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Constructing density forecasts from quantile regressions: Multimodality in ma...
Quantile regression methods are increasingly used to forecast tail risks and uncertainties in macroeconomic outcomes. This paper reconsiders how to construct predictive... -
Real-time weakness of the global economy (replication data)
This archive contains the replication files for the paper "Real-time weakness of the global economy" by Danilo Leiva-León, Gabriel Pérez-Quirós and Eyno Rots, published in the... -
Identification and forecasting of bull and bear markets using multivariate re...
Bull and bear market identification generally focuses on a broad index of returns through a univariate analysis. This paper proposes a new approach to identify and forecast bull... -
Corporate debt booms, financial constraints, and the investment nexus (replic...
This folder contains the codes and datasets needed to replicate all results in the paper "Corporate debt booms, financial constraints, and the investment nexus" by Bruno... -
Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (...
These data and code creates the tables and figures in "Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics,... -
Best linear and quadratic moments for spatial econometric models with an appl...
This archive contains the data and code files for "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of... -
Re-examining the relationship between patience, risk-taking, and human capita...
This archive contains the replication package for "Re-examining the relationship between patience, risk-taking, and human capital investment across countries" by Alexandra de... -
Statistical identification in panel structural vector autoregressive models b...
This paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled... -
Estimating the price elasticity of gasoline demand in correlated random coeff...
We propose a per-cluster instrumental variables approach (PCIV) for estimating linear correlated random coefficient models in the presence of contemporaneous endogeneity and... -
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,... -
Corona and the Cross: Religious Affiliation, Church Bans, and Covid Infections
We examine the effectiveness of church service bans in containing the spread of Covid-19 in Germany. We furthermore investigate how differences in the local religious... -
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... -
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... -
Räumliche Konfigurationen des Messehandels. Geduckte Messekalender des 16. un...
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... -
The heterogeneous role of party affiliation in the runner-up effect (replicat...
This dataset has no description
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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... -
Estimating the Effects of Political Instability in Nascent Democracies
We revisit and examine the effect of political instability on institutional quality. To this end, we exploit the crackdown of government cabinet in 2008 that led to almost two... -
The Long-Term Effects of Measles Vaccination on Earnings and Employment. A Re...
The replication package reproduces the results presented in the paper "The Long-Term Effects of Measles Vaccination on Earnings and Employment. A Replication Study of Atwood...