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Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotoni...
Dataset for "Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotonicity" by Luther Yap (Journal of Applied Econometrics) -
A Random Forests-Based Panel Data Approach for Program Evaluation (replicatio...
Dataset for ""A Random Forests-Based Panel Data Approach for Program Evaluation" by Wei Long, Guannan Liu and Xuehong Luo (Journal of Applied Econometrics) -
A Measure of Trend Wage Inflation
We extend time-series models that have so far been used to study price inflation (Stock and Watson 2016) and apply them to a micro-level data set containing worker-level... -
Unlocking New Methods to Estimate Country-specific Effects and Trade Elastici...
The provided files contain all necessary information and instructions for obtaining and managing the data, as well as the step-by-step procedures used to replicate all results... -
Environmental regulations and air pollution in India: a reexamination (replic...
This replication package contains the data and code necessary to reproduce the results in "Environmental Regulations and Air Pollution in India: A Reexamination" by Olexiy... -
Informing DSGE models through dynamic factor models (replication data)
Replication files for the paper "Informing DSGE models through dynamic factor models", by Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala. Please unzip the file and read... -
Revisiting Group Differences in High-Dimensional Choices: Method and Applicat...
Dataset and replication code for "Revisiting group differences in high-dimensional choices: method and application to congressional speech” by Paul Hofmarcher (Journal of... -
Modelling volatility cycles: the MF2-GARCH model (replication data)
We propose a novel multiplicative factor multi-frequency GARCH (MF2-GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one-component... -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied...