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An automated prior robustness analysis in Bayesian model comparison (replicat...
It is well-known that the marginal likelihood, the gold standard for Bayesian model comparison, can be sensitive to prior hyperparameter choices. However, most models require... -
Tests of Predictive Ability for Vector Autoregressions Used for Conditional F...
Many forecasts are conditional in nature. For example, a number of central banks routinely report forecasts conditional on particular paths of policy instruments. Even though... -
UNCOVERING THE COMMON RISK-FREE RATE IN THE EUROPEAN MONETARY UNION (replicat...
We introduce longitudinal factor analysis (LFA) to extract the common risk-free (CRF) rate from a sample of sovereign bonds of countries in a monetary union. Since LFA exploits... -
THE PREDICTABILITY OF AGGREGATE CONSUMPTION GROWTH IN OECD COUNTRIES: A PANEL...
We examine aggregate consumption growth predictability. We derive a dynamic consumption equation which encompasses relevant predictability factors: habit formation,... -
Working from home, wages, and regional inequality in the light of COVID-19”
The paper uses data from the BIBB/BAuA Employment Survey of the Working Population on Qualification and Working Conditions in Germany 2018, doi: 10.7803/501.18.1.1.10. The... -
Ten years of daily stock prices on seven major Prussian railways (1875–1884):...
We present a dataset on daily spot and forward prices of seven major Prussian railway companies’ stock as traded at Berlin Stock Exchange between 1875 and 1884. In late 1879,... -
Do German Works Councils Counter or Foster the Implementation of Digital Tech...
As works councils’ information, consultation and co-determination rights affect the decision process of the management, works councils play a key role in the implementation of... -
EU Taxes for the EU Budget in the Light of Sustainability Orientation (replic...
EU taxes play a key role in political and economic discussions about the future of the EU own resource system, and their desirability can vary accordingly. It is therefore...
