Replication data for: "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data" (doi:10.7910/DVN/GBBB2J)

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Part 1: Document Description
Part 2: Study Description
Part 3: Data Files Description
Part 4: Variable Description
Part 5: Other Study-Related Materials
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Replication data for: "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data"

doi:10.7910/DVN/GBBB2J

Harvard Dataverse

2017-10-25

2

Sims, Eric; Julio Garin; Robert Lester, 2017, "Replication data for: "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data"", https://doi.org/10.7910/DVN/GBBB2J, Harvard Dataverse, V2, UNF:6:/i84rWhDur1jcFdkwNzZAw== [fileUNF]

Replication data for: "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data"

doi:10.7910/DVN/GBBB2J

Sims, Eric (University of Notre Dame)

Julio Garin (Claremont-McKenna College)

Robert Lester (Colby College)

Harvard Dataverse

Sims, Eric

Sims, Eric

2017-10-05

https://doi.org/10.7910/DVN/GBBB2J

Social Sciences

Replication data for: "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data"

<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a>

Review of Economics and Statistics, Volume 101, Issue 1 (March 2019), pp.160-175.

10.1162/rest_a_00723

Review of Economics and Statistics, Volume 101, Issue 1 (March 2019), pp.160-175.

• Number of cases: 280

• No. of variables per record: 13

• Type of File: text/tab-separated-values

UNF:6:/i84rWhDur1jcFdkwNzZAw==

• date - date
• dtfputil(annual) - dtfputil(annual)
• dtfputil(non-annual) - dtfputil(non-annual)
• dy - dy
• zlb - zlb
• recession - recession
• zlev - zlev
• ylev - ylev
• trend - trend
• infl - infl
• dtfp(annual) - dtfp(annual)
• dtfp(non-annual) - dtfp(non-annual)
• dummies - dummies

f3055903 Location:

Summary Statistics: Min. 1947.2; Valid 280.0; Max. 2017.1; StDev 20.244473558910325; Mean 1982.0

Variable Format: numeric

Notes: UNF:6:iFK3v6rHxlTUj95IDgH2jA==

f3055903 Location:

Summary Statistics: Mean 1.2973866249594148; StDev 3.299551457277529; Max. 11.847713623869247; Valid 280.0; Min. -7.239320283192802;

Variable Format: numeric

Notes: UNF:6:DbMfhH/CbgjcDwr8KtIeLA==

f3055903 Location:

Summary Statistics: StDev 0.00824887864319383; Valid 280.0; Min. -0.018098300707982004; Max. 0.029619284059673116; Mean 0.003243466562398537

Variable Format: numeric

Notes: UNF:6:h0+h2C3nKkui4nXFMV+Xrg==

f3055903 Location:

Summary Statistics: Valid 280.0; Max. 0.0398563; StDev 0.00952807225451897; Mean 0.0078076874999999995; Min. -0.025892400000000003

Variable Format: numeric

Notes: UNF:6:jqJpGMtSox3t851RAjK+wQ==

f3055903 Location:

Summary Statistics: Max. 1.0; Mean 0.1035714285714291; StDev 0.30524934617203303; Valid 280.0; Min. 0.0;

Variable Format: numeric

Notes: UNF:6:W/UxX8lVdaqNBmTUg+eXug==

f3055903 Location:

Summary Statistics: Mean 0.18571428571428564; Min. 0.0; Valid 280.0; Max. 1.0; StDev 0.3895722180248945;

Variable Format: numeric

Notes: UNF:6:z2jE/B4WmbRolJNugVnmTQ==

f3055903 Location:

Summary Statistics: Valid 280.0; Max. 0.913830821497253; Min. -0.004230912110608508; StDev 0.2507414778136415; Mean 0.5548377786827613

Variable Format: numeric

Notes: UNF:6:rqnYzsihiAFcD6pQ4FGiww==

f3055903 Location:

Summary Statistics: Mean 1.2315933892857143; Max. 2.1861525000000004; StDev 0.6532194280848014; Valid 280.0; Min. -0.0021722

Variable Format: numeric

Notes: UNF:6:bVSILBVjSi2hZfZ/jPcZeA==

f3055903 Location:

