1,774 datasets found

We present the largest homogenous dataset of grain prices for four major types of grain for pre-industrial Germany covering 70 cities with a total of 259 time series. This...

These data and code reproduce the results presented in the paper "Culture: An Empirical Investigation of Beliefs, Work, and Fertility A Verification and Reproduction of...

Replication files and data for "Forecasting GDP in Europe with textual data" by L. Barbaglia, S. Consoli, S. Manzan, in Journal of Applied Econometrics (2023).

Is the typical specification of the Euler equation for investment employed in DSGE models consistent with aggregate macro data? The answer is yes using state-of-the-art...

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...

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...

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...

Replication materials for "Outlier robust inference in the instrumental variable model with applications to causal effects" by J. Klooster and M. Zhelonkin, Journal of Applied...

This paper develops a maximum likelihood (ML) bunching estimator of the elasticity of taxable income (ETI). Our structural approach provides a natural framework to...

Replication material for "Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)" by Claudia Troccoli, Journal of Applied...

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...

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....

Several lines of research analyse grain price data of pre-industrial economies. We present the largest homogenous dataset of grain prices for four major types of grain for...

Replication materials for the paper “Peer desirability and academic achievement" by Adrian Mehic. It contains a readme file, one Excel document, and one Stata do file.

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,...

Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023,...

Addressing sample selection bias for machine learning methods (replication data) Dylan Brewer and Alyssa Carlson Accepted at Journal of Applied Econometrics, 2023 Overview This...

Replication data and programs for "The efficacy of ability proxies for estimating the returns to schooling: A factor model-based evaluation"

Replication materials for "A flexible stochastic production frontier model with panel data" by Taining Wang, Feng Yao, and S. Kumbhakar, Journal of Applied Econometrics, 2023,...

Stochastic frontier models for cross-sectional data typically assume that the one-sided distribution of firm-level inefficiency is continuous. However, it may be reasonable to...