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How does the dramatic rise of CPS nonresponse impact labor market indicators?...
This is the replication package for “How does the dramatic rise of CPS nonresponse impact labor market indicators?” by Robert Bernhardt, David Munro, and Erin L. Wolcott,... -
Tests for equal forecast accuracy under heteroskedasticity (replication data)
This archive contains the replication files for "Tests for equal forecast accuracy under heteroskedasticity" by David Harvey, Stephen Leybourne and Yang Zu, in Journal of... -
The heterogeneous role of party affiliation in the runner-up effect (replicat...
This archive contains the replication files for "The heterogeneous role of party affiliation in the runner-up effect" by Umair Khalil, Mandar Oak and Sundar Ponnusamy in Journal... -
The benefits of forecasting inflation with machine learning: New evidence (re...
This is the replication package for "The benefits of forecasting inflation with machine learning: New evidence" by A. Naghi, E. O'Neill, and M. Zaharieva, Journal of Applied... -
Estimating separable matching models (replication data)
Code for Galichon-Salanie's "Estimating Separable Matching Models" Usage Create a virtual environment, e.g. with python3 -m venv env. Activate it with source env/bin/activate.... -
Identifying factors via automatic debiased machine learning (replication data)
This is the replication package for the empirical results in "Identifying factors via automatic debiased machine learning" by Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang and Ke... -
Mandatory seatbelt laws and traffic fatalities: A reassessment
Abstract. Using data from the Fatality Analysis Reporting System for the period 1983-1997, Cohen and Einav (Review of Economics and Statistics 2003; 85(4): 828–843) found that... -
Panel data nowcasting: The case of price-earnings ratios (replication data)
This archive contains the replication data for the paper "Panel data nowcasting: The case of price-earnings ratios" by Andrii Babii, Ryan Ball, Eric Ghysels and Jonas Striaukas,... -
A high-dimensional multinomial logit model (replication data)
The number of parameters in a standard multinomial logit model increases linearly with the number of choice alternatives and number of explanatory variables. Since many modern... -
Partial identification and inference in duration models with endogenous censo...
This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model,... -
The macroeconomy as a random forest (replication data)
Replication materials for "The macroeconomy as a random forest" by Philippe Goulet Coulombe, published in the Journal of Applied Econometrics. -
Binary endogenous treatment in stochastic frontier models with an application...
This package contains the data files and Matlab scripts to reproduce the empirical application and Monte-Carlo simulations in the paper "Binary endogenous treatment in... -
Sample selection in linear panel data models with heterogeneous coefficients ...
This archive contains the replication files for "Sample selection in linear panel data models with heterogeneous coefficients" by Alyssa Carlson and Riju Joshi, in Journal of... -
Identifying oil price shocks with global, developed, and emerging latent real...
This is the replication package for the empirical results in "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors" by Antoine... -
Statistically identified structural VAR model with potentially skewed and fat...
These files include every bit of code in order to replicate the results in "Statistically identified structural VAR model with potentially skewed and fat-tailed errors". All the... -
Did marginal propensities to consume change with the housing boom and bust? (...
To improve estimates of household consumption behavior, we extend a widely-used model by allowing for dynamic consumption elasticities with respect to transitory income shocks.... -
Does paid parental leave affect children's schooling outcomes? Replicating Da...
Replication material for "Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)" by Claudia Troccoli, Journal of Applied... -
US fiscal policy shocks: Proxy-SVAR overidentification via GMM (replication d...
Using external instruments one can recover the effects of individual shocks without fully identifying a VAR. We show that fully or almost fully instrumenting a VAR--that is,... -
The efficacy of ability proxies for estimating the returns to schooling: A fa...
Replication data and programs for "The efficacy of ability proxies for estimating the returns to schooling: A factor model-based evaluation" -
Advance layoff notice and aggregate job loss (replication data)
Replication materials for "Advance layoff notice and aggregate job loss", by Pawel M. Krolikowski and Kurt G. Lunsford, Journal of Applied Econometrics, forthcoming.
