1,789 datasets found

Description of dataset (from Datastream, Bloomberg and BIS) corresponding to the paper "Heterogeneity and Dynamics in Network Models" by Enzo D'Innocenzo, Andre Lucas, Anne...

This folder contains MATLAB and R software and data to accompany the paper "Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages" by...

This paper introduces a novel dataset on the secondary market prices of all government bonds traded at the Amsterdam Stock Exchange between 1 January 1914 and 31 December 1919....

Membership in the NSDAP can be interpreted as an important indicator for giving formal approval to the Nazi regime. Here we present the data set by which we analysed the...

This paper replicates the results of Adrian et al. (2019) that GDP growth volatility is mainly driven by the lower quantiles of the distribution which is predicted by the...

Rust (1987) studies the dynamic decision making under uncertainty made by Harold Zurcher to replace bus engines. In the decades since, the model has been applied, extended, and...

Do small and large firms respond differently to tax cuts? Using new narrative measures of the exogenous variation in corporate marginal tax rates and a unique dataset of U.S....

Replication files for all models, figures and tables in the main paper and in the online appendix.

We propose a novel econometric approach to estimating time-varying policy effects using external instruments in the presence of time-varying instrument relevance in a...

This paper proposes a direct approach to Kilian--Lewis style counterfactual analysis in structural VAR models. The proposed approach is easy to implement, and the procedure of...

We propose a new, computationally efficient way to approximate the “grouped fixed effects” (GFE) estimator of Bonhomme and Manresa (2015), which estimates grouped patterns of...

We construct a latent employment estimate for the U.S. which both reconciles the information from separate payroll and household surveys, and incorporates the preliminary data...

We examine the link between Internet usage and political ignorance. In order to do so, we construct a novel index measuring individuals' indifference with respect to political...

The introduction of the Transmission Protection Instrument is the latest evidence, that the EMU is confronted with unstable markets for government bonds. Based on a parsimonious...

This paper investigates the price impact of the fuel discount in Germany, which was introduced between June and August 2022 to partially compensate increased energy costs. Using...

Replication materials for "Oil prices in the real economy", by Haicheng Shu and Peter Spencer, Journal of Applied Econometrics, forthcoming.

We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor...

Replication files for List, Shaikh, and Vayalinkal (2023). Requires data from Karlan and List (2007) and the mhtexp2 package. Instructions for how to obtain the data and package...

Replication materials for "The demand for money at the zero interest rate bound", by Tsutomu Watanabe and Tomoyoshi Yabu, Journal of Applied Econometrics, forthcoming.

Replication materials for "US Weekly Economic Index: Replication and extension", by Philipp Wegmueller and Christian Glocker, Journal of Applied Econometrics, forthcoming.