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LONG-RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION (replicati...
This paper estimates a model in which persistent fluctuations in expected consumption growth, expected inflation, and their time-varying volatility determine asset price... -
Stock market expectations of Dutch households (replication data)
Despite its importance for the analysis of life-cycle behavior and, in particular, retirement planning, stock ownership by private households is poorly understood. Among other... -
Measuring and interpreting expectations of equity returns (replication data)
We analyze probabilistic expectations of equity returns elicited in the Survey of Economic Expectations in 1999-2001 and in the Michigan Survey of Consumers in 2002-2004. Our... -
Eliciting probabilistic expectations with visual aids in developing countries...
Eliciting subjective probability distributions in developing countries is often based on visual aids such as beans to represent probabilities and intervals on a sheet of paper... -
Measuring consumer uncertainty about future inflation (replication data)
We introduce a survey-based measure of uncertainty about future inflation, asking consumers for density forecasts across inflation outcomes. Consumers are willing and able to... -
Learning and fatigue during choice experiments: a comparison of online and ma...
This study investigates the effect of survey mode on respondent learning and fatigue during repeated choice experiments. Stated preference data are obtained from an experiment... -
Unemployment and liquidity constraints (replication data)
We present a dynamic framework for the interaction between borrowing (liquidity) constraints and deviations of actual hours from desired hours, both measured by discrete-valued... -
Finite sample evidence of IV estimators under weak instruments (replication d...
We present finite sample evidence on different IV estimators available for linear models under weak instruments; explore the application of the bootstrap as a bias reduction... -
A microeconometric evaluation of rehabilitation of long-term sickness in Swed...
In this study the effects of various types of rehabilitation programmes on labour market outcomes are estimated. A main feature of this study is that it jointly evaluates... -
Long-run monetary neutrality and long-horizon regressions (replication data)
A prominent test of long-run monetary neutrality (LRMN) involves regressing long-horizon output growth on long-horizon money growth. We obtain limited support for LRMN with this...
