Replication Package for: Detecting Edgeworth Cycles (Version 2)
- 1. Institute of Computing, Università della Svizzera italiana
- 2. Department of Economics, Yale University
- 3. Department of Economics, HEC Lausanne
Description
This replication package contains the data and the code to generate the main results reported in "Detecting Edgeworth Cycles" by Timothy Holt, Mitsuru Igami, and Simon Scheidegger, to be published in the February 2024 issue of The Journal of Law and Economics.
Additionally, this package also allows the users to apply these pre-trained models to new datasets of their choice. As an example of such a new dataset, we include the entire German dataset available at the time of our research (2014:Q4–2020:Q4), including both manually labeled and unlabeled subsamples.
Finally, this package includes tools to facilitate the acquisition and pre-processing of the most recent data from Germany, which is updated every day on the Tankerkoenig website (at the time of our preparation of this package).
[3/29/2024 update] The URL for the German antitrust authority's fuel-data website has changed to https://www.bundeskartellamt.de/EN/Tasks/markettransparencyunit_fuels/markettransparencyunit_fuels.html.
Files
README_detecting_edgeworth_cycles_ver_2.pdf
Additional details
Funding
- New methods for asset pricing with frictions 100018_197765
- Swiss National Science Foundation