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Time Variation in Macro-Financial Linkages (replication data)
We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the... -
Growth Determinants Revisited Using Limited-Information Bayesian Model Averag...
We revisit the growth empirics debate using a novel limited-information Bayesian model averaging framework in short T panels that addresses model uncertainty, dynamics, and... -
Extracting Nonlinear Signals from Several Economic Indicators (replication data)
We develop a twofold analysis of how the information provided by several economic indicators can be used in Markov switching dynamic factor models to identify the business cycle... -
Commodity Price Volatility and the Sources of Growth (replication data)
This paper studies the impact of the growth and volatility of commodity terms of trade (CToT) on economic growth, total factor productivity, physical capital accumulation and... -
Is God in the details? A reexamination of the role of religion in economic gr...
Barro and McCleary (2003, Religion and economic growth across countries. American Journal of Sociology 68: 760-781) is a key research contribution in the new literature... -
The impact of data revisions on the robustness of growth determinants-a note ...
Ciccone and Jaroci-ski (American Economic Journal: Macroeconomics 2010; 2: 222-246) show that inference in Bayesian model averaging (BMA) can be highly sensitive to small data...
