Journal of Applied Econometrics

1986 - 2026

Continuation of Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 41, issue 5, 2026

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies pp. 511-522

Madison Terrell, Qazi Haque, Jamie L. Cross and Firmin Doko Tchatoka

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment pp. 523-538

Laura Capera Romero and Anne Opschoor

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics pp. 539-548

Pooyan Amir‐Ahmadi, Christian Matthes and Mu‐Chun Wang

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset pp. 549-566

Alessandro Morico and Ovidijus Stauskas

Direct and Indirect Treatment Effects With Time‐Varying Covariates pp. 567-579

Nicholas Brown, Kyle Butts and Joakim Westerlund

Dynamic Factor Correlations pp. 580-596

Chen Tong and Peter Reinhard Hansen

Estimating Macroeconomic News and Surprise Shocks pp. 597-612

Lutz Kilian, Michael D. Plante and Alexander W. Richter

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration pp. 613-626

Daniele Ballinari and Nora Bearth

Joint Inference for the Regression Discontinuity Effect and Its External Validity pp. 627-640

Yuta Okamoto

Optimal Covariate Discretization in Adaptive Randomized Experiments pp. 641-654

Seongjin Jin

The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach pp. 655-668

Yoosoon Chang, Steven N. Durlauf, Bo Hu and Joon Y. Park

Bayesian Model Averaging in Causal Instrumental Variable Models pp. 669-683

Gregor Steiner and Mark Steel

A Joint Test of Unconfoundedness and Common Trends pp. 684-709

Martin Huber and Eva‐Maria Oeß

Are Princelings Truly Busted? Evaluating Transaction Discounts in China's Land Market pp. 710-717

Julia Manso

Reassessing the Cross‐Sectional Fiscal Multiplier: Evidence From U.S. Defense Procurement, 1966–2019 pp. 718-726

Gianluca Pallante

Volume 41, issue 4, 2026

What Explains International Interest Rate Co‐Movement? pp. 343-359

Annika Camehl and Gregor von Schweinitz

Estimating Interaction Effects With Panel Data pp. 360-376

Chris Muris and Konstantin Wacker

Manufacturing Sentiment: Forecasting Industrial Production With Text Analysis pp. 377-393

Tomaz Cajner, Leland D. Crane, Christopher Kurz, Norman Morin, Paul E. Soto and Betsy Vrankovich

Factor‐Based Quantile Forecasting With Textual Data pp. 394-407

Jie Wei, Luiz Renato Lima and Lucas Lúcio Godeiro

Distributional Vector Autoregression: Eliciting Macro and Financial Dependence pp. 408-424

Yunyun Wang, Tatsushi Oka and Dan Zhu

Inference on Buffer‐Stock Saving pp. 425-445

Hao Dong and Yuya Sasaki

Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors pp. 446-464

Erhao Xie

Marginal Treatment Effects in the Absence of Instrumental Variables pp. 465-480

Zhewen Pan, Zhengxin Wang, Junsen Zhang and Yahong Zhou

Forecasting Related Time Series pp. 481-498

Ulrich K. Müller and Mark W. Watson

Double LASSO: Replication and Practical Insights pp. 499-506

Jack Fitzgerald Sice, Finn Lattimore, Tim Robinson and Anna Zhu

Volume 41, issue 3, 2026

Joint Estimation and Bandwidth Selection in Partially Parametric Models pp. 227-239

Daniel Henderson, Nadine McCloud and Christopher F. Parmeter

A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models pp. 240-252

Ivan Korolev

Imperfect Synthetic Controls pp. 253-264

David Powell

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks pp. 265-279

Philippe Goulet Coulombe, Mikael Frenette and Karin Klieber

Production Function Estimation With Resource Misallocation pp. 280-294

Shigang Li and Jiawei Mo

Count Data Models With Heterogeneous Peer Effects Under Rational Expectations pp. 295-309

Aristide Houndetoungan

The Conventional Impulse Response Prior in VAR Models With Sign Restrictions pp. 310-322

Atsushi Inoue and Lutz Kilian

Beyond Truth‐Telling: A Replication Study on School Choice pp. 323-329

Tommy Andersson, Dany Kessel, Nils Lager, Elisabet Olme and Simon Reese

Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023) pp. 330-337

Noah Arman Kouchekinia, Cong Xu and Ryan McWay

Volume 41, issue 2, 2026

Forecasting Natural Gas Prices in Real Time pp. 139-155

Christiane Baumeister, Florian Huber, Thomas K. Lee and Francesco Ravazzolo

Common and Idiosyncratic Inflation pp. 156-168

Hie Joo Ahn and Matteo Luciani

Earnings Dynamics, Inequality, and Firm Heterogeneity pp. 169-194

Paul Bingley and Lorenzo Cappellari

Your Season of Birth Tells much of you and your Background European Edition pp. 195-202

Domenico Depalo

The PCDID Approach to Treatment Effects Estimation: A Further Investigation pp. 203-208

Tilman Bretschneider and Joakim Westerlund

Revisiting the Ancient Origins of Gender Inequality pp. 209-215

Trung Vu

Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022) pp. 216-222

Joonkyo Hong and Davide Luparello

Volume 41, issue 1, 2026

Testing Sign Congruence Between Two Parameters pp. 3-11

Douglas Miller, Francesca Molinari and Jörg Stoye

Uncertain Short‐Run Restrictions and Statistically Identified Structural Vector Autoregressions pp. 12-25

Sascha A. Keweloh and Shu Wang

Market Expansion and Business Stealing With Differentiated Products Using a Nested Logit pp. 26-38

Christophe Bellégo and Andreea Enache

Nonexistent Moments of Earnings Growth pp. 39-55

Silvia Sarpietro, Yuya Sasaki and Yulong Wang

Econometric Evidence for Satiation of Subjective Well‐Being With Income at the Aggregate Level in Europe pp. 56-76

Simon Röck, Gottfried Tappeiner and Janette Walde

An Instrumental Variables Approach to Testing Forecast Efficiency pp. 77-87

Tucker McElroy and Xuguang Simon Sheng

Earnings Expectations and Educational Sorting: An Ex‐Ante Perspective on Returns to University Education pp. 88-107

Nikolay Angelov, Per Johansson, Mikael Lindahl and Ariel Pihl

High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference pp. 108-126

Ye Chen, Ke Miao and Liangjun Su

Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication pp. 127-133

Ariel Gu, Matthew Walker and Hong Il Yoo