EconPapers    
Economics at your fingertips  
 

Journal of Applied Econometrics

1986 - 2022

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.
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 37, issue 3, 2022

Common factors of commodity prices pp. 461-476 Downloads
Simona Delle Chiaie, Laurent Ferrara and Domenico Giannone
(Un)expected monetary policy shocks and term premia pp. 477-499 Downloads
Martin Kliem and Alexander Meyer‐Gohde
Expanding health insurance for the elderly of the Philippines pp. 500-520 Downloads
Michael Abrigo, Timothy J. Halliday and Teresa Molina
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach pp. 521-536 Downloads
Mauro Laudicella and Paolo Li Donni
Nonparametric tests of tail behavior in stochastic frontier models pp. 537-562 Downloads
William C. Horrace and Yulong Wang
Real estate agents' influence on housing search pp. 563-582 Downloads
Seung‐Hyun Hong
An automated prior robustness analysis in Bayesian model comparison pp. 583-602 Downloads
Joshua Chan, Liana Jacobi and Dan Zhu
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models pp. 603-639 Downloads
Iason Kynigakis and Ekaterini Panopoulou
Individual forecaster perceptions of the persistence of shocks to GDP pp. 640-656 Downloads
Michael Clements
Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil pp. 657-664 Downloads
Raphael Gouvêa

Volume 37, issue 2, 2022

Dynamic evaluation of job search assistance pp. 227-241 Downloads
Stephen Kastoryano and Bas van der Klaauw
Dynamic treatment effects of job training pp. 242-269 Downloads
Jorge Rodríguez, Fernando Saltiel and Sergio Urzúa
Dependence‐robust inference using resampled statistics pp. 270-285 Downloads
Michael Leung
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA pp. 286-304 Downloads
Senay Sokullu and Christine Valente
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment pp. 305-329 Downloads
Mustapha Douch and Terence Huw Edwards
Declining discount rates in Singapore's market for privately developed apartments pp. 330-350 Downloads
Eric Fesselmeyer, Haoming Liu and Alberto Salvo
A Bayesian approach to account for misclassification in prevalence and trend estimation pp. 351-367 Downloads
Martijn van Hasselt, Christopher R. Bollinger and Jeremy Bray
Information gains from using short‐dated options for measuring and forecasting volatility pp. 368-391 Downloads
Viktor Todorov and Yang Zhang
Commodity prices and inflation risk pp. 392-414 Downloads
Anthony Garratt and Ivan Petrella
Contagious switching pp. 415-432 Downloads
Michael Owyang, Jeremy Piger and Daniel Soques
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization pp. 433-449 Downloads
Gerdie Everaert and Lorenzo Pozzi
The deposits channel revisited pp. 450-458 Downloads
Matthew Schaffer and Nimrod Segev

Volume 37, issue 1, 2022

Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models pp. 3-22 Downloads
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
Forecast uncertainty, disagreement, and the linear pool pp. 23-41 Downloads
Malte Knüppel and Fabian Krüger
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions pp. 42-62 Downloads
Nikoleta Anesti, Ana Beatriz Galvão and Silvia Miranda‐Agrippino
News media versus FRED‐MD for macroeconomic forecasting pp. 63-81 Downloads
Jon Ellingsen, Vegard H. Larsen and Leif Thorsrud
The economics of state fragmentation: Assessing the economic impact of secession pp. 82-115 Downloads
Jo Reynaerts and Jakob Vanschoonbeek
Cyclical labour income risk in Great Britain pp. 116-130 Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
International spillovers of forward guidance shocks pp. 131-160 Downloads
Callum Jones, Mariano Kulish and Daniel Rees
Aggregate consumption and wealth in the long run: The impact of financial liberalization pp. 161-186 Downloads
Malin Gardberg and Lorenzo Pozzi
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China pp. 187-209 Downloads
Xiao Ke and Cheng Hsiao
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009) pp. 210-217 Downloads
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
Are there no wage returns to compulsory schooling in Germany? A reassessment pp. 218-223 Downloads
Kamila Cygan‐Rehm

Volume 36, issue 7, 2021

Permutation tests for equality of distributions of functional data pp. 861-877 Downloads
Federico Bugni and Joel L. Horowitz
Endogenous health groups and heterogeneous dynamics of the elderly pp. 878-897 Downloads
Dante Amengual, Jesús Bueren and Julio A. Crego
Tracking and specialization of high schools: Heterogeneous effects of school choice pp. 898-916 Downloads
Olivier De Groote and Koen Declercq
What time use surveys can (and cannot) tell us about labor supply pp. 917-937 Downloads
Cheng Chou and Ruoyao Shi
How does the financial market update beliefs about the real economy? Evidence from the oil market pp. 938-961 Downloads
Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
Semiparametric estimation and variable selection for single‐index copula models pp. 962-988 Downloads
Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors pp. 989-1012 Downloads
Simon Beyeler and Sylvia Kaufmann
Inferring financial bubbles from option data pp. 1013-1046 Downloads
Robert Jarrow and Simon S. Kwok
Transitory and permanent shocks in the global market for crude oil pp. 1047-1064 Downloads
Nooman Rebei and Rashid Sbia
Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators pp. 1065-1073 Downloads
Daniel Kuehnle, Michael Oberfichtner and Kerstin Ostermann

