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, articles 4

Real-Time Measurement of Business Conditions pp. 417-427

S. Boragan Aruoba, Francis Diebold and Chiara Scotti

Forecast Combination With Entry and Exit of Experts pp. 428-440

Capistrán, Carlos and Allan Timmermann

Tests of Equal Predictive Ability With Real-Time Data pp. 441-454

Todd Clark and Michael McCracken

Information in the Revision Process of Real-Time Datasets pp. 455-467

Valentina Corradi, Andrés Fernández Martin and Norman Swanson

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset pp. 468-479

Jon Faust and Jonathan Wright

Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty pp. 480-491

Anthony Garratt, Gary Koop, Emi Mise and Shaun Vahey

Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve pp. 492-503

Glenn Rudebusch and John Williams

Forecasting Professional Forecasters pp. 504-516

Eric Ghysels and Jonathan Wright

Predictability of Interest Rates and Interest-Rate Portfolios pp. 517-527

Turan Bali, Massoud Heidari and Liuren Wu

Do Leading Indicators Lead Peaks More Than Troughs? pp. 528-543

Richard Paap, Rene Segers and Dick van Dijk

Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept pp. 544-552

Knüppel, Malte

Forecasting With Judgment pp. 553-563

Simone Manganelli

Editors' Report 2008 pp. 566-566

Serena Ng and Arthur Lewbel

2009, volume 27, articles 3

Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve pp. 293-311

Frank Kleibergen and Sophocles Mavroeidis

Comment pp. 311-315

Fabio Canova

Comment pp. 316-318

John Chao and Norman Swanson

Comment pp. 318-321

Jean-Marie Dufour

Comment pp. 322-323

Anna Mikusheva

Comment pp. 323-326

Jonathan Wright

Comment pp. 326-328

Motohiro Yogo

Comment pp. 328-331

Eric Zivot and Saraswata Chaudhuri

Rejoinder pp. 331-339

Frank Kleibergen and Sophocles Mavroeidis

Bias From Censored Regressors pp. 340-353

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

David Wheelock and Paul Wilson

Testing for Shifts in Trend With an Integrated or Stationary Noise Component pp. 369-396

Pierre Perron and Tomoyoshi Yabu

On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies pp. 397-415

Daniel Millimet and Rusty Tchernis

2009, volume 27, articles 2

A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects pp. 131-148

Alan Bester and Christian Hansen

Nonparametric Retrospection and Monitoring of Predictability of Financial Returns pp. 149-160

Stanislav Anatolyev

Local Transformation Kernel Density Estimation of Loss Distributions pp. 161-175

J. Gustafsson, M. Hagmann, J. P. Nielsen and Olivier Scaillet

Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation pp. 176-192

León, à Ngel, Mencía, Javier and Enrique Sentana

Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data pp. 193-205

Sokbae (Simon) Lee and Ralf Wilke

Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data pp. 206-223

Qi Li, Jeffrey Racine and Jeffrey Wooldridge

Inhomogeneous Dependence Modeling with Time-Varying Copulae pp. 224-234

Enzo Giacomini, Härdle, Wolfgang and Vladimir Spokoiny

Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model pp. 235-250

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

Basel Awartani, Valentina Corradi and Walter Distaso

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence pp. 266-278

Sean D. Campbell and Francis Diebold

An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs pp. 279-291

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

Garry Barrett and Stephen Donald

Testing Conditional Uncorrelatedness pp. 18-29

Liangjun Su and Aman Ullah

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters pp. 30-41

Joseph Engelberg, Charles Manski and Jared Williams

Nonmarket Household Time and the Cost of Children pp. 42-51

Christos Koulovatianos, Carsten Schrder and Ulrich Schmidt

IT and Beyond: The Contribution of Heterogeneous Capital to Productivity pp. 52-70

Daniel Wilson

Sequential Causal Models for the Evaluation of Labor Market Programs pp. 71-83

Michael Lechner

Reduced-Form Versus Structural Models of Water Demand Under Nonlinear Prices pp. 84-94

