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Robust inference concerning recent trends in US environmental quality (replic...
Understanding trends in environmental quality is important for individuals and policymakers. Typically, trends in environmental quality are determined solely through comparisons... -
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... -
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... -
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... -
Structural estimates of the intergenerational education correlation (replicat...
Using a structural dynamic programming model, we investigate the relative importance of family background variables and individual specific abilities in explaining... -
A practical log-linear aggregation method with examples: heterogeneous income...
A practical aggregation method for heterogeneous log-linear functions is presented. Inequality measures are employed in the construction of a simple but exact aggregate... -
Neighbourhood effects and housing demand (replication data)
In this paper, we estimate a model of housing demand with neighbourhood effects. We exploit special features of the national sample of the American Housing Survey and properties... -
Evidence on agglomeration economies, diseconomies, and growth (replication data)
Conventional urban economic analysis suggests that a local economy's size is closely related to a number of features, including levels of human capital and the availability of... -
This is what the leading indicators lead (replication data)
We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyse the CLI's accuracy... -
The effects of real and nominal uncertainty on inflation and output growth: s...
In this paper we use GARCH-M methods to test four hypotheses about the effects of real and nominal uncertainty on average inflation and output growth in the United States from... -
Conducting inference in semiparametric duration models under inequality restr...
Using a four-month panel of revised Current Population Survey data from September-December 1993, we extend the class of semiparametric hazard models of the type first studied by... -
Applied econometrics rankings: 1989-1995 (replication data)
This paper ranks academic institutions by publication activity in applied econometrics over the period 1989-1995. Fourteen leading international journals that publish applied... -
A nonlinear approach to US GNP (replication data)
A univariate nonlinear model is estimated for US GNP that on many criteria outperforms standard linear models. The estimated model is of the threshold autoregressive type and... -
Separability test for the electricity supply industry (replication data)
This paper examines the vertical integration issue of the electricity industry. This industry is typically vertically integrated and heavily regulated. The paper investigates...
