal consumption expenditures (PCE) inflation forecasts produced by the staff of the Board of... -
Reassessing the dependence between economic growth and financial conditions s...
Adrian, Boyarchenko and Giannone ((2019), ABG) adapt quantile regression (QR) methods to examine the relationship between US economic growth and financial conditions. We confirm... -
The role of observed and unobserved heterogeneity in the duration of unemploy...
This paper studies the degree to which observable and unobservable worker characteristics account for the variation in the aggregate duration of unemployment. I model the... -
Matching theory and evidence on Covid‐19 using a stochastic network SIR model...
This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected... -
Extremal connectedness of hedge funds (replication data)
We propose a dynamic measure of extremal connectedness tailored to the short reporting period and unbalanced nature of hedge funds data. Using multivariate extreme value... -
Early‐life famine exposure, hunger recall, and later‐life health (replication...
We use newly collected individual-level hunger recall information from the China Family Panel Survey to estimate the causal effect of undernourishment on later-life health. We... -
(Un)expected monetary policy shocks and term premia (replication data)
The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. Disentangling the impact of monetary policy on... -
Real estate agents influence on housing search (replication data)
This paper investigates different mechanisms for real estate agents? influence in housing search. Using residential listing data, I find descriptive evidence suggesting an... -
A Bayesian approach to account for misclassification in prevalence and trend ...
In this paper, we present a Bayesian approach to estimate the mean of a binary variable and changes in the mean over time, when the variable is subject to misclassification... -
Declining discount rates in Singapore's market for privately developed apartm...
Singapore's market for new privately developed apartments exhibits wide quasi-experimental variation in ownership tenure. We develop an empirical model in which prices are... -
The economics of state fragmentation: Assessing the economic impact of secess...
This paper presents estimates of the economic effects of secession for a large panel of countries that gained independence between 1940 and 2016. It relies on a semi-parametric... -
International spillovers of forward guidance shocks (replication data)
We estimate a two-country model of the United States and Canada over the post 2009 sample to study the cross-country spillovers of forward guidance shocks. To do so, we propose... -
Aggregate consumption and wealth in the long run: The impact of financial lib...
This paper investigates the impact of financial liberalization on the relationship between consumption and total wealth (i.e., the sum of asset wealth and human wealth)....
