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Bayesian Graphical Models for STructural Vector Autoregressive Processes (rep...
This paper proposes a Bayesian, graph-based approach to identification in vector autoregressive (VAR) models. In our Bayesian graphical VAR (BGVAR) model, the contemporaneous... -
Finding Sensitivity to Scope in Nonmarket Valuation (replication data)
Data limitations frequently prevent using actual consumer behavior in determining natural resource values, so stated preference methods are used. Whether value estimates show... -
Cost and Preference Heterogeneity in Risky Financial Markets (replication data)
This paper estimates the magnitude of participation costs and preference parameters exploiting information on households? participation decisions in the equities market. A... -
DSGE Models in the Frequency Domains (replication data)
We use frequency domain techniques to estimate a medium-scale dynamic stochastic general equilibrium (DSGE) model on different frequency bands. We show that goodness of fit,... -
Monetary Policy and the Housing Market: A Structural Factor Analysis (replica...
This paper studies the role of the Federal Reserve's policy in the recent boom and bust of the housing market, and in the ensuing recession. By estimating a structural dynamic... -
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (repli...
This paper addresses the debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We construct global minimum variance portfolios based on... -
Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles...
We date turning points of the reference cycle for 19 Mediterranean countries and analyze their structure and interdependencies. Fluctuations are volatile and not highly... -
Is infrastructure capital productive? A dynamic heterogeneous approach (repli...
This paper offers an evaluation of the output contribution of infrastructure. Using a panel time series approach and a large cross-country dataset, the paper estimates a... -
R&D, Innovation and Knowledge Spillovers: A Reappraisal of Bottazzi and P...
Bottazzi and Peri (Economic Journal 2007; 117: 486-511) show the existence of a cointegrating relationship between the domestic stock of knowledge, domestic R&D and the... -
Volatility of Price Indices for Heterogeneous Goods with Applications to the ...
Price indices for heterogeneous goods such as real estate or fine art constitute crucial information for institutional or private investors considering alternative investment... -
THE EFFECTS OF EXPANDING THE GENEROSITY OF THE STATUTORY SICKNESS INSURANCE S...
This article evaluates an expansion of employer-mandated sick leave from 80% to 100% of forgone gross wages in Germany. We employ and compare parametric difference-in-difference... -
HOW SENSITIVE ARE RETIREMENT DECISIONS TO FINANCIAL INCENTIVES? A STATED PREF...
We study the effects of financial incentives on retirement decisions using stated preference data. Dutch survey respondents were given hypothetical retirement scenarios... -
ENJOYING THE QUIET LIFE UNDER DEREGULATION? NOT QUITE (replication data)
Most empirical studies in the banking literature assume that the alternative profit function is linearly homogeneous in input prices. We show that such an assumption is... -
MODEL PRIORS REVISITED: INTERACTION TERMS IN BMA GROWTH APPLICATIONS (replica...
This paper provides a sensitivity analysis on the prior choice for interaction terms for the results of Masanjala and Papageorgiou (Rough and lonely road to prosperity. Journal... -
IDENTIFYING THE RESPONSE OF FERTILITY TO FINANCIAL INCENTIVES (replication data)
While using financial incentives to increase fertility has become relatively common, the effects of such policies are difficult to assess. We propose an identification strategy... -
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED-EFFECT...
This paper estimates the effects of unilateral divorce laws on divorce rates in the USA from a panel of state-level divorce rates. We use the interactive fixed-effects model to... -
crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R (replication data)
crs is a library for R written by Jeffrey S. Racine (Maintainer) and Zhenghua Nie. This add-on package provides a collection of functions for spline-based nonparametric... -
THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA (replication data)
In this paper we investigate the demand for gasoline in Canada using recent annual expenditure data from the Canadian Survey of Household Spending, over a 13-year period from... -
STATE DEPENDENCE AND HETEROGENEITY IN HEALTH USING A BIAS-CORRECTED FIXED-EFF...
This paper estimates a dynamic ordered probit model of self-assessed health with two fixed effects: one in the linear index equation and one in the cut-points. This robustly... -
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA A...
Vector autoregressive methods have been used to model the interrelationships between job vacancy rates, job separation rates and job-finding rates using tools such as impulse...
