This repository contains the data, code, and documentation for reproducing the Tables and Figures in the paper. (2025-01-20)

Replication data for peer-reviewed arti[...]

Complete replication and data package. This paper proposes methods to include information from the underlying nominal daily series in model-based forecasts of average rea[...]

We propose a new empirical framework to estimate sectoral uncertainty from data-rich environments. We jointly decompose the conditional variance of economic time series i[...]

Replication code for peer-reviewed article published in The Journal of Finance. Paper published online December 13, 2024. When citing this dataset, please also cite the a[...]

Replication code for peer-reviewed article published in The Journal of Finance. Paper published online December 23, 2024. When citing this dataset, please also cite the a[...]

The data and programs replicate tables and figures from "Neutral Rate of Interest in a Small Open Economy: The Case of Canada", by Kuncl and Matveev. Please see the ReadM[...]

Data for the two empirical applications. In the first application, we combine predictive densities of GDP growth for the euro area (EA), produced by individual professio[...]

This replication package accompanies the paper Bank Consolidation and Uniform Pricing. The analysis uses both publicly available datasets and proprietary RateWatch data.<[...]

This is the replication package for "Democratic Political Economy of Financial Regulation," accepted in 2025 by the International Economic Review.

When citing thi[...]

Supplemental material for peer-reviewed article published in Journal of Economics and Statistics. Paper published online December 20, 2024. When citing this dataset, plea[...]