Lewis, Daniel J (2020). "Identifying Shocks via Time-Varying Volatility". This replication package contains the code necessary to replicate all figures and tables in the main text of the paper, as well as all additional empirical results found in the online supplement
This replication package accompanies Cavenaile, Roldan-Blanco and Schmitz (forthcoming): "Internatio...
Replication package for: Borusyak, Kirill, and Peter Hull, "Non-Random Exposure to Exogenous Shocks.
The replication package contains the files required for replicating the results presented in the pap...
Lewis, Daniel J (2020). "Identifying Shocks via Time-Varying Volatility". This replication package ...
The package contains all the code necessary to reproduce the figures and tables in Sun and Abraham (...
Alessandro Gavazza and Andrea Lanteri, Credit Shocks and Equilibrium Dynamics in Consumer Durable Go...
This package contains all the code necessary to reproduce figures and tables in Salomao and Varela (...
This replication package contains the code and instructions necessary to replicate Borusyak, Kirill,...
Di Tella and Hall (2021) "Risk Premium Shocks Can Create Inefficient Recessions", Review of Economic...
The replication package contains the dataset, the STATA and MATLAB code that generate all the tables...
Replication package for "Trade Finance and the Durability of the Dollar", Review of Economic Studies...
This package contains all the data and code necessary to reproduce the results in Chahrour and Jurad...
Data and replication files for "Learning from House Prices: Amplification and Business Fluctuations"...
Galle, Simon, Rodríguez-Clare, Andres, & Yi, Moises (2022). Slicing the pie: Quantifying the aggrega...
Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and...
This replication package accompanies Cavenaile, Roldan-Blanco and Schmitz (forthcoming): "Internatio...
Replication package for: Borusyak, Kirill, and Peter Hull, "Non-Random Exposure to Exogenous Shocks.
The replication package contains the files required for replicating the results presented in the pap...
Lewis, Daniel J (2020). "Identifying Shocks via Time-Varying Volatility". This replication package ...
The package contains all the code necessary to reproduce the figures and tables in Sun and Abraham (...
Alessandro Gavazza and Andrea Lanteri, Credit Shocks and Equilibrium Dynamics in Consumer Durable Go...
This package contains all the code necessary to reproduce figures and tables in Salomao and Varela (...
This replication package contains the code and instructions necessary to replicate Borusyak, Kirill,...
Di Tella and Hall (2021) "Risk Premium Shocks Can Create Inefficient Recessions", Review of Economic...
The replication package contains the dataset, the STATA and MATLAB code that generate all the tables...
Replication package for "Trade Finance and the Durability of the Dollar", Review of Economic Studies...
This package contains all the data and code necessary to reproduce the results in Chahrour and Jurad...
Data and replication files for "Learning from House Prices: Amplification and Business Fluctuations"...
Galle, Simon, Rodríguez-Clare, Andres, & Yi, Moises (2022). Slicing the pie: Quantifying the aggrega...
Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and...
This replication package accompanies Cavenaile, Roldan-Blanco and Schmitz (forthcoming): "Internatio...
Replication package for: Borusyak, Kirill, and Peter Hull, "Non-Random Exposure to Exogenous Shocks.
The replication package contains the files required for replicating the results presented in the pap...
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