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Journal of Applied Econometrics

2011 - 2016

Continuation of Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Volume 31, issue 6, 2016

Exponent of Cross‐Sectional Dependence: Estimation and Inference pp. 929-960 Downloads
Natalia Bailey, George Kapetanios and M Pesaran
Panicca: Panic on Cross‐Section Averages pp. 961-981 Downloads
Simon Reese and Joakim Westerlund
Error Correction Testing in Panels with Common Stochastic Trends pp. 982-1004 Downloads
Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund
Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions pp. 1005-1025 Downloads
Tim Bollerslev, Andrew Patton and Wenjing Wang
Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling pp. 1026-1047 Downloads
Siddhartha Chib and Liana Jacobi
Accounting for the Political Uncertainty Factor pp. 1048-1064 Downloads
Eric Scheffel
State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries pp. 1065-1082 Downloads
Stefanos Dimitrakopoulos and Michalis Kolossiatis
Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts pp. 1083-1099 Downloads
Christoph Frey and Frieder Mokinski
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations pp. 1100-1119 Downloads
George Athanasopoulos, Donald Poskitt, Farshid Vahid and Wenying Yao
Effect of Online Dating on Assortative Mating: Evidence from South Korea pp. 1120-1139 Downloads
Soohyung Lee
Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model pp. 1140-1158 Downloads
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 Downloads
Helmut Herwartz, Nadja Klein and Christoph Strumann
Reassessing the Relative Power of the Yield Spread in Forecasting Recessions pp. 1183-1191 Downloads
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 Downloads
Christos Savva

Volume 31, issue 5, 2016

Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models pp. 773-804 Downloads
Jason Blevins
Modelling Inflation Volatility pp. 805-820 Downloads
Eric Eisenstat and Rodney Strachan
Factor‐Based Identification‐Robust Interference in IV Regressions pp. 821-842 Downloads
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 Downloads
Senay Sokullu
Borrowing Constraints and Credit Demand in a Developing Economy pp. 865-891 Downloads
Jaime Ruiz‐Tagle and Francis Vella
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables pp. 892-911 Downloads
Lance A. Fisher, Hyeon‐Seung Huh and Adrian Pagan
Reanalyzing Zero Returns to Education in Germany pp. 912-919 Downloads
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 Downloads
Lauren E. Jones and Nicolas Ziebarth

Volume 31, issue 4, 2016

ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates pp. 613-629 Downloads
Lars Winkelmann, Markus Bibinger and Tobias Linzert
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model pp. 630-651 Downloads
Yasuo Hirose and Atsushi Inoue
Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous pp. 652-677 Downloads
Daniel Millimet and Jayjit Roy
GMM with Multiple Missing Variables pp. 678-706 Downloads
Saraswata Chaudhuri and David K. Guilkey
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market pp. 707-733 Downloads
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 Downloads
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 Downloads
Zhou Xun and Michel Lubrano
Estimating Bayesian Decision Problems with Heterogeneous Expertise pp. 762-771 Downloads
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 Downloads
Sergio Firpo and Cristine Pinto
Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification pp. 487-506 Downloads
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 Downloads
Barbara Rossi and Tatevik Sekhposyan
The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters pp. 533-550 Downloads
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 Downloads
Joshua Chan, Gary Koop and Simon Potter
On the Low‐Frequency Relationship Between Public Deficits and Inflation pp. 566-583 Downloads
Martin Kliem, Alexander Kriwoluzky and Samad Sarferaz
Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity pp. 584-602 Downloads
Enrique Moral‐Benito
Flexible Estimation of Copulas: An Application to the US Housing Crisis pp. 603-610 Downloads
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 Downloads
Chih-Sheng Hsieh and Lung-Fei Lee
Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design pp. 320-337 Downloads
Marianne Simonsen, Lars Skipper and Niels Skipper
An Empirical Test of Pricing Kernel Monotonicity pp. 338-356 Downloads
Brendan Beare and Lawrence Schmidt
Bayesian Graphical Models for STructural Vector Autoregressive Processes pp. 357-386 Downloads
Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin
An Extension of the J‐Test to a Spatial Panel Data Framework pp. 387-402 Downloads
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 Downloads
Tai‐kuang Ho and Cheng‐chung Lai
Identifying the Independent Sources of Consumption Variation pp. 420-449 Downloads
Matteo Barigozzi and Alessio Moneta
Lasso for Instrumental Variable Selection: A Replication Study pp. 450-454 Downloads
Martin Spindler

Volume 31, issue 1, 2016

Cross‐Sectional Dependence in Panel Data Models: A Special Issue pp. 1-3 Downloads
Jushan Bai, Badi Baltagi and M Pesaran
Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models pp. 4-31 Downloads
Matei Demetrescu and Ulrich Homm
Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets pp. 32-57 Downloads
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 Downloads
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 Downloads
Valentin Verdier
Growth Determinants Revisited Using Limited‐Information Bayesian Model Averaging pp. 106-132 Downloads
Alin Mirestean and Charalambos Tsangarides
Identification of Spatial Durbin Panel Models pp. 133-162 Downloads
Lung-Fei Lee and Jihai Yu
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership pp. 163-191 Downloads
Tomohiro Ando and Jushan Bai
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market pp. 192-213 Downloads
Lena Boneva, Oliver Linton and Michael Vogt
Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach pp. 214-248 Downloads
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 Downloads
Natalia Bailey, Sean Holly and M Pesaran
Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels pp. 281-297 Downloads
Camilla Mastromarco, Laura Serlenga and Yongcheol Shin
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