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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 21, issue 8 , 2006
Inter-state dynamics of invention activities, 1930-2000 pp. 1111-1134 John Stanley Landon-Lane , Catherine Y. Co and Myeong-Su Yun Small-sample confidence intervals for multivariate impulse response functions at long horizons pp. 1135-1155 Barbara Rossi and Elena Pesavento Nonlinear dynamics of interest rate and inflation pp. 1157-1168 Markku Lanne Is there a risk-return trade-off? Evidence from high-frequency data pp. 1169-1198 Lin Peng and Turan G. Bali Modelling multi-period inflation uncertainty using a panel of density forecasts pp. 1199-1219 Fushang Liu and Kajal Lahiri An empirical model of the multi-unit, sequential, clock auction pp. 1221-1247 Harry J Paarsch , Stephen Geoffrey Donald and Jacques Robert A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated pp. 1249-1264 Paul Mizen and Anindya Banerjee Intergenerational mobility and sample selection in short panels pp. 1265-1293 Cheti Nicoletti and Marco Francesconi Identification and estimation of bounds on school performance measures: a nonparametric analysis of a mixture model with verification pp. 1295-1326 Robert P. Sherman and Jeff Dominitz Volume 21, issue 7 , 2006
Cannabis, cocaine and jobs pp. 897-917 Jan van Ours The costs of motherhood: an analysis using matching estimators pp. 919-934 Lars Skipper and Marianne Simonsen Health insurance and retirement of married couples pp. 935-953 Donna B. Gilleskie and David Blau A dynamic model of contraceptive choice of Spanish couples pp. 955-980 Pedro Mira and Jesus M. Carro Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates pp. 981-998 Kosei Fukuda The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition pp. 999-1018 Farshid Vahid and Pushkar Maitra The Engel curve for alcohol and the rank of demand systems pp. 1019-1038 Takashi Unayama The welfare effects of restricted hospital choice in the US medical care market pp. 1039-1079 Kate Ho Bayesian analysis of the two-part model with endogeneity: application to health care expenditure pp. 1081-1099 Murat Khairzhan-uli Munkin , Partha Deb and Pravin K Trivedi Convergence of productivity: a comment pp. 1101-1102 Zijun Wang Teaching undergraduate econometrics with GRETL pp. 1103-1107 Ryan J. Smith and J. Wilson Mixon Volume 21, issue 6 , 2006
A small monetary system for the euro area based on German data pp. 683-702 Helmut Lütkepohl and Ralf Brüggemann How quickly do forecasters incorporate news? Evidence from cross-country surveys pp. 703-725 Kajal Lahiri , Gultekin Isiklar and Prakash Loungani The emerging market crisis and stock market linkages: further evidence pp. 727-744 Cheng Hsiao , Zijun Wang , Jian Yang and Qi Li Estimation and comparison of treasury auction formats when bidders are asymmetric pp. 745-779 Erwann Sbai and Olivier Armantier Semi-parametric estimation of consumption-based equivalence scales: the case of Germany pp. 781-802 Ralf Andreas Wilke Sectoral labour supply, choice restrictions and functional form pp. 803-826 Steinar StrØm and John K. Dagsvik The case against JIVE pp. 827-833 James MacKinnon and Russell Davidson Comment on 'The case against JIVE' pp. 835-838 Paul J. Devereux and Daniel Ackerberg The case against JIVE: a comment pp. 839-841 Matz Dahlberg and Sören Blomquist Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' pp. 843-844 James MacKinnon and Russell Davidson Wealth dynamics: reducing noise in panel data pp. 845-860 Daniel H. Hill How do respondents process stated choice experiments? Attribute consideration under varying information load pp. 861-878 David A. Hensher Assessing the effects of measurement errors on the estimation of production functions pp. 879-891 Carmine Ornaghi Calculus attainment and grades received in intermediate economic theory pp. 893-896 Justin L. Tobias and Mingliang Li Volume 21, issue 5 , 2006
