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Spillover Effects between the Stock Market and the Real Economy (Replication ...
This paper illustrates a behavioral mixed frequency macro-finance model where both real and financial variables are generated on a daily basis. Further, while financial sector... -
Source-code and datasets for: Performance-based pay and limited information a...
Content The provided content consists of two parts: First, the code of the agent-based simulation model (in the folder "Model") and, second, the data that is generated using the... -
Fake News and Asset Price Dynamics - Simulation Code
Simulation code for the paper “Fake News and Asset Price Dynamics” by Sarah Mignot, Paolo Pellizzari and Frank Westerhoff, Jahrbücher für Nationalökonomie und Statistik (Journal... -
A Matter of Values: On The Link between Economic Performance and Schwartz Hum...
The European Social Survey data from the 9th round is used. The original source file ESS9e02.dta is available on the ESS website. The following files are attached:... -
Trends in U.S.Wage Inequality: Revising the Revisionists. A Replication Study...
Summary: These codes replicate Autor et al. (2008) and extend their analysis through 2022. Findings: The extension to an additional 17 years of analysis underscores the... -
Räumliche Konfigurationen des Messehandels im frühneuzeitlichen Europa. Gedru...
Early modern printed fair calendars provide information about location, the date and duration of trade fairs. They appeared in various literary genres and thus reached a larger... -
Identifying factor‐augmented vector autoregression models via changes in shoc...
This study proposes a method to identify factor-augmented vector autoregression models without imposing uncorrelatedness or any timing restrictions among observed and unobserved... -
Small world: Narrow, wide, and long replication of Goyal, van der Leij and Mo...
I undertake a narrow, wide, and long replication of Goyal, van der Leij and Moraga-Gonzélez (2006, https://doi.org/10.1086/500990). Using social network analysis, they show that... -
Measuring real activity using a weekly economic index (replication data)
This paper describes a weekly economic index (WEI) developed to track the rapid economic developments associated with the onset of and policy response to the novel coronavirus... -
How to estimate a vector autoregression after March 2020 (replication data)
This paper illustrates how to handle a sequence of extreme observations-such as those recorded during the COVID?19 pandemic-when estimating a vector autoregression, which is the... -
A regularization approach to common correlated effects estimation (replicatio...
Cross-section average-augmented panel regressions introduced by Pesaran (2006) have been a popular empirical tool to estimate panel data models with common factors. However, the... -
Revisiting Sweden's comprehensive school reform: Effects on education and ear...
We revisit a Swedish comprehensive school reform first evaluated by Meghir and Palme (2005). This reform increased years of schooling and abolished tracking. We extend the... -
Early‐life famine exposure, hunger recall, and later‐life health (replication...
We use newly collected individual-level hunger recall information from the China Family Panel Survey to estimate the causal effect of undernourishment on later-life health. We... -
The impact of product and labour market reform on growth: Evidence for OECD c...
We examine the impact of labour and product market reforms on economic growth in 25 OECD countries between 1985 and 2013, and tests whether this impact is conditioned by the... -
The global component of inflation volatility (replication data)
Global developments play an important role for domestic inflation rates. Earlier literature has found that a substantial amount of the variation in a large set of national... -
Understanding women's wage growth using indirect inference with importance sa...
The goal of this work is to investigate the effects of time out of the labor market for childcare on women's lifecycle wage growth. We develop a dynamic lifecycle model of human... -
Bayesian estimation of the exact affine Stone index demand system: Replicatin...
This paper proposes a Bayesian approach to perform inference in the exact affine Stone index (EASI) demand system that was proposed by Lewbel and Pendakur (2009), while taking... -
Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wan...
Meijer, Rohwedder, and Wansbeek (MRW, Journal of Business & Economic Statistics, 2012) developed methods for prediction of a single earnings figure per worker from mixture... -
Migration in China: To work or to wed? (replication data)
This paper develops a model encompassing both matching and hedonic models, studies its properties, and provides identification and estimation strategies. We bring the model to... -
When are instruments generated from geographic characteristics in bilateral r...
In their highly influential paper, Does Trade Cause Growth,? Frankel and Romer estimate a trade equation to predict bilateral trade shares, which are in turn aggregated to...
