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Nowcasting from cross-sectionally dependent panels (replication data)
This archive contains the replication files. All codes and data are provided. There are three folders corresponding to the simulation study and two empirical applications of the... -
Censored density forecasts: Production and evaluation (replication data)
This paper develops methods for the production and evaluation of censored density forecasts. The focus is on censored density forecasts that quantify forecast risks in a middle... -
Good Bye Lenin Revisited: East-West Preferences Three Decades After German Re...
In this paper, we document that living under Communism vs. Capitalism has lasting effects on preferences for a strong government. Relying on the natural experiment of German... -
Using arbitrary precision arithmetic to sharpen identification analysis for D...
Replication materials (code and final results) for "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models", published in Journal of Applied... -
Inattention and the impact of monetary policy (replication data)
Replication material for “Inattention and the impact of monetary policy” by Zidong An, Salem Abo-Zaid and Xuguang Simon Sheng, published in Journal of Applied Econometrics. -
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... -
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... -
What time use surveys can (and cannot) tell us about labor supply (replicatio...
The American Time Use Survey (ATUS) accurately measures hours worked on a single day. We propose several estimators of elasticities of weekly labor supply in a linear regression... -
If not now, when? The timing of childbirth and labor market outcomes (replica...
We study the effect of childbirth and birth timing on female labor market outcomes in Italy. The impact is traced up to 21 years since school completion by estimating a factor... -
Productivity effects of internationalisation through the domestic supply chai...
This paper investigates productivity effects for a given firm resulting from the import or export of intermediate inputs by domestic upstream and downstream industries. With the... -
The double‐edged sword of global integration: Robustness, fragility, and cont...
Increased global integration of firm, production, and financial networks has the potential to benefit growth but also amplify the transmission of crises. We test whether higher... -
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New...
The risk of AIDS-related mortality increased dramatically throughout the 1990s. This paper updates previous work by Fortson (2011) to examine the impact of mortality risk on...
