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Journal of Applied Econometrics
1986 - 2010
Edited by M. Hashem Pesaran
from John Wiley & Sons, Ltd.
This journal is continued by Journal of Applied Econometrics .
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Volume 25, issue 7 , 2010
Capital accumulation and growth: a new look at the empirical evidence pp. 1073-1099 Stephen Roy Bond , Asli Leblebicioglu and Fabio Schiantarelli No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development pp. 1100-1127 Chih Ming Tan Non‐gaussian dynamic bayesian modelling for panel data pp. 1128-1154 Miguel A. Juárez and Mark Steel How does changing age distribution impact stock prices? A nonparametric approach pp. 1155-1178 Cheolbeom Park Identifying the age profile of patent citations: new estimates of knowledge diffusion pp. 1179-1204 Aditi Mehta , Marc Rysman and Tim Simcoe Review of ‘Robustbase’ software for R pp. 1205-1210 Robert Finger Firm size distributions through the lens of functional principal components analysis pp. 1211-1214 Kim P. Huynh and Jacho‐Chávez, David T. Book Review: An Introduction to the Structural Econometrics of Auction Data pp. 1215-1222 Isabelle Perrigne Volume 25, issue 6 , 2010
Why are gasoline prices sticky? A test of alternative models of price adjustment pp. 903-928 Christopher Douglas and Ana María Herrera The rate of learning-by-doing: estimates from a search-matching model pp. 929-962 Julien Prat Models of stochastic choice and decision theories: why both are important for analyzing decisions pp. 963-986 Pavlo R. Blavatskyy and Ganna Pogrebna Decision making under risk in Deal or No Deal pp. 987-1027 Nicolas de Roos and Yianis Sarafidis Forecast encompassing tests and probability forecasts pp. 1028-1062 Michael Peter Clements and David I. Harvey Jackknife instrumental variables estimation: replication and extension of angrist, imbens and krueger (1999) pp. 1063-1066 Anton A. Nakov The Richard Stone Prize in Applied Econometrics pp. 1067-1068 M Hashem Pesaran Volume 25, issue 5 , 2010
The effects of technology shocks on hours and output: a robustness analysis pp. 755-773 Fabio Canova , David Lopez-Salido and Claudio Michelacci What you match does matter: the effects of data on DSGE estimation pp. 774-804 Pablo A. Guerron Long-run relations in european electricity prices pp. 805-832 Bruno Bosco , Lucia Parisio , Matteo Maria Pelagatti and Fabio Baldi Responses to monetary policy shocks in the east and the west of Europe: a comparison pp. 833-868 Marek Jarociński Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models pp. 869-893 George Kapetanios and Anthony Yates On nonparametric estimation of a hedonic price function pp. 894-901 Harry Haupt , Joachim Schnurbus and Rolf Tschernig Volume 25, issue 4 , 2010
Forecast uncertainty: sources, measurement and evaluation pp. 509-513 Matteo Ciccarelli and Kirstin Hubrich Measuring forecast uncertainty by disagreement: The missing link pp. 514-538 Kajal Lahiri and Xuguang Sheng What do we learn from the price of crude oil futures? pp. 539-573 Ron Alquist and Lutz Kilian Forecast evaluation of small nested model sets pp. 574-594 Kirstin Hubrich and Kenneth D. West Forecast comparisons in unstable environments pp. 595-620 Raffaella Giacomini and Barbara Rossi Combining forecast densities from VARs with uncertain instabilities pp. 621-634 Anne Sofie Jore , James Mitchell and Shaun P. Vahey Path forecast evaluation pp. 635-662 Òscar Jordà and Massimiliano Marcellino Introducing the euro-sting: Short-term indicator of euro area growth pp. 663-694 Maximo Camacho and Gabriel Perez-Quiros Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter pp. 695-719 Drew Dennis Creal , Siem Jan Koopman and Eric Zivot A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model pp. 720-754 Rochelle M. Edge , Michael T Kiley and Jean-Philippe Laforte Volume 25, issue 3 , 2010
Participation and study decisions in a public system of higher education pp. 355-391 Stijn Kelchtermans and Frank Verboven Dynamic treatment effect analysis of TV effects on child cognitive development pp. 392-419 Fali Huang and Myoung-jae Lee Semiparametric estimation of consumer demand systems in real expenditure pp. 420-457 Krishna Pendakur and Stefan Sperlich A test for multimodality of regression derivatives with application to nonparametric growth regressions pp. 458-480 Daniel J. Henderson Mean-variance econometric analysis of household portfolios pp. 481-504 Raffaele Miniaci and Sergio Pastorello Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors pp. 505-506 Badi H. Baltagi Volume 25, issue 2 , 2010
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models pp. 197-231 Neil Shephard and Kevin Keith Sheppard Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns pp. 233-261 Torben G. Andersen , Tim Bollerslev , Per Frederiksen and Morten Ørregaard Nielsen Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models pp. 263-285 Jean-Marie Dufour , Lynda Khalaf and Marie-Claude Beaulieu Bayesian quantile regression methods pp. 287-307 Tony Lancaster and Sung Jae Jun Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data pp. 309-344 Sylvia Kaufmann General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles pp. 345-353 Yong Bao , Melody Lo and Franklin G. Mixon Volume 25, issue 1 , 2010
Introduction: 'Model uncertainty and macroeconomics' pp. 1-3 Steven N. Durlauf and Shaun P. Vahey Averaging forecasts from VARs with uncertain instabilities pp. 5-29 Todd Clark and Michael McCracken International evidence on the efficacy of new-Keynesian models of inflation persistence pp. 31-54 Oleg Korenok , Stanislav . Radchenko and Norman Rasmus Swanson Limited information estimation and evaluation of DSGE models pp. 55-70 Martin Fukac and Adrian Rodney Pagan Large Bayesian vector auto regressions pp. 71-92 Marta Banbura , Domenico Giannone and Lucrezia Reichlin Monetary policy and uncertainty in an empirical small open-economy model pp. 93-128 Alejandro Justiniano and Bruce Preston Welfare-maximizing monetary policy under parameter uncertainty pp. 129-143 Rochelle M. Edge , Thomas Laubach and John C. Williams Empirical and policy performance of a forward-looking monetary model pp. 145-176 Alexei Onatski and Noah Williams The Lucas critique and the stability of empirical models pp. 177-194 Thomas Lubik and Paolo Surico Journal of applied econometrics distinguished authors pp. 195-195 M Hashem Pesaran
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