On the Size Distribution of Macroeconomic Disasters (ECTA 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Robert J. Barro, Tao Jin On the Size Distribution of Macroeconomic Disasters ECTA 2011 5 1567–89 - Power law, Rare disaster, Equity premium, Risk aversion

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 2 - available online elsewhere than on journal website 0 - not available online - Macro available at http://scholar.harvard.edu/barro/publications/size-distribution-Macroeconomic-disasters-data several countries MATLAB

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
Michal Brzezinski Relative Risk Aversion and Power-Law Distribution of Macroeconomic Disasters JAE 2015 1 170-5 - - 4 - (new methods & data) 1 - successful - - -

References

DOI: 10.3982/ECTA8827 IDEAS: a/ecm/emetrp/v79y2011i5p1567-1589.html EconPapers: RePEc:ecm:emetrp:v:79:y:2011:i:5:p:1567-1589


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