Journal of Applied Econometrics

1986 - 2010

Continued by Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().

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Volume 21, issue 8, 2006

Inter-state dynamics of invention activities, 1930-2000 pp. 1111-1134

John Landon-Lane, Catherine 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 Paarsch, Stephen 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 Gilleskie and David Blau

A dynamic model of contraceptive choice of Spanish couples pp. 955-980

Pedro Mira and Jesus 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 Munkin, Partha Deb and Pravin Trivedi

Convergence of productivity: a comment pp. 1101-1102

Zijun Wang

Teaching undergraduate econometrics with GRETL pp. 1103-1107

Ryan J. Smith and J. 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 Wilke

Sectoral labour supply, choice restrictions and functional form pp. 803-826

Steinar Strøm and John Dagsvik

The case against JIVE pp. 827-833

James MacKinnon and Russell Davidson

Comment on 'The case against JIVE' pp. 835-838

Paul 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 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 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 Maria 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 Peel and Ivan Paya

Inference in dynamic stochastic frontier models pp. 669-676

Mike Tsionas

A review of TESTU01 pp. 677-682

B McCullough

Volume 21, issue 4, 2006

Generalized long memory processes, failure of cointegration tests and exchange rate dynamics pp. 409-417

Stefan Norrbin and Aaron 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 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 Wright

Estimating an economic model of crime using panel data from North Carolina pp. 543-547

Badi 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 Alexander

Magazine prices revisited pp. 337-344

Jonathan 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 DeJong, Roman Liesenfeld and Jean-Francois Richard

Bayes model averaging of cyclical decompositions in economic time series pp. 191-212

Richard Kleijn and Herman 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 Rombouts

Economic development and the return to human capital: a smooth coefficient semiparametric approach pp. 111-132

Andreas Savvides, Theofanis Mamuneas and Thanasis Stengos

gnuplot 4.0: a portable interactive plotting utility pp. 133-141

Jeffrey Racine