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Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on C...
The Bayesian structural time series model, used in conjunction with a state–space model, is a novel means of exploring the causal impact of a policy intervention. It extends the... -
Program code for "Does compressing high school duration affect students' stre...
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Replication Data - Comparison of Gross Value Added and Production
Euro Area Growth Signals from Industrial Production: Warnings from a Comparison of Gross Value Added and Production This study compares industrial production and gross value... -
Tail Risk in a Retail Payments System - replication data
In this paper, we study a credit risk (collateral) management scheme for the Canadian retail payment system designed to cover the exposure of a defaulting member. We estimate ex... -
Studying Firm Growth Distributions with a Large Administrative Employment Dat...
This paper uses business tax administrative data to describe the annual firm growth rate distribution in Canada over the 2000-2009 period. This administrative tax database... -
Strategic Timing of Investment over the Business Cycle - replication data
We analyze a data set containing rental revenues, maintenance costs, and sale prices of five different types of rental machines to econometrically estimate key relationships... -
OLS and 2SLS in Randomized and Conditionally Randomized Experiments
We investigate estimation and inference of the (local) average treatment effect parameter when a binary instrumental variable is generated by a randomized or conditionally... -
Saving Behavior and Housing Wealth - Evidence from German Micro Data (replica...
Housing property is the most important position in a household’s wealth portfolio. Even though there is strong evidence that house price cycles and saving patterns behave... -
Public Investment Subsidies and Firm Performance – Evidence from Germany – re...
This paper assesses firm-level effects of the single largest investment subsidy programme in Germany. The analysis considers grants allocated to firms in East German regions... -
The incidence of agricultural subsidies on rental rates for grassland (replic...
This paper examines the impact of agricultural subsidies on rental rates for grassland. In theory, the capitalization of subsidies into grassland rents has become increasingly... -
Active on many foreign markets (replication code)
These are the do-files used to compute the results reported in: Joachim Wagner, Active on many foreign markets: A portrait of German multi-market exporters and importers from... -
Credit Demand and Supply in Greece
Contains data used in the paper "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)" (published in the Jahrbücher für...
