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A Bayesian approach to account for misclassification in prevalence and trend ...
In this paper, we present a Bayesian approach to estimate the mean of a binary variable and changes in the mean over time, when the variable is subject to misclassification... -
Information gains from using short‐dated options for measuring and forecastin...
We study the gains from using short-dated options for volatility measurement and forecasting. Using option portfolios, we estimate nonparametrically spot volatility under weak... -
Individual consumption in collective households: Identification using repeate...
Individual consumption is typically not observed for individuals living with others. Identification of individual resource shares from household expenditure data requires... -
The deposits channel revisited (replication data)
Drechsler et al. (2017) present a novel reformulation of the bank lending channel of monetary transmission based on market power in local deposits markets, which they term the... -
Dynamic treatment effects of job training (replication data)
This paper estimates the dynamic returns to job training. We posit a model of sequential training participation, where decisions and outcomes depend on observed and unobserved... -
Contagious switching (replication data)
We analyze the propagation of recessions across countries using a model with multiple qualitative state variables in a vector autoregression (VAR). The VAR may include... -
Dependence‐robust inference using resampled statistics (replication data)
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on... -
Dynamic evaluation of job search assistance (replication data)
This paper evaluates a job search assistance program for unemployed teachers where the assignment to the program is dynamic. We discuss the methodology of estimating dynamic... -
Commodity prices and inflation risk (replication data)
This paper investigates the role of commodity price information when evaluating inflation risk. Using a model averaging approach, we provide strong evidence of in-sample and... -
Declining discount rates in Singapore's market for privately developed apartm...
Singapore's market for new privately developed apartments exhibits wide quasi-experimental variation in ownership tenure. We develop an empirical model in which prices are... -
Encompassing measures of international consumption risk sharing and their lin...
We investigate international consumption risk sharing in a panel of 15 industrial economies over the historical period 1875-2016. By considering a rich empirical... -
The bilateral trade effects of announcement shocks: Brexit as a natural field...
We analyse the effects of uncertainty and anticipation shocks associated with the 2016 Brexit vote as a treatment on trade between the UK and 14 EU and 14 non-EU trading... -
Early child development and parents' labor supply (replication data)
The impact of children's early development status on parental labor market outcomes is not well established in the empirical literature. We combine an instrumental variable... -
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean mod...
Successful forecasting models strike a balance between parsimony and flexibility. This is often achieved by employing suitable shrinkage priors that penalize model complexity...
