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(Un)expected monetary policy shocks and term premia (replication data)
The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. Disentangling the impact of monetary policy on... -
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... -
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... -
The economics of state fragmentation: Assessing the economic impact of secess...
This paper presents estimates of the economic effects of secession for a large panel of countries that gained independence between 1940 and 2016. It relies on a semi-parametric... -
International spillovers of forward guidance shocks (replication data)
We estimate a two-country model of the United States and Canada over the post 2009 sample to study the cross-country spillovers of forward guidance shocks. To do so, we propose... -
Aggregate consumption and wealth in the long run: The impact of financial lib...
This paper investigates the impact of financial liberalization on the relationship between consumption and total wealth (i.e., the sum of asset wealth and human wealth).... -
Are there no wage returns to compulsory schooling in Germany? A reassessment ...
This study replicates and challenges the finding of zero wage returns to compulsory schooling in Germany by Pischke and von Wachter (Review of Economics and Statistics, 90(3),...