Sheila M. Olmstead

How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? pp. 95-112

John Maheu and Thomas McCurdy

Temporary Increases in Tariffs and Investment: The Chilean Experience pp. 113-127

Hiroyuki Kasahara

2008, volume 26

Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions pp. 1-8

Richard Startz

Robust Nonnested Testing and the Demand for Money pp. 9-17

Hwan-sik Choi and Nicholas Kiefer

Bayesian Analysis of the Output Gap pp. 18-32

Christophe Planas, Alessandro Rossi and Gabriele Fiorentini

Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation pp. 33-41

George Kapetanios, Vincent Labhard and Simon Price

A Comparison of the Real-Time Performance of Business Cycle Dating Methods pp. 42-49

Marcelle Chauvet and Jeremy Piger

Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity pp. 50-65

Ruxandra Prodan

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models pp. 66-77

Paolo Giordani and Robert Kohn

Model-Based Clustering of Multiple Time Series pp. 78-89

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

Andreas Brezger and Winfried J. Steiner

Foreign Technology Transfer and Productivity: Evidence From a Matched Sample pp. 105-112

Mahmut Yasar and Catherine Morrison Paul

A Simple Test for Nonstationarity in Mixed Panels pp. 113-127

Serena Ng

Asset Prices Under Habit Formation and Reference-Dependent Preferences pp. 131-143

Motohiro Yogo

Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis pp. 144-160

Shanshan Wang, Wolfgang Jank and Galit Shmueli

True or Spurious Long Memory? A New Test pp. 161-175

Arek Ohanissian, Jeffrey R. Russell and Ruey S. Tsay

A Simulation-Based Specification Test for Diffusion Processes pp. 176-193

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

Thomas Lux

Dynamic Factors and the Source of Momentum Profits pp. 211-226

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

Kenneth D. Roskelley

VARMA versus VAR for Macroeconomic Forecasting pp. 237-252

George Athanasopoulos and Farshid Vahid

Marginal Comparisons With the Best and the Efficiency Measurement Problem pp. 253-260

Yangseon Kim and Peter Schmidt

The Identification Power of Equilibrium in Simple Games pp. 261-310

Andres Aradillas-Lopez and Elie Tamer

The Sensitivity of Productivity Estimates pp. 311-328

Johannes Van Biesebroeck

Who Does Not Respond in the Household Expenditure Survey pp. 329-344

Edna Schechtman, Shlomo Yitzhaki and Yevgeny Artsev

Consumer Search Behavior in the Changing Credit Card Market pp. 345-353

Sougata Kerr and Lucia Dunn

Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models pp. 354-368

Pierluigi Balduzzi and Cesare Robotti

Count Models Based on Weibull Interarrival Times pp. 369-378

Blake McShane, Moshe Adrian, Eric T Bradlow and Peter S Fader

The Effects of Birth Inputs on Birthweight pp. 379-397

Jason Abrevaya and Christian Dahl

Estimation With Many Instrumental Variables pp. 398-422

Christian Hansen, Jerry Hausman and Whitney Newey

Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data pp. 423-434

Qi Li and Jeffrey Racine

Dynamic Treatment Assignment pp. 435-445

Peter Fredriksson and Per Johansson

Semiparametric Analysis With Grouped Dependent Variables and Application to Physicians' Provision of Charity Care pp. 446-459

Mitali Das

Clustering of Auto Supplier Plants in the United States pp. 460-471

Thomas Klier and Daniel McMillen

Health Risk and Portfolio Choice pp. 472-485

Ryan Edwards

Interregional Price Difference in the New Orleans Auctions Market for Slaves pp. 486-509

Eugene Choo and Jean Eid

A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk pp. 510-525

Siem Jan Koopman and Andre Lucas

Educational Attainment and the Cyclical Sensitivity of Employment pp. 526-535

Philip Jefferson

The Henderson Smoother in Reproducing Kernel Hilbert Space pp. 536-545

Estelle Dagum and Silvia Bianconcini

Macroeconomic Forecasting With Mixed-Frequency Data pp. 546-554

Michael Clements and Galvão, Ana Beatriz

Editors' Report 2007 pp. 557-557

Serena Ng and Arthur Lewbel