Full online appendix and dataset to JMP, Feb-2022. [data underlying BoE SWP 845, Jan-2020 available here.]

Full appendix (non-statistical part).

Statistical appendices: A (a exercises) - B (b exercises) - C (c exercises).

Data replication kit: Part I - covering Figure I and Figure II.

Data replication kit: Part II - covering Figure III, Figure VII, Appendix Figures A.3, A.5, A.7, A.9, A.11.