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Social interactions and social preferences in social networks (replication data)
We study social interactions when individuals hold altruistic preferences in social networks. Rich network features can be captured in the resulting best response function. The... -
Fueling conflict? (De)escalation and bilateral aid (replication data)
This paper studies the effects of bilateral foreign aid on conflict escalation and deescalation. First, we develop a new ordinal measure capturing the two-sided and multifaceted... -
Nonlinear effects of government spending shocks in the USA: Evidence from sta...
This paper uses state-level data to estimate the effect of government spending shocks during expansions and recessions. By employing a mixed-frequency framework, we are able to... -
Common correlated effect cross‐sectional dependence corrections for nonlinear...
This paper provides an approach to estimation and inference for nonlinear conditional mean panel data models, in the presence of cross-sectional dependence. We modify Pesaran's... -
Real‐time detection of regimes of predictability in the US equity premium (re...
We propose new real-time monitoring procedures for the emergence of end-of-sample predictive regimes using sequential implementations of standard (heteroskedasticity-robust)... -
Reevaluating the prudence of economic forecasts in the EU: The role of instru...
Christodoulakis and Mamatzakis (2009, Journal of Applied Econometrics 24, pp. 583-606) estimate the EU Commission loss preferences for selected economic forecasts of 12 EU... -
Estimation and inference for spatial models with heterogeneous coefficients: ...
This paper considers the estimation and inference of spatial panel data models with heterogeneous spatial lag coefficients, with and without weakly exogenous regressors, and...
