Are output growth-rate distributions fat-tailed? some evidence from OECD countries (JAE 2008)

From ReplicationWiki
Jump to: navigation, search
How revelant do you consider a replication of this study? You may discuss on the discussion page.


Nobody voted on this yet

 You need to enable JavaScript to vote


Here you find a ranking of the studies that are regarded most relevant to be replicated.

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini Are output growth-rate distributions fat-tailed? some evidence from OECD countries JAE 2008 5 639–669 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Generalized autoregressive conditional heteroskedasticity (GARCH), Kolmogorow–Smirnov test, Bootstrap, Maximum likelihood (ML) - GDP, monthly industrial production, US data from FRED database, rest OECD Historical Indicators for Industry and Services database OECD countries subbotools, from http://cafim.sssup.it/~giulio/software/subbotools/

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1003 IDEAS: a/jae/japmet/v23y2008i5p639-669.html EconPapers: RePEc:jae:japmet:v:23:y:2008:i:5:p:639-669


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox