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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... -
Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication...
Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied... -
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... -
Interacting treatments with endogenous takeup (replication data)
Replication data and software code in R format for replicating the empirical results in the paper "Interacting Treatments with Endogenous Takeup" by Máté Kormos, Robert P.... -
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... -
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... -
Approximating fixed-horizon forecasts using fixed-event forecasts (replicatio...
Replication files for article "Approximating fixed-horizon forecasts using fixed-event forecasts" by Malte Knueppel and Andreea L. Vladu, published in the Journal of Applied... -
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... -
Macroeconomic responses to uncertainty shocks: the perils of recursive orderi...
Dataset for “Macroeconomic responses to uncertainty shocks: the perils of recursive orderings” by Lutz Kilian, Michael D. Plante, and Alexander W. Richter (Journal of Applied... -
Exchange rates, uncovered interest parity and time-varying Fama regressions (...
This online resource accompanies the Journal of Applied Econometrics article "Exchange Rates, Uncovered Interest Parity And Time-Varying Fama Regressions" by Bowen Fu, Mengheng... -
Standard Errors for Difference-in-Difference Regression (replication data)
All replication code for the above paper. This includes general-purpose R and Stata code, all simulation code, all empirical data sets, and R and Stata code to replicate the... -
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) -
A reassessment of likelihood approximation by integration on sparse grids (re...
Dataset for "“A reassessment of likelihood approximation by integration on sparse grids” by Szilárd Madaras and Zsolt Sándor (Journal of Applied Econometrics)