Deriving target selection rules from endogenously selected samples pp. 549-562 Richard Paap , Philip Hans Franses , Bas Donkers and Jedid-Jah Jonker Disaggregate evidence on the persistence of consumer price inflation pp. 563-587 Todd Clark A nonparametric measure of convergence towards purchasing power parity pp. 589-604 Mototsugu Shintani Empirical evidence of income dynamics across EU regions pp. 605-628 Roberto Zelli and M. Grazia Pittau Estimates of semiparametric equivalence scales pp. 629-639 Yiguo Sun , Thanasis Stengos and Dianqin Wang Modelling firm-size distribution using Box-Cox heteroscedastic regression pp. 641-653 Y. K. Tse and Zhenlin Yang Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment pp. 655-668 David A. Peel and Ivan Paya Inference in dynamic stochastic frontier models pp. 669-676 Efthymios Mike Tsionas A review of TESTU01 pp. 677-682 B D McCullough Volume 21, issue 4 , 2006
Generalized long memory processes, failure of cointegration tests and exchange rate dynamics pp. 409-417 Stefan C. Norrbin and Aaron Dean Smallwood Tests of seasonal integration and cointegration in multivariate unobserved component models pp. 419-438 Fabio Busetti A joint model for the term structure of interest rates and the macroeconomy pp. 439-462 Marco Lyrio , Hans Dewachter and Konstantijn Maes Structural break threshold VARs for predicting US recessions using the spread pp. 463-487 Ana Beatriz Galvão Estimating the effect of smoking on birth outcomes using a matched panel data approach pp. 489-519 Jason Abrevaya Permanent vs transitory components and economic fundamentals pp. 521-542 Donald Robertson , Anthony Garratt and Stephen Hurst Wright Estimating an economic model of crime using panel data from North Carolina pp. 543-547 Badi H. Baltagi Volume 21, issue 3 , 2006
How do changes in monetary policy affect bank lending? An analysis of Austrian bank data pp. 275-305 Sylvia Kaufmann and Sylvia Frühwirth-Schnatter Normal mixture GARCH(1,1): applications to exchange rate modelling pp. 307-336 Emese Lazar and Carol O Alexander Magazine prices revisited pp. 337-344 Jonathan L. Willis Estimating and predicting multivariate volatility thresholds in global stock markets pp. 345-369 Fabio Trojani and Francesco Audrino Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market pp. 371-386 Eleftherios Zacharias and Thanasis Stengos Smoothed binary regression quantiles pp. 387-407 Gregory Kordas Volume 21, issue 2 , 2006
Estimation of multivariate models for time series of possibly different lengths pp. 147-173 Andrew Patton Timing structural change: a conditional probabilistic approach pp. 175-190 David N. DeJong , Roman Liesenfeld and Jean-Francois Richard Bayes model averaging of cyclical decompositions in economic time series pp. 191-212 Richard Kleijn and Herman K. van Dijk A bivariate count data model for household tourism demand pp. 213-226 Jörgen Hellström Measuring welfare effects in models with random coefficients pp. 227-244 Erik Meijer and Jan Rouwendal Job separation in a non-stationary search model: a structural estimation to evaluate alternative unemployment insurance systems pp. 245-272 J. Ignacio García-Pérez Volume 21, issue 1 , 2006
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns pp. 1-22 Allan Timmermann and Massimo Guidolin High school completion and future youth unemployment: new evidence from High School and Beyond pp. 23-53 Mingliang Li The policy preferences of the US Federal Reserve pp. 55-77 Richard Dennis Multivariate GARCH models: a survey pp. 79-109 Sébastien Laurent , Luc Bauwens and Jeroen VK Rombouts Economic development and the return to human capital: a smooth coefficient semiparametric approach pp. 111-132 Andreas Savvides , Theofanis P. Mamuneas and Thanasis Stengos gnuplot 4.0: a portable interactive plotting utility pp. 133-141 Jeffrey Scott Racine
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