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Joint Bayesian Analysis of Parameters and States in Nonlinear non-Gaussian St...
We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear, non-Gaussian state space model.... -
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Sur...
We assess professional forecasters' perceptions of the effects of the unconventional monetary policy measures announced by the US Federal Reserve after the collapse of Lehman... -
Have Standard VARS Remained Stable Since the Crisis? (replication data)
Small vector autoregressions are commonly used in macroeconomics for forecasting and evaluating shock transmission. This requires VAR parameters to be stable over the evaluation... -
A Semi-Parametric Analysis of Two-Sided Markets: An Application to the Local ...
This paper considers an empirical semiparametric model for two-sided markets. Contrary to existing empirical literature on two-sided markets, we specify network effects and... -
Borrowing Constraints and Credit Demand in a Developing Economy (replication ...
This paper investigates the determinants of credit demand in the presence of borrowing constraints in a developing economy. We model the determinants of observed debt for... -
Factor-Based Identification-Robust Interference in IV Regressions (replicatio...
Robust methods for instrumental variable inference have received considerable attention recently. Their analysis has raised a variety of problematic issues such as size/power... -
Reanalyzing Zero Returns to Education in Germany (replication data)
Pischke and von Wachter (Review of Economics and Statistics 2008; 90(3): 592-598) find zero earnings returns to compulsory schooling in the basic school track in Germany. We... -
Successful Scientific Replication and Extension of Levitt (2008): Child Seats...
Using US fatality data from 1975 to 2003, Levitt (Evidence that seat belts are as effective as child safety seats in preventing death for children aged two and up, Review of... -
Econometric Methods for Modelling Systems With a Mixture of<i>i</i>(1) and<i>...
This paper considers structural models with both I(1) and I(0) variables. The structural shocks associated with either set of variables could be permanent or transitory. We... -
Modelling Inflation Volatility (replication data)
This paper discusses estimation of US inflation volatility using time-varying parameter models, in particular whether it should be modelled as a stationary or random walk... -
Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models (r...
This paper develops estimators for dynamic microeconomic models with serially correlated unobserved state variables using sequential Monte Carlo methods to estimate the... -
Doubly Robust Estimation of Causal Effects with Multivalued Treatments: An Ap...
This paper provides doubly robust estimators for treatment effect parameters which are defined in a multivalued treatment effect framework. We apply this method to the unique... -
Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonpar...
We use an appropriate nonparametric two-step approach on conditional efficiencies to investigate how foreign direct investment (FDI) and time affect the process of catching up.... -
Spline Regression in the Presence of Categorical Predictors (replication data)
We consider the problem of estimating a relationship nonparametrically using regression splines when there exist both continuous and categorical predictors. We combine the... -
Replacing Sample Trimming with Boundary Correction in Nonparametric Estimatio...
Two-step nonparametric estimators have become standard in empirical auctions. A drawback concerns boundary effects which cause inconsistencies near the endpoints of the support... -
When Does the Stepping-Stone Work? Fixed-Term Contracts Versus Temporary Agen...
This paper emphasizes differences among short-term contracts in terms of career prospects. Using French data over the 2002-2010 period, we rely on a dynamic model with fixed... -
Combining Matching and Nonparametric Instrumental Variable Estimation: Theory...
We show how instrumental variable and matching estimators can be combined in order to identify a broader array of treatment effects. Instrumental variable (IV) estimators are... -
Gender-Biased Breastfeeding in Egypt: Examining the Fertility Preference Hypo...
Jayachandran and Kuziemko (Why do mothers breastfeed girls less than boys? Evidence and implications for child health in India. Quarterly Journal of Economics 2011; 126(3):... -
A New Utility-Consistent Econometric Approach to Multivariate Count Data Mode...
In the current paper, we propose a new utility-consistent modeling framework to explicitly link a count data model with an event-type multinomial-choice model. The proposed... -
Forecasting interest rates with shifting endpoints (replication data)
We consider forecasting the term structure of interest rates with the assumption that factors driving the yield curve are stationary around a slowly time-varying mean or...
