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Differencing versus nondifferencing in factor‐based forecasting (replication ...
This paper studies performance of factor-based forecasts using differenced and nondifferenced data. Approximate variances of forecasting errors from the two forecasts are... -
Measuring mortgage credit availability: A frontier estimation approach (repli...
We construct a new measure of mortgage credit availability using a technique developed for production frontier estimation. The resulting loan frontier describes the maximum... -
Understanding the economic determinants of the severity of operational losses...
We investigate a novel database of 10,217 extreme operational losses from the Italian bank UniCredit. Our goal is to shed light on the dependence between the severity... -
HOW BELIEFS ABOUT HIV STATUS AFFECT RISKY BEHAVIORS: EVIDENCE FROM MALAWI (re...
This paper examines how beliefs about own HIV status affect decisions to engage in risky sexual behavior, as measured by having extramarital sex and/or multiple sex partners.... -
Growth, technological interdependence and spatial externalities: theory and e...
This paper presents a theoretical growth model which explicitly takes into account technological interdependence among economies and examines the impact of spillover effects.... -
Semi-parametric estimation of consumption-based equivalence scales: the case ...
Consumption-based equivalence scales are estimated by applying the extended partially linear model (EPLM) to the 1998 German Income and Consumption Survey (EVS). In this model... -
Replication code for "How repayments manipulate our perceptions about loan dy...
Algorithm to estimate loan origination based on Adalid and Falagiarda (2019), "How repayments manipulate our perceptions about loan dynamics after a boom", Journal of Economics...