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Linear household technologies (replication data)
This paper discusses, estimates and formally compares the best known procedures for incorporating demographic variables into complete demand systems. In particular, a class of... -
Union status of young men in Britain: a decade of change (replication data)
Previous empirical studies of individual union status in Britain have been cross-sectional. In contrast, we use longitudinal data from the National Child Development Study, to... -
Scale economies in electricity distribution: a semiparametric analysis (repli...
We estimate the costs of distributing electricity using data on municipal electric utilities in Ontario, Canada for the period 1993-5. The data reveal substantial evidence of... -
Review of GAUSS for Windows, including its numerical accuracy (replication data)
This dataset has no description
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Real exchange rate behaviour: evidence from black markets (replication data)
The behaviour of real exchange rates (relative to the US dollar) is examined using monthly data obtained from the black markets for foreign exchange of eight Asian developing... -
An empirical analysis of alternative parametric ARCH models (replication data)
This paper presents empirical evidence on the effectiveness of eight different parametric ARCH models in describing daily stock returns. Twenty-seven years of UK daily data on a... -
Stochastic volatility models: conditional normality versus heavy-tailed distr...
Most of the empirical applications of the stochastic volatility (SV) model are based on the assumption that the conditional distribution of returns, given the latent volatility... -
Business cycle non-linearities in UK consumption and production (replication ...
This paper develops non-linear smooth transition autoregressive (STAR) models with two additive smooth transition components to capture the business cycle characteristics of UK... -
US deficit sustainability: a new approach based on multiple endogenous breaks...
Recent empirical work has questioned the consistency of US fiscal policy with an intertemporal budget constraint. Empirical results have tended to indicate that the deficit... -
Multiple comparisons with the best, with economic applications (replication d...
In this paper we discuss a statistical method called multiple comparisons with the best, or MCB. Suppose that we have N populations, and population i has parameter value i. Let... -
Asymptotically perfect and relative convergence of productivity (replication ...
In this paper we examine the extent to which countries are converging in per capita productivity levels. We propose to use cluster analysis in order to allow for the endogenous... -
The effects of real and nominal uncertainty on inflation and output growth: s...
In this paper we use GARCH-M methods to test four hypotheses about the effects of real and nominal uncertainty on average inflation and output growth in the United States from...
