Journal of Applied Econometrics

2011 - 2016

Continuation of Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
Series data maintained by Wiley-Blackwell Digital Licensing ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 31, issue 6, 2016

Exponent of Cross‐Sectional Dependence: Estimation and Inference pp. 929-960

Natalia Bailey, George Kapetanios and M Pesaran

Panicca: Panic on Cross‐Section Averages pp. 961-981

Simon Reese and Joakim Westerlund

Error Correction Testing in Panels with Common Stochastic Trends pp. 982-1004

Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund

Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions pp. 1005-1025

Tim Bollerslev, Andrew Patton and Wenjing Wang

Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling pp. 1026-1047

Siddhartha Chib and Liana Jacobi

Accounting for the Political Uncertainty Factor pp. 1048-1064

Eric Scheffel

State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries pp. 1065-1082

Stefanos Dimitrakopoulos and Michalis Kolossiatis

Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts pp. 1083-1099

Christoph Frey and Frieder Mokinski

Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations pp. 1100-1119

George Athanasopoulos, Donald Poskitt, Farshid Vahid and Wenying Yao

Effect of Online Dating on Assortative Mating: Evidence from South Korea pp. 1120-1139

Soohyung Lee

Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model pp. 1140-1158

Arnab Mukherji, Satrajit Roychoudhury, Pulak Ghosh and Sarah Brown

Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models pp. 1159-1182

Helmut Herwartz, Nadja Klein and Christoph Strumann

Reassessing the Relative Power of the Yield Spread in Forecasting Recessions pp. 1183-1191

Dean Croushore and Katherine Marsten

Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth pp. 1192-1196

Christos Savva

Volume 31, issue 5, 2016

Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models pp. 773-804

Jason Blevins

Modelling Inflation Volatility pp. 805-820

Eric Eisenstat and Rodney Strachan

Factor‐Based Identification‐Robust Interference in IV Regressions pp. 821-842

Georges Kapetanios, Lynda Khalaf and Massimiliano Marcellino

A Semi‐Parametric Analysis of Two‐Sided Markets: An Application to the Local Daily Newspapers in the USA pp. 843-864

Senay Sokullu

Borrowing Constraints and Credit Demand in a Developing Economy pp. 865-891

Jaime Ruiz‐Tagle and Francis Vella

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables pp. 892-911

Lance A. Fisher, Hyeon‐Seung Huh and Adrian Pagan

Reanalyzing Zero Returns to Education in Germany pp. 912-919

Daniel A. Kamhöfer and Hendrik Schmitz

Successful Scientific Replication and Extension of Levitt (2008): Child Seats are Still No Safer Than Seat Belts pp. 920-928

Lauren E. Jones and Nicolas Ziebarth

Volume 31, issue 4, 2016

ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates pp. 613-629

Lars Winkelmann, Markus Bibinger and Tobias Linzert

The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model pp. 630-651

Yasuo Hirose and Atsushi Inoue

Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous pp. 652-677

Daniel Millimet and Jayjit Roy

GMM with Multiple Missing Variables pp. 678-706

Saraswata Chaudhuri and David K. Guilkey

A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market pp. 707-733

Stan Hurn, Annastiina Silvennoinen and Timo Teräsvirta

Maintaining (Locus of) Control? Data Combination for the Identification and Inference of Factor Structure Models pp. 734-755

Rémi Piatek and Pia Pinger

Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment pp. 756-761

Zhou Xun and Michel Lubrano

Estimating Bayesian Decision Problems with Heterogeneous Expertise pp. 762-771

Stephen Hansen, Michael McMahon and Sorawoot Srisuma

Volume 31, issue 3, 2016

Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures pp. 457-486

Sergio Firpo and Cristine Pinto

Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification pp. 487-506

John K. Dagsvik and Zhiyang Jia

Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts pp. 507-532

Barbara Rossi and Tatevik Sekhposyan

The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters pp. 533-550

Joshua Abel, Robert Rich, Joseph Song and Joseph Tracy

A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve pp. 551-565

Joshua Chan, Gary Koop and Simon Potter

On the Low‐Frequency Relationship Between Public Deficits and Inflation pp. 566-583

Martin Kliem, Alexander Kriwoluzky and Samad Sarferaz

Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity pp. 584-602

Enrique Moral‐Benito

Flexible Estimation of Copulas: An Application to the US Housing Crisis pp. 603-610

Anson Ho, Kim Huynh and David T. Jacho‐Chávez

Volume 31, issue 2, 2016

A Social Interactions Model with Endogenous Friendship Formation and Selectivity pp. 301-319

Chih-Sheng Hsieh and Lung-Fei Lee

Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design pp. 320-337

Marianne Simonsen, Lars Skipper and Niels Skipper

An Empirical Test of Pricing Kernel Monotonicity pp. 338-356

Brendan Beare and Lawrence Schmidt

Bayesian Graphical Models for STructural Vector Autoregressive Processes pp. 357-386

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

An Extension of the J‐Test to a Spatial Panel Data Framework pp. 387-402

Harry H. Kelejian and Gianfranco Piras

A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression pp. 403-419

Tai‐kuang Ho and Cheng‐chung Lai

Identifying the Independent Sources of Consumption Variation pp. 420-449

Matteo Barigozzi and Alessio Moneta

Lasso for Instrumental Variable Selection: A Replication Study pp. 450-454

Martin Spindler

Volume 31, issue 1, 2016

Cross‐Sectional Dependence in Panel Data Models: A Special Issue pp. 1-3

Jushan Bai, Badi Baltagi and M Pesaran

Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models pp. 4-31

Matei Demetrescu and Ulrich Homm

Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets pp. 32-57

Arnab Bhattacharjee, Eduardo Castro, Taps Maiti and João Marques

Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market pp. 58-84

Liudas Giraitis, George Kapetanios, Anne Wetherilt and Filip Žikeš

Estimation of Dynamic Panel Data Models with Cross‐Sectional Dependence: Using Cluster Dependence for Efficiency pp. 85-105

Valentin Verdier

Growth Determinants Revisited Using Limited‐Information Bayesian Model Averaging pp. 106-132

Alin Mirestean and Charalambos Tsangarides

Identification of Spatial Durbin Panel Models pp. 133-162

Lung-Fei Lee and Jihai Yu

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership pp. 163-191

Tomohiro Ando and Jushan Bai

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market pp. 192-213

Lena Boneva, Oliver Linton and Michael Vogt

Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach pp. 214-248

Badi Baltagi, Peter Egger and Michaela Kesina

A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence pp. 249-280

Natalia Bailey, Sean Holly and M Pesaran

Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels pp. 281-297

Camilla Mastromarco, Laura Serlenga and Yongcheol Shin