Journal of Monetary Economics

This data package contains the main data series used in the article titled "The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US", by Paul Gaggl (UNC Charlotte, pgaggl@uncc.edu) and Sylvia Kaufmann (Studycenter Gerzensee, sylvia.kaufmann@szgerzensee.ch), published in the Journal of Monetary Economics. The data are available in two data formats: 1) Stata (cpsb_mj3dd_ts_q_clean.dta) 2) delimited ASCII text (cpsb_mj3dd_ts_q_clean.csv) The underlying data sources are FRED for aggregate variables and the U.S. Current Population Survey (CPS) monthly basic files. More information on the data construction are given in the main text of the paper as well as the companion online appendix. Detailed variable labels are available in the file readme.txt

The file contains the underlying country-month observations used in the construction of Figure 1 in the paper. Also, the file includes the pseudo panel dataset that underpins the Table 3 estimation of the panel regressions with pseudo fixed effects. The supplementary material describes the construction of the pseudo panel in detail.

This file contains the experimental data reported in "Liquidity Requirements and the Interbank Loan Market" An Experimental Investigation" by Douglas Davis, Oleg Korenok, John Lightle and Edward S. Prescott. The EXCEL file consists of three pages. One page contains observations aggregated at the market level, a second page contains individual observations. The third page lists and explains the variable names used on the market and individual data pages.

Replication code for "Government Consumption and Investment: Does the Composition of Purchases Affect the Multiplier?" by Christoph E. Boehm

This dataset provides the necessary data to reproduce results in Bento and Restuccia "On Average Establishment Size across Sectors and Countries. There is a readme file with instructions and content.

Data and code to replicate the results reported in article: "Empirical Evidence on the Euler equation for consumption in the US".

This is replication code for Price Dispersion and the Border Effect.

Dataset briefly described in Section 4.2 of "Breaking the Spell with Credit-Easing: Self-Con rming Credit Crises in Competitive Search Economies" by Gaetano Gaballo and Ramon Marimon (August, 2020) Excel file from the dataset – complied by Viktor Marinkov (EUI PhD, Oxford University)– contains information on - Cumulative net losses with respect to the original pool balance - Interest rates and total amounts in US dollars These information are collected for each tranche for several issuers in the automotive sector. The final dataset encompasses information on issuers for which both interest rates, amounts and cumulative losses are available. This is why the sample is slightly reduced with respect to the separate figures for Interest Rates and Cumulative Losses. The list includes: BMW Vehicle Lease Trust CarMax Auto Owner Trust Ford credit Auto Owner Trust Harley-Davidson Motorcycle Trust Honda Auto Receivables Owner Trust Hyundai Auto Receivables Trust Nissan Lease Trust Nissan Auto Receivables Owner Trust World Omni Auto Receivables Trust The data are collected from prospectuses publicly available online. The major source utilized is https://www.bamsec.com/companies/6189/208 where the majority of observations are available.

Replication files for Garga and Singh (2020), "Output Hysteresis and Optimal Monetary Policy", Journal of Monetary Economics

Data for paper