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Corporate debt booms, financial constraints, and the investment nexus (replic...
This folder contains the codes and datasets needed to replicate all results in the paper "Corporate debt booms, financial constraints, and the investment nexus" by Bruno... -
Estimating the price elasticity of gasoline demand in correlated random coeff...
We propose a per-cluster instrumental variables approach (PCIV) for estimating linear correlated random coefficient models in the presence of contemporaneous endogeneity and... -
US fiscal policy shocks: Proxy-SVAR overidentification via GMM (replication d...
Using external instruments one can recover the effects of individual shocks without fully identifying a VAR. We show that fully or almost fully instrumenting a VAR--that is,... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper # 1. Monte Carlo Simulation: Contains codes and...