Summary Statistics: Mean 140.5; StDev 80.97324661063472; Max. 280.0; Valid 280.0; Min. 1.0;

Variable Format: numeric

Notes: UNF:6:h1Z8YaE1mMVczNHga/XyhQ==

f3055903 Location:

Summary Statistics: Valid 280.0; Max. 3.5912; Min. -1.00605; Mean 0.7889856785714287; StDev 0.6322363222767177

Variable Format: numeric

Notes: UNF:6:D4QLtrDEHeI80D6l1hNLSg==

f3055903 Location:

Summary Statistics: Min. -8.447467940093809; Mean 1.2589312467920735; Valid 280.0; StDev 3.44750388911316; Max. 16.85948372758469

Variable Format: numeric

Notes: UNF:6:2o5X9dA4Uqg/Xt+CsUtEVA==

f3055903 Location:

Summary Statistics: Max. 0.042148709318961725; StDev 0.008618759722782901; Min. -0.02111866985023452; Mean 0.0031473281169801834; Valid 280.0;

Variable Format: numeric

Notes: UNF:6:sUFn3Eh0nuWXKitETWECDA==

f3055903 Location:

Summary Statistics: Min. 0.0; Valid 280.0; StDev 1.116825423751508; Max. 3.0; Mean 1.5035714285714286

Variable Format: numeric

Notes: UNF:6:Lt1VIrJdgfWERkTKLahT5g==

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Data_File_Baseline.csv

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Data_File_Data_for_ZLB.csv

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Data_File_Growth_Specification.csv

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Data_File_Inflation.csv

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Data_File_Output.csv

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Data_Readme.docx

application/vnd.openxmlformats-officedocument.wordprocessingml.document

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FIGs_1_2_Baseline_Theory.m

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FIGs_3_4_Table_3_Baseline_Output.m

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FIGs_5_6_Table_4_Baseline_Inflation.m

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FIGs_C1_C2_C3_C4_find_flex_price.m

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FIGs_C1_C2_C3_C4_find_peg_shocks.m

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FIGs_C1_C2_C3_C4_irf_dynare.m

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FIGs_C1_C2_C3_C4_Medium_Scale_Main.m

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FIGs_C1_C2_C3_C4_simult_r.m

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FIGs_C2_C3_C4_growth_base_model.mod

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FIGs_C2_C3_C4_growth_main.m

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FIGs_D2_D3_Monte_Carlo_Loop.m

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FIGs_D2_D3_Monte_Carlo_Varying_r_lambda.m

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FIG_10_Robustness_Inflation.m

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FIG_10_Robustness_Inflation_growth.m

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FIG_10_Robustness_Inflation_lags.m

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FIG_10_Robustness_Inflation_recession.m

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FIG_10_Robustness_Inflation_time_trend.m

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FIG_10_Robustness_Inflation_time_trend_quadratic.m

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FIG_10_Robustness_Inflation_zlb.m

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FIG_11_Productivity_to_Productivity.m

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FIG_12_Robustness_Theory_Persistence.m

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FIG_12_Robustness_Theory_Persistence_solve.m

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FIG_7_Robustness_Data_Output.m

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FIG_8_Robustness_Data_Inflation.m

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FIG_9_Robustness_Output.m

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FIG_9_Robustness_Output_growth.m

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FIG_9_Robustness_Output_lags.m

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FIG_9_Robustness_Output_recession.m

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FIG_9_Robustness_Output_time_trend.m

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FIG_9_Robustness_Output_time_trend_quadratic.m

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FIG_9_Robustness_Output_zlb.m

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FIG_A1_Stochastic_Peg.m

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FIG_B1_Taylor_Rule.m

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FIG_C1_base_model.mod

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FIG_C1_main.m

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FIG_D1_Monte_Carlo.m

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Inflation.xlsx

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IRFVAR.m

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locproj_var.m

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locproj_var_growth.m

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locproj_var_sur.m

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NeweyWest.m

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NeweyWest_slp.m

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olsvarc.m

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Output.xlsx

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README.txt

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Robustness.xlsx

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Robustness_Inflation.xlsx

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shadedplot.m

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table_1_moments.wf1

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table_2_granger_causality.wf1

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