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Journal of Business & Economic Statistics

1983 - 2011

Continued by Journal of Business & Economic Statistics.

Current editor(s): Jonathan H. Wright and Keisuke Hirano

From American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().

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2009, volume 27, issue 4

Real-Time Measurement of Business Conditions pp. 417-427 Downloads
S. Boragan Aruoba, Francis Diebold and Chiara Scotti
Forecast Combination With Entry and Exit of Experts pp. 428-440 Downloads
Capistrán, Carlos and Allan Timmermann
Tests of Equal Predictive Ability With Real-Time Data pp. 441-454 Downloads
Todd Clark and Michael McCracken
Information in the Revision Process of Real-Time Datasets pp. 455-467 Downloads
Valentina Corradi, Andrés Fernández Martin and Norman Swanson
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset pp. 468-479 Downloads
Jon Faust and Jonathan H. Wright
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty pp. 480-491 Downloads
Anthony Garratt, Gary Koop, Emi Mise and Shaun Vahey
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve pp. 492-503 Downloads
Glenn Rudebusch and John Williams
Forecasting Professional Forecasters pp. 504-516 Downloads
Eric Ghysels and Jonathan H. Wright
Predictability of Interest Rates and Interest-Rate Portfolios pp. 517-527 Downloads
Turan Bali, Massoud Heidari and Liuren Wu
Do Leading Indicators Lead Peaks More Than Troughs? pp. 528-543 Downloads
Richard Paap, Rene Segers and Dick van Dijk
Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept pp. 544-552 Downloads
Knüppel, Malte
Forecasting With Judgment pp. 553-563 Downloads
Simone Manganelli
Editors' Report 2008 pp. 566-566 Downloads
Serena Ng and Arthur Lewbel

2009, volume 27, issue 3

Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve pp. 293-311 Downloads
Frank Kleibergen and Sophocles Mavroeidis
Comment pp. 311-315 Downloads
Fabio Canova
Comment pp. 316-318 Downloads
John Chao and Norman Swanson
Comment pp. 318-321 Downloads
Jean-Marie Dufour
Comment pp. 322-323 Downloads
Anna Mikusheva
Comment pp. 323-326 Downloads
Jonathan H. Wright
Comment pp. 326-328 Downloads
Motohiro Yogo
Comment pp. 328-331 Downloads
Eric Zivot and Saraswata Chaudhuri
Rejoinder pp. 331-339 Downloads
Frank Kleibergen and Sophocles Mavroeidis
Bias From Censored Regressors pp. 340-353 Downloads
Roberto Rigobon and Thomas M. Stoker
Robust Nonparametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985–2004 pp. 354-368 Downloads
David Wheelock and Paul Wilson
Testing for Shifts in Trend With an Integrated or Stationary Noise Component pp. 369-396 Downloads
Pierre Perron and Tomoyoshi Yabu
On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies pp. 397-415 Downloads
Daniel Millimet and Rusty Tchernis

2009, volume 27, issue 2

A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects pp. 131-148 Downloads
Alan Bester and Christian Hansen
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns pp. 149-160 Downloads
Stanislav Anatolyev
Local Transformation Kernel Density Estimation of Loss Distributions pp. 161-175 Downloads
J. Gustafsson, M. Hagmann, J. P. Nielsen and Olivier Scaillet
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation pp. 176-192 Downloads
León, à Ngel, Mencía, Javier and Enrique Sentana
Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data pp. 193-205 Downloads
Sokbae (Simon) Lee and Ralf Wilke
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data pp. 206-223 Downloads
Qi Li, Jeffrey Racine and Jeffrey Wooldridge
Inhomogeneous Dependence Modeling with Time-Varying Copulae pp. 224-234 Downloads
Enzo Giacomini, Härdle, Wolfgang and Vladimir Spokoiny
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model pp. 235-250 Downloads
Alan Bester and Christian Hansen
Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks pp. 251-265 Downloads
Basel Awartani, Valentina Corradi and Walter Distaso
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence pp. 266-278 Downloads
Sean D. Campbell and Francis Diebold
An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs pp. 279-291 Downloads
Roselinde Kessels, Bradley Jones, Peter Goos and Martina Vandebroek

2009, volume 27

Statistical Inference with Generalized Gini Indices of Inequality, Poverty, and Welfare pp. 1-17 Downloads
Garry Barrett and Stephen Donald
Testing Conditional Uncorrelatedness pp. 18-29 Downloads
Liangjun Su and Aman Ullah
Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters pp. 30-41 Downloads
Joseph Engelberg, Charles Manski and Jared Williams
Nonmarket Household Time and the Cost of Children pp. 42-51 Downloads
Christos Koulovatianos, Carsten Schrder and Ulrich Schmidt
IT and Beyond: The Contribution of Heterogeneous Capital to Productivity pp. 52-70 Downloads
Daniel Wilson
Sequential Causal Models for the Evaluation of Labor Market Programs pp. 71-83 Downloads
Michael Lechner
Reduced-Form Versus Structural Models of Water Demand Under Nonlinear Prices pp. 84-94 Downloads
Sheila M. Olmstead
How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? pp. 95-112 Downloads
John Maheu and Tom McCurdy
Temporary Increases in Tariffs and Investment: The Chilean Experience pp. 113-127 Downloads
Hiroyuki Kasahara

