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  <title>EconStor Collection:</title>
  <link rel="alternate" href="https://hdl.handle.net/10419/260406" />
  <subtitle />
  <id>https://hdl.handle.net/10419/260406</id>
  <updated>2026-04-29T12:23:01Z</updated>
  <dc:date>2026-04-29T12:23:01Z</dc:date>
  <entry>
    <title>Repository data transfers: Incentives, free-riding and goodwill among economists</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/316437" />
    <author>
      <name>Nicklisch, Andreas</name>
    </author>
    <author>
      <name>Bock, Olaf</name>
    </author>
    <author>
      <name>Lauer, Thomas</name>
    </author>
    <id>https://hdl.handle.net/10419/316437</id>
    <updated>2025-05-10T07:27:37Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Repository data transfers: Incentives, free-riding and goodwill among economists
Authors: Nicklisch, Andreas; Bock, Olaf; Lauer, Thomas
Abstract: We analyse the availability of source data of experimental data in a sample of highly respected economic journals. We test whether publication strategies of journals have an effect for the publication of data. The results for the sample of journals we investigated indicate a large variety of publication patterns. Even mandatory publication of experimental data leads in many cases to sources which are only available upon request. Thus, transparency and replicability of experimental results currently depend to a large extend on the good will of the journals and the stringency by which editors follow the research data availability policies.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>No room at the inn? The case for specialized replication journals</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/319083" />
    <author>
      <name>Reed, W. Robert</name>
    </author>
    <author>
      <name>Röseler, Lukas</name>
    </author>
    <author>
      <name>Saam, Marianne</name>
    </author>
    <author>
      <name>Wallrich, Lukas</name>
    </author>
    <id>https://hdl.handle.net/10419/319083</id>
    <updated>2025-06-07T07:54:48Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: No room at the inn? The case for specialized replication journals
Authors: Reed, W. Robert; Röseler, Lukas; Saam, Marianne; Wallrich, Lukas
Abstract: Replications are widely recognized as essential to the self-correcting nature of science. Interest in replication studies has grown markedly in both economics and psychology over the past decade. Nevertheless, they still represent a very small share of total publications. We discuss why most journals in economics and psychology do not regularly publish replications and which role replication journals can play in creating a home for replications that is sustainable, credible, and visible.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Recourse versus non-recourse mortgage debt and costly state verification</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/323580" />
    <author>
      <name>Mihaylovski, Peter</name>
    </author>
    <id>https://hdl.handle.net/10419/323580</id>
    <updated>2025-08-09T06:11:16Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Recourse versus non-recourse mortgage debt and costly state verification
Authors: Mihaylovski, Peter
Abstract: This paper explores how policies that allow lenders to pursue borrowers for remaining debt after mortgage foreclosure (mortgage recourse) influence key aspects of the housing market and the broader macroeconomy. To this end, I develop a dynamic stochastic general equilibrium (DSGE) model featuring savers and borrowers, strategic default behavior on housing debt, and an endogenous loan-to-value (LTV) ratio. The analysis indicates that real house prices, LTV ratios, and mortgage debt levels increase with greater recourse tightness, while mortgage spreads decline. Default rates also increase with stricter recourse, despite more severe penalties targeting borrowers' assets beyond their housing collateral. In addition, mortgage recourse amplifies the volatility of key financial variables - such as LTV ratios, default rates, and mortgage spreads - intensifying financial cycles. Finally, mortgage recourse appears to be welfare-enhancing only for savers, as it provides an insurance-like mechanism in the event of borrower default. These findings underscore the complex tradeoffs involved in mortgage recourse policies, offering important insights into their role in shaping housing markets and, more broadly, economic stability.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Going viral: Inflation narratives and the macroeconomy</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/307613.2" />
    <author>
      <name>Weinig, Max</name>
    </author>
    <author>
      <name>Fritsche, Ulrich</name>
    </author>
    <id>https://hdl.handle.net/10419/307613.2</id>
    <updated>2025-09-08T07:40:46Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Going viral: Inflation narratives and the macroeconomy
Authors: Weinig, Max; Fritsche, Ulrich
Abstract: This paper investigates the role of media narratives in shaping household inflation expectations. We construct dynamic indicators of inflation narratives using a semi-supervised topic model in combination with Latent Semantic Scaling, applied to a large corpus of U.S. news coverage from 2018 to 2023. Using Granger causality tests and local projections, we show that narratives concerning government spending, supply chain disruptions, the war in Ukraine, and corporate profits are systematically related to changes in both short- and medium-term inflation expectations. Further, our analysis reveals substantial heterogeneity across socioeconomic characteristics, contributing to a growing literature on the determinants of heterogeneous expectations.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
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