Journal of Applied Econometrics

1986 - 2010

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Capital accumulation and growth: a new look at the empirical evidence pp. 1073-1099: Stephen 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 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 Huynh and David T. Jacho‐Chávez
Book Review: An Introduction to the Structural Econometrics of Auction Data pp. 1215-1222: Isabelle Perrigne

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 Clements and David Harvey
Jackknife instrumental variables estimation: replication and extension of angrist, imbens and krueger (1999) pp. 1063-1066: Anton Nakov
The Richard Stone Prize in Applied Econometrics pp. 1067-1068: Mohammad Pesaran

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 Guerron
Long-run relations in european electricity prices pp. 805-832: Bruno Bosco, Lucia Parisio, Matteo 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

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 Simon 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 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 Vahey
Path forecast evaluation pp. 635-662: Oscar Jorda 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 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 Kiley and Jean-Philippe Laforte

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 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 Baltagi

Realising the future: forecasting with high-frequency-based volatility (HEAVY) models pp. 197-231: Neil Shephard and Kevin Sheppard
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns pp. 233-261: Torben Andersen, Tim Bollerslev, Per Frederiksen and Morten 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 Mixon

Introduction: 'Model uncertainty and macroeconomics' pp. 1-3: Steven Durlauf and Shaun 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 Swanson
Limited information estimation and evaluation of DSGE models pp. 55-70: Martin Fukač and Adrian 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 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: Mohammad Pesaran