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Refining Stylized Facts from Factor Models of Inflation (replication data)
Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast,... -
Anticipating Long-Term Stock Market Volatility (replication data)
We investigate the relationship between long-term US stock market risks and the macroeconomic environment using a two-component GARCH-MIDAS model. Our results show that... -
Macroeconomic Forecasting Performance under Alternative Specifications of Tim...
This paper compares alternative models of time-varying volatility on the basis of the accuracy of real-time point and density forecasts of key macroeconomic time series for the... -
Finding Sensitivity to Scope in Nonmarket Valuation (replication data)
Data limitations frequently prevent using actual consumer behavior in determining natural resource values, so stated preference methods are used. Whether value estimates show... -
Bayesian VARs: Specification Choices and Forecast Accuracy (replication data)
In this paper we discuss how the point and density forecasting performance of Bayesian vector autoregressions (BVARs) is affected by a number of specification choices. We adopt... -
Econometric Regime Shifts and the US Subprime Bubble (replication data)
Using aggregate quarterly data for the period 1975:Q1-2010:Q4, I find that the US housing market changed from a stable regime with prices determined by fundamentals, to a highly... -
Data Policies and Data Archives: A New Paradigm for Academic Publishing in Ec...
This dataset has no description
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Career Planning, School Grades, and Transitions: The Last Two Years in a Germ...
In Germany, students in lower track secondary schools (LTSS) typically receive intensive career guidance. Nevertheless, the majority of LTSS student graduates does not start an... -
Youth Unemployment in the OECD: The Role of Institutions
This paper analyses the risk of unemployment, unemployment duration, and the risk of longterm unemployment immediately after apprenticeship graduation. Unemployed apprenticeship... -
Determinants of Willingness to Bribe: Micro Evidence from the Educational Sec...
We use a unique dataset based on reported direct personal bribes paid by arts students in China at examinations and in the college admissions process to study willingness to...
