Journal of Applied Econometrics

1986 - 2025

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway pp. 727-740: Evelina Gavrilova, Audun Langørgen and Floris T. Zoutman
A Local Projections Approach to Difference‐in‐Differences pp. 741-758: Arindrajit Dube, Daniele Girardi, Òscar Jordà and Alan M. Taylor
Differences From Differencing: Should Local Projections With Observed Shocks Be Estimated in Levels or Differences? pp. 759-787: Jeremy Piger and Thomas Stockwell
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models pp. 788-802: Lynda Khalaf, Zhenjiang Lin and Abeer Reza
The Different Sources of Intergenerational Income Mobility in High‐ and Low‐Income Families pp. 803-813: Anders Hjorth‐Trolle and Rasmus Landersø
Financial Shocks, Uncertainty Shocks, and Corporate Liquidity pp. 814-828: Marco Brianti
Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models pp. 829-845: Daan Opschoor and Dick van Dijk
Revisiting the Dynamic Impact of Asset Purchases: A Survey‐Based Identification pp. 846-861: Stéphane Lhuissier and Benoît Nguyen
Cash and Change: A Replication and Further Analysis of a Cash Transfer Experiment in Malawi pp. 862-872: Maira Emy Reimão

A Random Forest–Based Panel Data Approach for Program Evaluation pp. 591-607: Guannan Liu, Wei Long and Xuehong Luo
Peer Effects in Binary Outcomes: Strategic Complementarity and Taste for Conformity With Endogenous Networks pp. 608-626: Mathieu Lambotte
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity pp. 627-638: Luther Yap
A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers pp. 639-654: Nirav Mehta
Prediction Intervals of Panel Data Approach for Programme Evaluation pp. 655-668: Hongyi Jiang, Xingyu Li, Yan Shen and Qiankun Zhou
Unlocking New Methods to Estimate Country‐Specific Effects and Trade Elasticities With the Structural Gravity Model pp. 669-684: Rebecca Freeman, Mario Larch, Angelos Theodorakopoulos and Yoto Yotov
Manipulation Test for Multidimensional RDD pp. 685-696: Federico Crippa
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States pp. 697-714: Lynn Bergeland Morgan, Peter Phillips and Donggyu Sul
Correlated Errors Challenge Vulnerable Growth pp. 715-721: Wei Long, Liang Peng and Bingduo Yang

Informing DSGE Models Through Dynamic Factor Models pp. 487-507: Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
A Measure of Trend Wage Inflation pp. 508-520: Martín Almuzara, Richard Audoly and Davide Melcangi
The Peer Effect on Future Wages in the Workplace pp. 521-539: Long Hong and Salvatore Lattanzio
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption pp. 540-553: Riju Joshi and Jeffrey Wooldridge
Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks pp. 554-568: Yang Yang and Ren Zhang
Environmental Regulations and Air Pollution in India: A Reexamination pp. 569-576: Olexiy Kyrychenko
Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech pp. 577-588: Paul Hofmarcher, Jan Vavra, Sourav Adhikari and Bettina Grün

Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts pp. 359-379: Malte Knüppel and Andreea L. Vladu
Dynamic Effects of Persistent Shocks pp. 380-394: Mario Alloza, Jesus Gonzalo and Carlos Sanz
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings pp. 395-410: Lutz Kilian, Michael Plante and Alexander Richter
Difference‐in‐Differences With a Misclassified Treatment pp. 411-423: Akanksha Negi and Digvijay S. Negi
Interacting Treatments With Endogenous Takeup pp. 424-437: Máté Kormos, Robert Lieli and Martin Huber
Modelling Volatility Cycles: The MF2‐GARCH Model pp. 438-454: Christian Conrad and Robert Engle
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights pp. 455-470: Alexander Georges Gretener, Matthias Neuenkirch and Dennis Umlandt
Minimum Wages and Teenage Childbearing in the United States pp. 471-484: Kyutaro Matsuzawa, Daniel I. Rees, Joseph J. Sabia and Rebecca Margolit

Model Averaging and Double Machine Learning pp. 249-269: Achim Ahrens, Christian B. Hansen, Mark Schaffer and Thomas Wiemann
Tracking Economic Activity With Alternative High‐Frequency Data pp. 270-290: Florian Eckert, Philipp Kronenberg, Heiner Mikosch and Stefan Neuwirth
Standard Errors for Difference‐in‐Difference Regression pp. 291-309: Bruce E. Hansen
Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions pp. 310-324: Bowen Fu, Mengheng Li and Qazi Haque
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure pp. 325-340: Qiang Chen and Zhijie Xiao
Belief Shocks and Implications of Expectations About Growth‐at‐Risk pp. 341-348: Maximilian Boeck and Michael Pfarrhofer

Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach pp. 111-130: Everett Grant and Julieta Yung
Breaks in the Phillips Curve: Evidence From Panel Data pp. 131-148: Simon C. Smith, Allan Timmermann and Jonathan H. Wright
Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages pp. 149-163: Reinhard Ellwanger, Hinnerk Gnutzmann and Piotr Śpiewanowski
Noisy monetary policy announcements pp. 164-180: Tatjana Dahlhaus and Luca Gambetti
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply pp. 181-194: Nicolò Maffei‐Faccioli
US Monetary Policy and Indeterminacy pp. 195-213: Giovanni Nicolò
Binary Response Model With Many Weak Instruments pp. 214-230: Dakyung Seong
Reassessing the Predictive Power of the Yield Spread for Recessions in the United States pp. 231-236: Patrick Coe and Shaun Vahey
A Reassessment of Likelihood Approximation by Integration on Sparse Grids pp. 237-245: Szilárd Madaras and Zsolt Sándor

Quantile‐Based Test for Heterogeneous Treatment Effects pp. 3-17: EunYi Chung and Mauricio Olivares
Exploiting News Analytics for Volatility Forecasting pp. 18-36: Simon Tranberg Bodilsen and Asger Lunde
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors pp. 37-56: Sam Astill, David I. Harvey, Stephen J. Leybourne and Robert Taylor
Specification Choices in Quantile Regression for Empirical Macroeconomics pp. 57-73: Andrea Carriero, Todd Clark and Massimiliano Marcellino
Multiple Structural Breaks in Interactive Effects Panel Data Models pp. 74-88: Jan Ditzen, Yiannis Karavias and Joakim Westerlund
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens pp. 89-107: Efrem Castelnuovo and Lorenzo Mori