Volume 36, issue 6, 2021

Ranking intersecting distribution functions pp. 639-662 Downloads
Rolf Aaberge, Tarjei Havnes and Magne Mogstad
If not now, when? The timing of childbirth and labor market outcomes pp. 663-685 Downloads
Matteo Picchio, Claudia Pigini, Stefano Staffolani and Alina Verashchagina
Labour supply, service intensity, and contracts: Theory and evidence on physicians pp. 686-702 Downloads
Bernard Fortin, Nicolas Jacquemet and Bruce Shearer
Sparse change‐point VAR models pp. 703-727 Downloads
Arnaud Dufays, Zhuo Li, Jeroen V.K. Rombouts and Yong Song
Interpretation of point forecasts with unknown directive pp. 728-743 Downloads
Patrick Schmidt, Matthias Katzfuss and Tilmann Gneiting
The government spending multiplier at the zero lower bound: International evidence from historical data pp. 744-759 Downloads
Mathias Klein and Roland Winkler
The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network pp. 760-783 Downloads
Everett Grant and Julieta Yung
Consumer inflation expectations, income changes and economic downturns pp. 784-807 Downloads
Sarantis Tsiaplias
Productivity effects of internationalisation through the domestic supply chain pp. 808-832 Downloads
Bruno Merlevede and Angelos Theodorakopoulos
A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense pp. 833-841 Downloads
Hector Nuñez and Jesús Otero
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence pp. 842-852 Downloads
Luke Chicoine, Emily Lyons and Alexia Sahue
Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results pp. 853-858 Downloads
Jeremy Edwards

Volume 36, issue 5, 2021

No‐arbitrage priors, drifting volatilities, and the term structure of interest rates pp. 495-516 Downloads
Andrea Carriero, Todd Clark and Massimiliano Marcellino
Focused Bayesian prediction pp. 517-543 Downloads
Ruben Loaiza‐Maya, Gael M. Martin and David T. Frazier
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume pp. 544-565 Downloads
Marina Balboa, Paulo Rodrigues, Antonio Rubia and Robert Taylor
Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data pp. 566-586 Downloads
Arnoud Stevens and Joris Wauters
Measurement of factor strength: Theory and practice pp. 587-613 Downloads
Natalia Bailey, George Kapetanios and M Pesaran
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction pp. 614-627 Downloads
Mengheng Li and Siem Jan Koopman
Estimating household consumption insurance pp. 628-635 Downloads
Arpita Chatterjee, James Morley and Aarti Singh

Volume 36, issue 4, 2021

How far can we forecast? Statistical tests of the predictive content pp. 369-392 Downloads
Jörg Breitung and Malte Knüppel
Migration in China: To work or to wed? pp. 393-415 Downloads
Arnaud Dupuy
Counterfactual analysis under partial identification using locally robust refinement pp. 416-436 Downloads
Nathan Canen and Kyungchul Song
When are instruments generated from geographic characteristics in bilateral relationships invalid? pp. 437-452 Downloads
Sabine Deij, Jakob Madsen and Laura Puzzello
Understanding women's wage growth using indirect inference with importance sampling pp. 453-473 Downloads
Robert Sauer and Christopher Taber
Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data pp. 474-483 Downloads
Stephen Jenkins and Fernando Rios‐Avila
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results pp. 484-491 Downloads
Andrés Ramírez‐Hassan

Volume 36, issue 3, 2021

Supply flexibility in the shale patch: Evidence from North Dakota pp. 273-292 Downloads
Hilde Bjørnland, Frode Martin Nordvik and Maximilian Rohrer
Measuring global economic activity pp. 293-303 Downloads
James D. Hamilton
Combining shrinkage and sparsity in conjugate vector autoregressive models pp. 304-327 Downloads
Niko Hauzenberger, Florian Huber and Luca Onorante
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone pp. 328-345 Downloads
Isabel Casas, Jiti Gao, Bin Peng and Shangyu Xie
Testing monotonicity of conditional treatment effects under regression discontinuity designs pp. 346-366 Downloads
Yu-Chin Hsu and Shu Shen

Volume 36, issue 2, 2021

Social interactions and social preferences in social networks pp. 165-189 Downloads
Chih-Sheng Hsieh and Xu Lin
Early child development and parents' labor supply pp. 190-208 Downloads
Lukáš Lafférs and Bernhard Schmidpeter
The price of forced attendance pp. 209-227 Downloads
Sacha Kapoor, Matthijs Oosterveen and Dinand Webbink
Efficient minimum distance estimation of Pareto exponent from top income shares pp. 228-243 Downloads
Alexis Akira Toda and Yulong Wang
Fueling conflict? (De)escalation and bilateral aid pp. 244-261 Downloads
Richard Bluhm, Martin Gassebner, Sarah Langlotz and Paul Schaudt
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models pp. 262-270 Downloads
Florian Huber and Michael Pfarrhofer

Volume 36, issue 1, 2021

Measuring the slowly evolving trend in US inflation with professional forecasts pp. 1-17 Downloads
James Nason and Gregor Smith
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices pp. 18-44 Downloads
Michele Aquaro, Natalia Bailey and M Pesaran
Real‐time detection of regimes of predictability in the US equity premium pp. 45-70 Downloads
David Harvey, Stephen J. Leybourne, Robert Sollis and Robert Taylor
Cointegration and control: Assessing the impact of events using time series data pp. 71-85 Downloads
Andrew Harvey and Stephen Thiele
Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data pp. 86-97 Downloads
Haroon Mumtaz and Laura Sunder‐Plassmann
Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models pp. 98-124 Downloads
Romain Duval, Davide Furceri and Jakob Miethe
Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models pp. 125-150 Downloads
Sinem Hacioglu Hoke and George Kapetanios
Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence pp. 151-161 Downloads
Matei Demetrescu, Christoph Roling and Anna Titova
Page updated 2022-05-16