Category:E20 - General

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Below are the studies lacking replication with JEL code E20 - General.


Below are the replicated studies with JEL code E20 - General.

Below are the replications with JEL code E20 - General.

  • Benjamin Born, Johannes Pfeifer. Risk Matters: The Real Effects of Volatility Shocks: Comment (AER 2014).
    JEL codes: E13, E20, E32, E43, F32, F43, O11. Methods: Particle Filter (Sequential Monte Carlo Methods), 3rd order perturbation, Simulated Method of Moments, code changes published in online appendix Software: Dynare, MATLAB
    Data available; Readme available; Code available
    Replicated study: Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez, Martin Uribe. AER 2011.
    JEL codes: E13, E20, E32, E43, F32, F43, O11. Keywords: -
    Data: Insufficient. Type: narrow sense. Result: failed (different results). Call into question: yes. Replication authors statement: -.

 

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