Journal of Applied Econometrics

1986 - 2010

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Periodically expanding discounted debt: a threat to fiscal policy sustainability? pp. 829-840: Troy Davig
The cross-Euler equation approach to intertemporal substitution in import demand pp. 841-872: Shin-Ichi Nishiyama
A forecast comparison of volatility models: does anything beat a GARCH(1,1)? pp. 873-889: Asger Lunde and Peter Hansen
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood pp. 891-910: Juan F Rubio-Ramirez and Jesus Fernandez-Villaverde
Testing chaotic dynamics via Lyapunov exponents pp. 911-930: Simon Sosvilla-Rivero, Fernando Fernández-Rodriguez and Julian Andrada-Felix
The Bias Against Guns: why almost everything you've heard about gun control is wrong. John Lott Jr., Regnery Publishing, Inc. 2003, pp. 349 pp. 931-942: John Pepper

Semiparametric three-step estimation methods for simultaneous equation systems pp. 699-721: Stefan Sperlich, Juan M. Rodríguez-Póo and Ana I. Fernández
Semiparametric Bayesian inference in multiple equation models pp. 723-747: Dale J. Poirier, Gary Koop and Justin Tobias
Testing the purchasing power parity through I(2) cointegration techniques pp. 749-770: Luca Fanelli and Emanuele Bacchiocchi
Nonparametric bounds on the returns to language skills pp. 771-795: Libertad Gonzalez
Distribution approximations for cointegration tests with stationary exogenous regressors pp. 797-810: Jurgen Doornik and H. Peter Boswijk
A multi-level panel STAR model for US manufacturing sectors pp. 811-827: Dick van Dijk, Dennis Fok and Philip Hans Franses

Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy pp. 579-601: Yan Shen, Cheng Hsiao and Hiroshi Fujiki
Principal components at work: the empirical analysis of monetary policy with large data sets pp. 603-620: Massimiliano Marcellino, Carlo Favero and Francesca Neglia
Nonlinearity in the Fed's monetary policy rule pp. 621-639: Denise Osborn, Dong Heon Kim and Marianne Sensier
Inefficiency and heterogeneity in Turkish banking: 1990-2000 pp. 641-664: Hulusi Inanoglu and Mahmoud El-Gamal
Markov switching causality and the money-output relationship pp. 665-683: Morten Ravn, Zacharias Psaradakis and Martin Sola
Validating multiple structural change models-a case study pp. 685-690: Christian Kleiber and Achim Zeileis
A guided tour of TSMod 4.03 pp. 691-698: Marwan Izzeldin, Ana-Maria Fuertes and Anthony Murphy

Counterfactual decomposition of changes in wage distributions using quantile regression pp. 445-465: José Mata and José António Machado
Discrete choice modelling in airline network management pp. 467-486: Michael Scheidler, Reinhard Hujer and Joachim Grammig
Semiparametric estimation of lifetime equivalence scales pp. 487-507: Krishna Pendakur
The effects of the gender of children on expenditure patterns in rural China: a semiparametric analysis pp. 509-527: Ping Zhang, Arthur van Soest and Xiaodong Gong
Walk or wait? An empirical analysis of street crossing decisions pp. 529-548: Mark D. Manuszak, Charles Manski and Sanghamitra Das
Analysis of job-training effects on Korean women pp. 549-562: Sang-jun Lee and Myoung-jae Lee
I didn't tell, and I won't tell: dynamic response error in the SIPP pp. 563-569: Martin H. David and Christopher Bollinger
Structural time series modelling with STAMP 6.02 pp. 571-577: Gilles Teyssière

Valuation ratios and long-horizon stock price predictability pp. 327-344: Mark Wohar and David E. Rapach
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers pp. 345-376: Giorgio Valente and Lucio Sarno
Parametric pricing of higher order moments in S&P500 options pp. 377-404: V. L. Martin, G. M. Martin and Guay Lim
Partially overlapping time series: a new model for volatility dynamics in commodity futures pp. 405-422: Aaron Smith
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables pp. 423-437: Martin Sola, Zacharias Psaradakis and Fabio Spagnolo
Replication of the results in 'learning about heterogeneity in returns to schooling' pp. 439-443: Joshua Chan

On the dynamics of business cycle analysis: editors' introduction pp. 147-150: Philip Hans Franses, Herman van Dijk and Dick van Dijk
A suggested framework for classifying the modes of cycle research pp. 151-159: Adrian Pagan and Don Harding
Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach pp. 161-183: Raf Wouters and Frank Smets
What caused the early millennium slowdown? Evidence based on vector autoregressions pp. 185-207: Gert Peersman
Comparing SVARs and SEMs: two models of the UK economy pp. 209-228: Kenneth Wallis and Jan Jacobs
The transmission of US shocks to Latin America pp. 229-251: Fabio Canova
How well do Markov switching models describe actual business cycles? The case of synchronization pp. 253-274: Peter Summers and Penelope Smith
Convergence in the trends and cycles of Euro-zone income pp. 275-289: Andrew Harvey and Vasco Carvalho
Nonlinearity and the permanent effects of recessions pp. 291-309: Jeremy Piger, James Morley and Chang-Jin Kim
Business and default cycles for credit risk pp. 311-323: Andre Lucas and Siem Jan Koopman

Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious? pp. 1-23: Muriel Dejemeppe and Bart Cockx
An algorithm to reduce the occupational space in gender segregation studies pp. 25-37: Ricardo Mora Villarrubia, Javier Ruiz-Castillo and Neus Herranz
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity pp. 39-54: Jeffrey Wooldridge
Robust inference concerning recent trends in US environmental quality pp. 55-77: Daniel Millimet and Esfandiar Maasoumi
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity pp. 79-98: Robert Sollis
Monitoring structural change in dynamic econometric models pp. 99-121: Kurt Hornik, Friedrich Leisch, Christian Kleiber and Achim Zeileis
A review of recent books on credit risk pp. 123-130: Til Schuermann
Bridging the gap between Ox and Gauss using OxGauss pp. 131-139: Jean-Pierre Urbain and Sébastien Laurent