2008, volume 26

Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions pp. 1-8 Downloads
Richard Startz
Robust Nonnested Testing and the Demand for Money pp. 9-17 Downloads
Hwan-sik Choi and Nicholas Kiefer
Bayesian Analysis of the Output Gap pp. 18-32 Downloads
Christophe Planas, Alessandro Rossi and Gabriele Fiorentini
Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation pp. 33-41 Downloads
George Kapetanios, Vincent Labhard and Simon Price
A Comparison of the Real-Time Performance of Business Cycle Dating Methods pp. 42-49 Downloads
Marcelle Chauvet and Jeremy Piger
Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity pp. 50-65 Downloads
Ruxandra Prodan
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models pp. 66-77 Downloads
Paolo Giordani and Robert Kohn
Model-Based Clustering of Multiple Time Series pp. 78-89 Downloads
Sylvia Fruhwirth-Schnatter and Sylvia Kaufmann
Monotonic Regression Based on Bayesian PSplines: An Application to Estimating Price Response Functions From Store-Level Scanner Data pp. 90-104 Downloads
Andreas Brezger and Winfried J. Steiner
Foreign Technology Transfer and Productivity: Evidence From a Matched Sample pp. 105-112 Downloads
Mahmut Yasar and Catherine Morrison Paul
A Simple Test for Nonstationarity in Mixed Panels pp. 113-127 Downloads
Serena Ng
Asset Prices Under Habit Formation and Reference-Dependent Preferences pp. 131-143 Downloads
Motohiro Yogo
Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis pp. 144-160 Downloads
Shanshan Wang, Wolfgang Jank and Galit Shmueli
True or Spurious Long Memory? A New Test pp. 161-175 Downloads
Arek Ohanissian, Jeffrey R. Russell and Ruey S. Tsay
A Simulation-Based Specification Test for Diffusion Processes pp. 176-193 Downloads
Geetesh Bhardwaj, Valentina Corradi and Norman Swanson
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility pp. 194-210 Downloads
Thomas Lux
Dynamic Factors and the Source of Momentum Profits pp. 211-226 Downloads
Tong Yao
Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem pp. 227-236 Downloads
Kenneth D. Roskelley
VARMA versus VAR for Macroeconomic Forecasting pp. 237-252 Downloads
George Athanasopoulos and Farshid Vahid
Marginal Comparisons With the Best and the Efficiency Measurement Problem pp. 253-260 Downloads
Yangseon Kim and Peter Schmidt
The Identification Power of Equilibrium in Simple Games pp. 261-310 Downloads
Andres Aradillas-Lopez and Elie Tamer
The Sensitivity of Productivity Estimates pp. 311-328 Downloads
Johannes Van Biesebroeck
Who Does Not Respond in the Household Expenditure Survey pp. 329-344 Downloads
Edna Schechtman, Shlomo Yitzhaki and Yevgeny Artsev
Consumer Search Behavior in the Changing Credit Card Market pp. 345-353 Downloads
Sougata Kerr and Lucia Dunn
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models pp. 354-368 Downloads
Pierluigi Balduzzi and Cesare Robotti
Count Models Based on Weibull Interarrival Times pp. 369-378 Downloads
Blake McShane, Moshe Adrian, Eric T Bradlow and Peter S Fader
The Effects of Birth Inputs on Birthweight pp. 379-397 Downloads
Jason Abrevaya and Christian Dahl
Estimation With Many Instrumental Variables pp. 398-422 Downloads
Christian Hansen, Jerry Hausman and Whitney Newey
Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data pp. 423-434 Downloads
Qi Li and Jeffrey Racine
Dynamic Treatment Assignment pp. 435-445 Downloads
Peter Fredriksson and Per Johansson
Semiparametric Analysis With Grouped Dependent Variables and Application to Physicians' Provision of Charity Care pp. 446-459 Downloads
Mitali Das
Clustering of Auto Supplier Plants in the United States pp. 460-471 Downloads
Thomas Klier and Daniel McMillen
Health Risk and Portfolio Choice pp. 472-485 Downloads
Ryan Edwards
Interregional Price Difference in the New Orleans Auctions Market for Slaves pp. 486-509 Downloads
Eugene Choo and Jean Eid
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk pp. 510-525 Downloads
Siem Jan Koopman and Andre Lucas
Educational Attainment and the Cyclical Sensitivity of Employment pp. 526-535 Downloads
Philip Jefferson
The Henderson Smoother in Reproducing Kernel Hilbert Space pp. 536-545 Downloads
Estelle Dagum and Silvia Bianconcini
Macroeconomic Forecasting With Mixed-Frequency Data pp. 546-554 Downloads
Michael Clements and Galvão, Ana Beatriz
Editors' Report 2007 pp. 557-557 Downloads
Serena Ng and Arthur Lewbel
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