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A Partial Identification Approach to Identifying the Determinants of Human Ca...
Data and replication information for "A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers", published in... -
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimati...
This replication packet contains all the data and Stata do-files to reproduce all tables and figures in "Heterogeneity and Heteroskedasticity in Endogenous Switching Models:... -
Unlocking New Methods to Estimate Country-specific Effects and Trade Elastici...
The provided files contain all necessary information and instructions for obtaining and managing the data, as well as the step-by-step procedures used to replicate all results... -
Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication...
Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied... -
Macroeconomic responses to uncertainty shocks: the perils of recursive orderi...
Dataset for “Macroeconomic responses to uncertainty shocks: the perils of recursive orderings” by Lutz Kilian, Michael D. Plante, and Alexander W. Richter (Journal of Applied... -
Specification choices in quantile regression for empirical macroeconomics (re...
Data and computer programs used to produce the results in Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino, "Specification Choices in Quantile Regression for... -
Structural breaks and GARCH models of exchange rate volatility: Re-examinatio...
Data and replication information for "Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension" by Akram Hasanov, Robert Brooks, Aktam... -
Fast and order-invariant inference in Bayesian VARs with non-parametric shock...
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration... -
The boosted HP filter is more general than you might think (replication data)
Here we provide the data and code that accompanies "The boosted HP filter is more general than you might think" by Ziwei Mei, Peter C. B. Phillips and Zhentao Shi. Published in... -
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],... -
Medical marijuana legalization and parenting behaviors (replication data)
Data and replication information for “Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents” (Jun Hyung Kim and Cynthia Bansak),... -
The propagation of business expectations within the European Union (replicati...
Data sets employed in the paper "The propagation of business expectations within the European Union" by Anja Sebbesen and Harald Oberhofer. Published in Journal of Applied... -
News or animal spirits? Consumer confidence and economic activity: Redux (rep...
Barsky and Sims (2012, AER) demonstrated, via indirect inference, that confidence innovations can be viewed as noisy signals about medium-term economic growth. They highlighted... -
The stability and economic relevance of output gap estimates (replication data)
This archive contains the replication package for the paper "The stability and economic relevance of output gap estimates" by Alessandro Barbarino, Travis Berge and Andrea... -
Nowcasting euro area GDP with news sentiment: A tale of two crises (replicati...
Replication data for Ashwin et al (2024) Nowcasting euro area GDP with news sentiment: A tale of two crises. Data and code for the paper is also available on Julian Ashwins... -
Constructing density forecasts from quantile regressions: Multimodality in ma...
Quantile regression methods are increasingly used to forecast tail risks and uncertainties in macroeconomic outcomes. This paper reconsiders how to construct predictive... -
Best linear and quadratic moments for spatial econometric models with an appl...
This archive contains the data and code files for "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of... -
Statistical identification in panel structural vector autoregressive models b...
This paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled... -
Estimating the price elasticity of gasoline demand in correlated random coeff...
We propose a per-cluster instrumental variables approach (PCIV) for estimating linear correlated random coefficient models in the presence of contemporaneous endogeneity and... -
Tests for equal forecast accuracy under heteroskedasticity (replication data)
This archive contains the replication files for "Tests for equal forecast accuracy under heteroskedasticity" by David Harvey, Stephen Leybourne and Yang Zu, in Journal of...
