-
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions (repli...
We propose a release-augmented dynamic factor model (RA-DFM) that allows to quantify the role of a country's data flow in nowcasting both early Gross Domestic Product (GDP)... -
Forecasting Tail Risks (replication data)
This paper presents an early warning system as a set of multi-period forecasts of indicators of tail real and financial risks obtained using a large database of monthly US data... -
A Two-Stage Approach to Spatio-Temporal Analysis with Strong and Weak Cross-S...
An understanding of the spatial dimension of economic and social activity requires methods that can separate out the relationship between spatial units that is due to the effect... -
INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH (replication data)
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the US bond market. Estimating the model using Bayesian techniques,... -
Human Capital and Economic Growth in OECD Countries Revisited: Initial Stock ...
This dataset has no description
-
Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in t...
We provide evidence for a risk-taking channel of monetary policy transmission in the euro area that works through an increase in shadow banks' total asset growth and their risk... -
Lifetime Cost of Living and Effective Prices: Theory and Evidence for Germany...
The files include two datasets and a readme-file -
(Since When) Are East and West German Business Cycles Synchronised? - replica...
We analyze whether, and since when, East and West German business cycles are synchronised. We investigate real GDP, unemployment rates and survey data as business cycle... -
Ein neuer langer Verbraucherpreisindex für Österreich, 1800–2018 (replication...
Indices of the development of consumer prices in Vienna or Austria date back to the year 1800. The corresponding article presents the first systematically documented and chained... -
A Source Collection on Urban annuities, 14th–18th centuries
The data published here comprises interest rates computed from annuities sold by urban authorities across the Holy Roman Empire and Italy from the 14th to 18th centuries.... -
On the Rationality of Medium-Term Tax Revenue Forecasts: Evidence from German...
This paper examines tax revenue projections in Germany for the period 1968 to 2012 with a focus on forecasting rationality. It is shown that tax revenue forecasts for the...
