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Modelling volatility cycles: the MF2-GARCH model (replication data)
We propose a novel multiplicative factor multi-frequency GARCH (MF2-GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one-component... -
The minimum wage in Germany: Institutional setting and a systematic review of...
The introduction of a statutory minimum wage in Germany in 2015 aimed at improving the welfare of low-wage workers but was also accompanied by concerns about distortions in... -
Effects of the German minimum wage on earnings and working time using establi...
This study examines the short-term effects of the introduction of a statutory minimum wage in Germany on hourly wages, monthly wages and paid working hours. We exploit a novel... -
The minimum wage in Greece: a review of institutional features, developments ...
This paper takes a historical perspective and assesses the evolution of the institutional features in setting the minimum wage in Greece between 1975 and 2023. It also evaluates... -
The Netherlands’ minimum wage 1969-2022: Can we learn from decline?
This paper evaluates the evolution of the Dutch minimum wage since its introduction in 1969 and discusses this as an intriguing case suggesting that a deeper, economic analysis... -
Data and code: What explains differences in minimum wage growth between EU me...
The dataset contains data and code used in the article, Baumann, Arne: "What explains differences in minimum wage growth in EU member staes?", Journal of Economics and... -
A Re-Consideration of Money Demand Theory
Portfolio models typically ignore precautionary transactions demands for liquid assets, and models of precautionary demands typically ignore asset rate-of-return risk. If... -
Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
The Stability of the Global Wheat Trade in the Post-Soviet Space (replication...
Trade data used for duration study from UN Comtrade and Trade Map -
Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied... -
Dynamic effects of persistent shocks (replication data)
This package replicates the paper Alloza, Gonzalo and Sanz (2024). “Dynamic Effects of Persistent Shocks”. Journal of Applied Econometrics. Contact details: Mario Alloza... -
Intergenerational scars: The impact of parental unemployment on individual he...
This paper studies whether individuals that experienced parental unemployment during their childhood/early adolescence have poorer health once they reach the adulthood. We used... -
Approximating fixed-horizon forecasts using fixed-event forecasts (replicatio...
Replication files for article "Approximating fixed-horizon forecasts using fixed-event forecasts" by Malte Knueppel and Andreea L. Vladu, published in the Journal of Applied... -
Minimum wages and teenage childbearing in the United States (replication data)
Dataset for “Minimum wages and teenage childbearing in the United States” by Joseph J. Sabia, Rebecca Margolit, Daniel I. Rees and Kyutaro Matsuzawa (Journal of Applied... -
Trade uncertainty, economic policy uncertainty and shipping costs
We examine how trade and policy uncertainty affect shipping freight rates, using a Bayesian Vector Autoregression (BVAR) model. Trade uncertainty has a strong effect on shipping... -
Macroeconomic responses to uncertainty shocks: the perils of recursive orderi...
Dataset for “Macroeconomic responses to uncertainty shocks: the perils of recursive orderings” by Lutz Kilian, Michael D. Plante, and Alexander W. Richter (Journal of Applied... -
Change in Home Bias Due to Ghost Games in the NFL Replication Data
We analyse changes in the National Football League (NFL) due to ghost games in 2020. The home bias disappears as expected. This also applies to semi-ghost games with... -
Football Fans’ Interest in and Willingness-To-Pay for Sustainable Merchandise...
Quantitative data were collected using an online survey of football fans and spectators of Arminia Bielefeld from April to June 2022. The link to the survey was provided on the... -
Race, Market Size, Segregation and Subsequent Opportunities for Former NFL He...
This study examines subsequent head coach opportunities for former National Football League (NFL) head coaches. Descriptive statistics indicate that Black former NFL head... -
An Empirical Estimation of NCAA Head Football Coaches Contract Duration
While previous research on head coach dismissals finds that team performance and managerial characteristics impact employment survival, these studies ignore the impact of...