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Identifying factor‐augmented vector autoregression models via changes in shoc...
This study proposes a method to identify factor-augmented vector autoregression models without imposing uncorrelatedness or any timing restrictions among observed and unobserved... -
How to estimate a vector autoregression after March 2020 (replication data)
This paper illustrates how to handle a sequence of extreme observations-such as those recorded during the COVID?19 pandemic-when estimating a vector autoregression, which is the... -
Early‐life famine exposure, hunger recall, and later‐life health (replication...
We use newly collected individual-level hunger recall information from the China Family Panel Survey to estimate the causal effect of undernourishment on later-life health. We... -
The global component of inflation volatility (replication data)
Global developments play an important role for domestic inflation rates. Earlier literature has found that a substantial amount of the variation in a large set of national...
