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Evaluating Point and Density Forecasts of DSGE Models (replication data)
This paper investigates the accuracy of forecasts from four dynamic stochastic general equilibrium (DSGE) models for inflation, output growth and the federal funds rate using a... -
When Does Government Debt Crowd Out Investment? (replication data)
We examine when government debt crowds out investment for the US economy using an estimated New Keynesian model with detailed fiscal specifications and accounting for monetary... -
Terrorism and International Tourism: The Case of Germany (replication data)
We analyse how German tourists react to unanticipated shocks that alter their risk perception of selected tourism destinations. Using a difference-in-difference strategy which... -
Averaging Across Asset Allocation Models (replication data)
Combination of asset allocation models is rewarding if (i) the applied risk function is concave and (ii) there is no dominating model. We show that most common risk...