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Dynamics of the federal funds target rate: a nonstationary discrete choice ap...
We apply a discrete choice approach to model the empirical behaviour of the Federal Reserve in changing the federal funds target rate, the benchmark of short-term market... -
A general test for time dependence in parameters (replication data)
A new test for time-dependent parameters is proposed. The Trig-test is based on a trigonometric expansion to approximate the unknown functional form of the variation in the... -
Multivariate mixed proportional hazard modelling of the joint retirement of m...
We analyse the joint distribution of the durations until retirement of Danish husbands and wives. We estimate a multivariate mixed proportional hazards model that allows for... -
Convergence in European GDP series: a multivariate common converging trend–cy...
Convergence in the gross domestic product series of five European countries is empirically identified using multivariate time series models that are based on unobserved... -
The asymmetric effects of uncertainty on inflation and output growth (replica...
We study the effects of growth volatility and inflation volatility on average rates of output growth and inflation for post-war US data. Our results suggest that increased... -
Health care reform and the number of doctor visits—an econometric analysis (r...
This paper evaluates the German health care reform of 1997, using the individual number of doctor visits as outcome measure and data from the German Socio-Economic Panel for the... -
Predictor relevance and extramarital affairs (replication data)
We revisit Fair's (1978) theory of extramarital affairs using robust nonparametric methods developed for the analysis of categorical data. We find evidence suggesting that the... -
Poverty comparisons with dependent samples (replication data)
Standard inference procedures for poverty comparisons require samples to be independent. For many commonly used income samples, however, this requirement is not fulfilled since... -
Selection correction and sensitivity analysis for ordered treatment effect on...
In estimating the effect of an ordered treatment effect on a count response y with an observational data where τ is self-selected (not randomized), observed variables x and... -
Do dropouts suffer from dropping out? Estimation and prediction of outcome ga...
In this paper we describe methods for predicting distributions of outcome gains in the framework of a latent variable selection model. We describe such procedures for Student-t... -
Bayesian geoadditive modelling of breastfeeding initiation in Nigeria (replic...
A study into the geographical variability of timing of initial child breastfeeding after birth was carried out with the data set from the 1999 Nigeria Demographic and Health... -
Can inflation data improve the real-time reliability of output gap estimates?...
Potential output plays a central role in monetary policy and short-term macroeconomic policy making. Yet, characterizing the output gap involves a trend-cycle decomposition, and...
