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The Peer Effect on Future Wages in the Workplace (replication data)
Dataset for "The Peer Effect on Future Wages in the Workplace" by Long Hong and Salvatore Lattanzio (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... -
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... -
Dynamic effects of persistent shocks (replication data)
This package replicates the paper Alloza, Gonzalo and Sanz (2024). “Dynamic Effects of Persistent Shocks”. Journal of Applied Econometrics. Contact details: Mario Alloza... -
Minimum wages and teenage childbearing in the United States (replication data)
Dataset for “Minimum wages and teenage childbearing in the United States” by Joseph J. Sabia, Rebecca Margolit, Daniel I. Rees and Kyutaro Matsuzawa (Journal of Applied... -
Identifying the sources of the slowdown in growth: demand versus supply (repl...
Dataset for “Identifying the sources of the slowdown in growth: demand versus supply” by Nicolò Maffei-Faccioli (Journal of Applied Econometrics) -
Reassessing the Predictive Power of the Yield Spread for Recessions in the Un...
Details of the Data and Code for this paper are in readme_cv.pdf. Abstract Rudebusch and Williams (2009, RW) predict recessions in the United States utilising a probit model... -
Breaks in the Phillips Curve: Evidence from Panel Data (replication data)
Dataset for "Breaks in the Phillips Curve: Evidence from Panel Data" by Simon C. Smith, Allan Timmermann and Jonathan H. Wright (Journal of Applied Econometrics) -
Model averaging and double machine learning (replication data)
This is the replication repository for the paper "Model averaging and double machine learning" by Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann (Journal of... -
Cost pass-through in commodity markets with capacity constraints and internat...
Instructions for replications of the results in the paper “Cost pass-through in commodity markets with capacity constraints and international linkages” by Reinhard Ellwanger,... -
Uncertainty, skewness, and the business cycle through the MIDAS lens: replica...
Data and replication information for "Uncertainty, skewness, and the business cycle through the MIDAS lens" by Efrem Castelnuovo and Lorenzo Mori; published in Journal of... -
Bonferroni-type tests for return predictability with possibly trending predic...
Data and Gauss programs to run tests for predictability outlined in the paper "Bonferroni-type tests for return predictability with possibly trending predictors" by Robert... -
Quantile-based test for heterogeneous treatment effects (replication data)
We introduce a permutation test for heterogeneous treatment effects based on the quantile process. However, tests based on the quantile process often suffer from estimated... -
Optimal multi-action treatment allocation: A two-phase field experiment to bo...
Research underscores the role of naturalization in enhancing immigrants' socio-economic integration, yet application rates remain low. We estimate a policy rule for a... -
Noisy monetary policy announcements (replication data)
Replication files for: Dahlhaus, T. and Gambetti L., Noisy Monetary Policy Announcements, Journal of Applied Econometrics. MainProg_JAE.m replicates the analysis in Section... -
Heterogeneous autoregressions in short T panel data models (replication data)
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1],... -
Explaining the decline of China's labor share: A wide replication of Oberfiel...
Data and replication information for "Explaining the decline of China's labor share: A wide replication of Oberfield & Raval (2021)" by Wen Zhang and Hong Yang, published in... -
Panel treatment effects measurement – Factor or linear projection modelling? ...
Data used in the empirical application on Germany reunification in "Panel treatment effects measurement – Factor or linear projection modelling?" -
The US structural transformation and regional convergence: Racial heterogenei...
Data and replication materials for "The US structural transformation and regional convergence: Racial heterogeneity" by Minki Kim and Munseob Lee. Published in Journal of... -
Quantiles of the gain distribution of an early childhood intervention (replic...
Data and replication materials for "Quantiles of the gain distribution of an early childhood intervention" by Erich Battistin, Carlos Lamarche and Enrico Rettore. Published in...
