Patton, Andrew J., and Sheppard, Kevin, (2015) "Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility." Review of Economics and Statistics 97:3, 683-697
Replication Data for: "The Asymmetric Experience of Positive and Negative Economic Growth: Global Ev...
These documents enable the replication of the data and model results in the paper "Asset Prices and ...
The data contains comparative lottery sales data in Europe 1850-1913 from Figure 1 of the article: ...
Benigno, Pierpaolo, Ricci, Luca Antonio, and Surico, Paolo, (2015) "Unemployment and Productivity in...
Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and...
Eo, Yunjong, and Kim, Chang-Jin, (2016) "Markov-Switching Models with Evolving Regime-Specific Param...
Using recently proposed estimators of the variation of positive and negative returns (“realized semi...
Three experiments examine how individuals react to the trade‐off between confidence and optimism in ...
This is the replication dataset and Stata do file for: Kim, Henry A., and Brad L. LeVeck. "Money, R...
Krueger, Alan B., Mas, Alexandre, and Niu, Xiaotong, (2017) "The Evolution of Rotation Group Bias: W...
We propose a novel approach to decompose realized jump measures by type of activity (finite/infinite...
Cogley, Timothy, and Sargent, Thomas J., (2015) "Measuring Price-Level Uncertainty and Instability i...
Replication Data for: "Volatile Top Income Shares in Switzerland? Reassessing the Evolution between ...
Kalemli-Ozcan, Sebnem, Kamil, Herman, and Villegas-Sanchez, Carolina, (2016) "What Hinders Investmen...
We propose a novel approach to decompose realized jump measures by type of activity (finite/infinite...
Replication Data for: "The Asymmetric Experience of Positive and Negative Economic Growth: Global Ev...
These documents enable the replication of the data and model results in the paper "Asset Prices and ...
The data contains comparative lottery sales data in Europe 1850-1913 from Figure 1 of the article: ...
Benigno, Pierpaolo, Ricci, Luca Antonio, and Surico, Paolo, (2015) "Unemployment and Productivity in...
Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and...
Eo, Yunjong, and Kim, Chang-Jin, (2016) "Markov-Switching Models with Evolving Regime-Specific Param...
Using recently proposed estimators of the variation of positive and negative returns (“realized semi...
Three experiments examine how individuals react to the trade‐off between confidence and optimism in ...
This is the replication dataset and Stata do file for: Kim, Henry A., and Brad L. LeVeck. "Money, R...
Krueger, Alan B., Mas, Alexandre, and Niu, Xiaotong, (2017) "The Evolution of Rotation Group Bias: W...
We propose a novel approach to decompose realized jump measures by type of activity (finite/infinite...
Cogley, Timothy, and Sargent, Thomas J., (2015) "Measuring Price-Level Uncertainty and Instability i...
Replication Data for: "Volatile Top Income Shares in Switzerland? Reassessing the Evolution between ...
Kalemli-Ozcan, Sebnem, Kamil, Herman, and Villegas-Sanchez, Carolina, (2016) "What Hinders Investmen...
We propose a novel approach to decompose realized jump measures by type of activity (finite/infinite...
Replication Data for: "The Asymmetric Experience of Positive and Negative Economic Growth: Global Ev...
These documents enable the replication of the data and model results in the paper "Asset Prices and ...
The data contains comparative lottery sales data in Europe 1850-1913 from Figure 1 of the article: ...
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