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Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal ...
This narrow replication exercise of Yogo (Review of Economics and Statistics 2004; 86(3): 797-810) finds results identical to the original paper, and provides results on... -
The effect of location on finding a job in the Paris region (replication data)
Do spatial differences in unemployment duration reflect residential sorting or a true local effect? Focusing on the 1300 municipalities of the Paris region, we apply a... -
Estimating the effect of a gasoline tax on carbon emissions (replication data)
Recently the proposal has been made to raise gasoline taxes in the United States to curb carbon emissions. The existing literature on the sensitivity of gasoline consumption to... -
Competition in large markets (replication data)
This paper evaluates the simplifying assumption that producers compete in a large market without substantial strategic interactions using nonparametric regressions of producers'... -
Non-parametric bounds on quantiles under monotonicity assumptions: with an ap...
Within the inferential context of predicting a distribution of potential outcomes P[y(t)] under a uniform treatment assignment t ∈ T, this paper deals with partial... -
How does heterogeneity shape the socioeconomic gradient in health satisfactio...
Individual heterogeneity plays a key role in explaining variation in self-reported health and its socioeconomic gradient. It is hypothesised that the influence of this... -
npRmpi: A package for parallel distributed kernel estimation in R (replicatio...
This dataset has no description
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Identifying the age profile of patent citations: new estimates of knowledge d...
Previous research studies the age profile of patent citations to learn about knowledge flows over time. However, identification is problematic because of the collinearity... -
Non-Gaussian dynamic Bayesian modelling for panel data (replication data)
A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus... -
Capital accumulation and growth: a new look at the empirical evidence (replic...
Using annual data for 75 countries in the period 1960-2000, we present evidence of a positive relationship between investment as a share of gross domestic product (GDP) and the... -
Responses to monetary policy shocks in the east and the west of Europe: a com...
This paper compares impulse responses to monetary policy shocks in the euro area countries before the EMU and in the New Member States (NMS) from central-eastern Europe. We... -
Path forecast evaluation (replication data)
A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given... -
Forecast comparisons in unstable environments (replication data)
We propose new methods for comparing the out-of-sample forecasting performance of two competing models in the presence of possible instabilities. The main idea is to develop a... -
A comparison of forecast performance between federal reserve staff forecasts,...
This paper considers the real-time-- forecast performance of the Federal Reserve staff, time-series models, and an estimated dynamic stochastic general equilibrium (DSGE)... -
What do we learn from the price of crude oil futures? (replication data)
Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change... -
Participation and study decisions in a public system of higher education (rep...
We analyze the decision whether to participate and where and what to study in a public system of higher education, based on a unique dataset of all eligible high school pupils... -
Dating and forecasting turning points by Bayesian clustering with dynamic str...
The information contained in a large panel dataset is used to date historical turning points and to forecast future ones. We estimate groups of series with similar time series... -
Assessing the prudence of economic forecasts in the EU (replication data)
We estimate the EU Commission loss preferences for major economic forecasts of 12 Member States. Based on a recently proposed method by Elliott, Komunjer and Timmermann (2005)... -
The price consideration model of brand choice (replication data)
The workhorse brand choice models in marketing are the multinomial logit (MNL) and nested multinomial logit (NMNL). These models place strong restrictions on how brand share and... -
Random Recursive Partitioning: a matching method for the estimation of the av...
In this paper we introduce the Random Recursive Partitioning (RRP) matching method. RRP generates a proximity matrix which might be useful in econometric applications like...
