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
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1990, volume 8, articles 4

Testing the Validity of Aggregates pp. 373-83

Ana Aizcorbe

Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method pp. 385-94

Frank Den Butter and T J Mourik

A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data pp. 395-403

Satoru Kanoh and Zhi Dong Li

Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models pp. 405-15

Theo Nijman and Franz Palm

Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives pp. 417-26

Alastair Hall

The Demand for Money in Argentina 1978-1987: Before and after the Austral Program pp. 427-34

Rafi Melnick

Small-Area Estimation of Economic Statistics pp. 435-41

Cary T Isaki

Specification Analysis in Dynamic Models pp. 443-51

Denzil Fiebig and Esfandiar Maasoumi

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting pp. 453-57

Pieter W Otter

Embodied Technological Change and Tests of the Internal-Adjustment-Cost Hypothesis pp. 459-64

Richard McHugh and Julia Lane

Indexing the Federal Tax System: A Cost-of-Living Approach pp. 465-73

Robert Gillingham and John S Greenlees

Forecast Pretesting and Correction pp. 475-80

Pekka Ilmakunnas

1990, volume 8, articles 3

Permanent Income, Current Income, and Consumption pp. 265-79

John Campbell and N. Gregory Mankiw

Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics pp. 281-91

Francis Diebold and Steven Sharpe

Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data pp. 293-304

Steven N Braun

Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through pp. 305-15

Yoonbai Kim

Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds pp. 317-25

Chihwa Kao and Chunchi Wu

Combining Related and Sparse Data in Linear Regression Models pp. 327-35

Wilfried R Vanhonacker, Donald R Lehmann and Fareena Sultan

Estimating the Size of a Subdomain: An Application in Auditing pp. 337-46

Lynne Stokes

Symmetry Constraints and Variable Returns to Scale in Logit Models pp. 347-53

Timothy J Considine

The Dynamic Relationship between the Dollar and Components of U.S. Trade pp. 355-64

Paul D Koch and Jeffrey A Rosensweig

Demand Systems Estimation with Microdata: A Censored Regression Approach pp. 365-71

Dale Heien and Cathy Roheim

1990, volume 8, articles 2

Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product pp. 145-52

Eric Ghysels

Testing for a Unit Root in a Time Series with a Changing Mean pp. 153-62

Pierre Perron

Effect of Price on the Demand for Durables: Modeling, Estimation, and Findings pp. 163-70

Dipak C Jain and Ram C Rao

Cross-Validation, the Bayes Theorem, and Small-Sample Bias pp. 171-78

Greg M Allenby

Shared Price Trends: Evidence from U.S. Cities and OECD Countries pp. 179-89

Jayendu Patel and Richard Zeckhauser

The Reliability of U.S. Gross National Product pp. 191-203

Frank de Leeuw

Macroeconomic Forecasting Using Pooled International Data pp. 205-08

Stefan Mittnik

The Use of Changes in Equity Value as a Measure of the Information Content of Announcements of Changes in Financial Policy pp. 209-16

Ronen Israel, Aharon R Ofer and Daniel R Siegel

The Distribution of Stock Returns: New Evidence against the Stable Model pp. 217-23

Amy Hing-Ling Lau, Hon-Shiang Lau and John R Wingender

Persistence in Variance, Structural Change, and the GARCH Model pp. 225-34

Christopher G Lamoureux and William Lastrapes

Influential Observations in Time Series pp. 235-41

Daniel Peña

Repeated Time Series Analysis of ARIMA-Noise Models pp. 243-50

Wing-Keung Wong and Robert B Miller

Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation pp. 251-63

Robert K Rayner

1990, volume 8, articles 1

Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods pp. 1-17

John Taylor and Harald Uhlig

Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach pp. 19-21

Marianne Baxter, Mario Crucini and K. Rouwenhorst

Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration pp. 23-26

Lawrence Christiano

Solving the Stochastic Growth Model by Policy-Function Iteration pp. 27-29

Wilbur Coleman

Solving the Stochastic Growth Model by Parameterizing Expectations pp. 31-34

Wouter J den Haan and Albert Marcet

Solving the Stochastic Growth Model by Deterministic Extended Path pp. 35-36

Joseph Gagnon

Solving the Stochastic Growth Model by Backsolving with an Expanded Shock Space pp. 37-38

Beth Ingram

Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection pp. 39-40

Pamela Labadie

Solving the Stochastic Growth Model by Linear-Quadratic Approximation pp. 41-44

Ellen McGrattan

Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule pp. 45-47

Christopher Sims

Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations pp. 49-51

George Tauchen

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data pp. 53-69

Martin Eichenbaum and Lars Hansen

Seemingly Unrelated Time Series Equations and a Test for Homogeneity pp. 71-81

Javier Fernandez-Macho and Andrew Harvey

Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection pp. 83-97

Chung Chen and George C Tiao

Linear-Quadratic Approximation and Value-Function Iteration: A Comparison pp. 99-113

Lawrence Christiano

Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb pp. 115-25

Beth Ingram

Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting pp. 127-35

James LeSage and Michael Magura

Bounding an Economic Monetary Aggregate under Nonhomothetic Preferences pp. 137-41

James L Swofford and Gerald A Whitney

All Forecasters Are Equal pp. 143-44

Roy Batchelor