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1.
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Instructions for replications of the results in the paper “Cost pass-through in commodity markets with capacity constraints and international linkages” by Reinhard Ellwan[...]
2024 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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2.
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This paper develops a new test for speculative bubbles, which is applied to data for the Japanese yen, the German mark and the Canadian dollar exchange rates from 1977 to[...]
1996 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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3.
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In a recent paper Mercenier and Sekkat (1988) use a linear-quadratic model to examine the willingness of a monetary authority in a small open economy to target its exchan[...]
1996 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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4.
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Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change[...]
2010 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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5.
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Several studies have put forward that hedge fund returns exhibit a nonlinear relationship with equity market returns, captured either through constructed portfolios of tr[...]
2011 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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6.
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Replication data for software review published in Journal of Applied Econometrics. Paper published online February 1, 2010.
2011 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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7.
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In the linear instrumental variables model, we provide theoretical and Monte Carlo evidence for the size distortion of a two-stage hypothesis test that uses a test of ove[...]
2012 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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8.
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We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverti[...]
2012 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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9.
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Zimmer (?The role of copulas in the housing crisis?, Review of Economics and Statistics 2012; 94: 607-620) provides an interesting case study of the pitfalls of using par[...]
2016 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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10.
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There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the earl[...]
2013 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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