Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Supplemental Material

Econometrica - Volume 14, Issue 4

Supplement to "The importance of supply and demand for oil prices: evidence from non-Gaussianity"

Robin Braun

This zip file contains replication material for the manuscript.

Supplement to "The importance of supply and demand for oil prices: evidence from non-Gaussianity"

Robin Braun

This online appendix contains material not found within the manuscript.

Supplement to "Local Projections, Autocorrelation, and Efficiency"

Amaze Lusompa

This zip file contains the replication files for the manuscript.

Supplement to "Local Projections, Autocorrelation, and Efficiency"

Amaze Lusompa

This online appendix contains material not found within the manuscript.

Supplement to "A new posterior sampler for Bayesian structural vector autoregressive models"

Martin Bruns and Michele Piffer

This zip file contains the replication files for the manuscript.

Supplement to "A new posterior sampler for Bayesian structural vector autoregressive models"

Martin Bruns and Michele Piffer

This online appendix contains material not found in the manuscript.

Supplement to "Demand Estimation with Infrequent Purchases and Small Market Sizes"

Ali Hortaçsu, Olivia R. Natan, Hayden Parsley, Timothy Schwieg, and Kevin R. Williams

This zip file contains the replication files for the manuscript.

Supplement to "Spatial interactions"

Jun Sung Kim, Eleonora Patacchini, Pierre Picard, and Yves Zenou

This zip file contains the replication files for the manuscript.

Supplement to "Spatial interactions"

Jun Sung Kim, Eleonora Patacchini, Pierre Picard, and Yves Zenou

This online appendix contains material not found within the manuscript.

Supplement to "Capital Reallocation and the Cyclicality of Aggregate Productivity"

Russell W. Cooper and Immo Schott

This zip file contains the replication files for the manuscript.

Supplement to "Tax-and-Transfer Progressivity and Business Cycles"

Youngsoo Jang, Takeki Sunakawa, and Minchul Yum

This zip file contains the replication files for the manuscript.

Supplement to "Tax-and-Transfer Progressivity and Business Cycles"

Youngsoo Jang, Takeki Sunakawa, and Minchul Yum

This online appendix contains material not found within the manuscript.

Supplement to "Behavioral Learning Equilibria in New Keynesian Models"

Cars Hommes, Kostas Mavromatis, Tolga Özden, and Mei Zhu

This online appendix contains material not found within the manuscript.

Supplement to "Behavioral Learning Equilibria in New Keynesian Models"

Cars Hommes, Kostas Mavromatis, Tolga Özden, and Mei Zhu

This zip file conatins the replication files for the manuscript.

Supplement to "Costly information acquisition in centralized matching markets"

Rustamdjan Hakimov, Dorothea Kübler, and Siqi Pan

This zip file contains the replication files for the manuscript.

Supplement to "Costly information acquisition in centralized matching markets"

Rustamdjan Hakimov, Dorothea Kübler, and Siqi Pan

This appendix contains material not found within the manuscript.

Supplement to "Presidential Address: Demand-Side Constraints in Development The Role of Market Size, Trade, and (In)Equality"

Pinelopi Koujianou Goldberg and Tristan Reed

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8299667. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Presidential Address: Demand-Side Constraints in Development The Role of Market Size, Trade, and (In)Equality"

Pinelopi Koujianou Goldberg and Tristan Reed

This online appendix contains material not found within the manuscript.

Supplement to "Price Setting with Strategic Complementarities as a Mean Field Game"

Fernando Alvarez, Francesco Lippi and Panagiotis Souganidis

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8200032. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Price Setting with Strategic Complementarities as a Mean Field Game"

Fernando Alvarez, Francesco Lippi and Panagiotis Souganidis

This online appendix contains material not found within the manuscript.

Supplement to "An Adversarial Approach to Structural Estimation"

Tetsuya Kaji, Elena Manresa, and Guillaume Pouliot

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8310266. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.

Supplement to "An Adversarial Approach to Structural Estimation"

Tetsuya Kaji, Elena Manresa, and Guillaume Pouliot

This online appendix contains material not found within the manuscript.

Supplement to "The Cross-Sectional Implications of the Social Discount Rate"

Maya Eden

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8321762. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Tail risk in production networks"

Ian Dew-Becker

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8247084. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Tail risk in production networks"

Ian Dew-Becker

This online appendix contains material not found within the manuscript.

Supplement to "Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data"

Dennis Shen, Peng Ding, Jasjeet Sekhon, and Bin Yu

This online appendix contains material not found within the manuscript.

Supplement to "Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data"

Dennis Shen, Peng Ding, Jasjeet Sekhon, and Bin Yu

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8423395. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Non-Random Exposure to Exogenous Shocks"

Kirill Borusyak and Peter Hull

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8286785. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Estimation Based on Nearest Neighbor Matching: from Density Ratio to Average Treatment Effect"

Zhexiao Lin, Peng Ding, and Fang Han

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8322609. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes and the parts of the data that are not subject to the exemption. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the restricted data. The Journal checked the provided and restricted data and the codes for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Estimation Based on Nearest Neighbor Matching: from Density Ratio to Average Treatment Effect"

Zhexiao Lin, Peng Ding, and Fang Han

This online appendix contains material not found within the manuscript.

Supplement to "Urban growth and its aggregate implications"

Gilles Duranton and Diego Puga

This zip file contains the replication files for the manuscript.

Supplement to "Urban growth and its aggregate implications"

Gilles Duranton and Diego Puga

This online appendix contains material not found within the manuscript.

Supplement to "Rethinking the Welfare State"

Nezih Guner, Remzi Kaygusuz and Gustavo Ventura

This online appendix contains material not found within the manuscript.

Supplement to "Rethinking the Welfare State"

Nezih Guner, Remzi Kaygusuz and Gustavo Ventura

This zip file contains the replication files for the manuscript.

Supplement to "Mixed Strategies in the Indefinitely Repeated Prisoner’s Dilemma"

Julian Romero and Yaroslav Rosokha

This zip file contains the replication files for the manuscript.

Supplement to "Mixed Strategies in the Indefinitely Repeated Prisoner’s Dilemma"

Julian Romero and Yaroslav Rosokha

This online appendix contains material not found within the manuscript.

Supplement to "Intertemporal Hedging and Trade in Repeated Games with Recursive Utility"

Asen Kochov and Yangwei Song

In this supplement, we first extend our folk theorem to general paths of play. We then provide the missing proofs regarding our analysis of the prisoners’ dilemma under IMI.

Supplement to "Corporate Tax Cuts and the Decline in the Manufacturing Labor Share"

Barış Kaymak and Immo Schott

This online appendix contains material not found within the manuscript.

Supplement to "Corporate Tax Cuts and the Decline in the Manufacturing Labor Share"

Barış Kaymak and Immo Schott

This zip file contains the replication files for the manuscript.

Supplement to "The Anatomy of Sorting – Evidence from Danish Data"

Rasmus Lentz, Suphanit Piyapromdee, and Jean-Marc Robin

This online appendix contains material not found within the manuscript.

Supplement to "The Anatomy of Sorting – Evidence from Danish Data"

Rasmus Lentz, Suphanit Piyapromdee, and Jean-Marc Robin

This zip file contains the replication files for the manuscript.

Supplement to "A Comment on: Low Interest Rates, Market Power, and Productivity Growth"

Craig A. Chikis, Jonathan Goldberg, and David López-Salido

The replication package for this paper is available at https://doi.org/10.5281/zenodo.8187691. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper.