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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... -
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... -
Forecast uncertainty, disagreement, and the linear pool (replication data)
The linear pool is the most popular method for combining density forecasts. We analyze its implications concerning forecast uncertainty, using a new framework that focuses on... -
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The exp...
This paper uses a panel data approach to assess the evolution of economic consequences of the drastic lockdown policy in the epicenter of COVID-19-the Hubei Province of China... -
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).... -
News media versus FRED‐MD for macroeconomic forecasting (replication data)
Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one... -
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),... -
Uncertainty and monetary policy in good and bad times: A replication of the v...
This paper revisits the well-known vector autoregressive (VAR) evidence on the real effects of uncertainty shocks by Bloom (2009, https://doi.org/10.3982/ECTA6248). We replicate... -
Bootstrap inference and diagnostics in state space models: With applications ...
This paper investigates the potentials of the bootstrap as a tool for inference on the parameters of macroeconometric models which admit a state space representation. We... -
Cyclical labour income risk in Great Britain (replication data)
This paper provides new evidence on the cyclical behaviour of household labour income risk in Great Britain and the role of social insurance policy in mitigating against this... -
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions (repli...
We propose a release-augmented dynamic factor model (RA-DFM) that allows to quantify the role of a country's data flow in nowcasting both early Gross Domestic Product (GDP)...
