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A high-dimensional multinomial logit model (replication data)
The number of parameters in a standard multinomial logit model increases linearly with the number of choice alternatives and number of explanatory variables. Since many modern... -
US fiscal policy shocks: Proxy-SVAR overidentification via GMM (replication d...
Using external instruments one can recover the effects of individual shocks without fully identifying a VAR. We show that fully or almost fully instrumenting a VAR--that is,... -
Localising the upper tail: How top income corrections affect measures of regi...
Poor coverage of top incomes in surveys, also referred to as the "missing rich" problem, leads to severe underestimation of income inequality. At the regional level this... -
Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Ma...
This package contains the program codes and data files necessary to replicate the results of the spillover analysis in Economic Policy Uncertainty in the Euro Area:...
