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Journal of Applied Econometrics

1986 - 2024

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 ().

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Volume 39, issue 3, 2024

Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador pp. 365-382 Downloads
Samuele Centorrino, María Pérez‐Urdiales, Boris Bravo‐Ureta and Alan Wall
Addressing sample selection bias for machine learning methods pp. 383-400 Downloads
Dylan Brewer and Alyssa Carlson
The macroeconomy as a random forest pp. 401-421 Downloads
Philippe Goulet Coulombe
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors pp. 422-437 Downloads
Jetro Anttonen, Markku Lanne and Jani Luoto
Identifying factors via automatic debiased machine learning pp. 438-461 Downloads
Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang and Ke Wu
Advance layoff notices and aggregate job loss pp. 462-480 Downloads
Pawel M. Krolikowski and Kurt G. Lunsford
A high‐dimensional multinomial logit model pp. 481-497 Downloads
Didier Nibbering
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators? pp. 498-512 Downloads
Robert Bernhardt, David Munro and Erin L. Wolcott
Mandatory seatbelt laws and traffic fatalities: A reassessment pp. 513-521 Downloads
D. Mark Anderson, Yang Liang and Joseph J. Sabia

Volume 39, issue 2, 2024

Sample selection in linear panel data models with heterogeneous coefficients pp. 237-255 Downloads
Alyssa Carlson and Riju Joshi
Revisiting the analysis of matched‐pair and stratified experiments in the presence of attrition pp. 256-268 Downloads
Yuehao Bai, Meng Hsuan Hsieh, Jizhou Liu and Max Tabord‐Meehan
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions pp. 269-291 Downloads
Jan Prüser and Florian Huber
Panel data nowcasting: The case of price–earnings ratios pp. 292-307 Downloads
Andrii Babii, Ryan T. Ball, Eric Ghysels and Jonas Striaukas
Partial identification and inference in duration models with endogenous censoring pp. 308-326 Downloads
Shosei Sakaguchi
Disease and development—The predicted mortality instrument revisited pp. 327-337 Downloads
David Kreitmeir and Thomas Überfuhr
Forecasting GDP in Europe with textual data pp. 338-355 Downloads
Luca Barbaglia, Sergio Consoli and Sebastiano Manzan
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018) pp. 356-362 Downloads
Claudia Troccoli

Volume 39, issue 1, 2024

The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation pp. 3-21 Downloads
Mohitosh Kejriwal, Xiaoxiao Li, Linh Nguyen and Evan Totty
Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages pp. 22-40 Downloads
Eva F. Janssens and Robin L. Lumsdaine
Penalized sieve estimation of zero‐inefficiency stochastic frontiers pp. 41-65 Downloads
Jun Cai, William Horrace and Christopher F. Parmeter
Forecasting and stress testing with quantile vector autoregression pp. 66-85 Downloads
Sulkhan Chavleishvili and Simone Manganelli
Outlier robust inference in the instrumental variable model with applications to causal effects pp. 86-106 Downloads
Jens Klooster and Mikhail Zhelonkin
Partial identification and inference for conditional distributions of treatment effects pp. 107-127 Downloads
Sungwon Lee
Identifying oil price shocks with global, developed, and emerging latent real economy activity factors pp. 128-149 Downloads
Antoine A. Djogbenou
Heterogeneity and dynamics in network models pp. 150-173 Downloads
Enzo D'Innocenzo, André Lucas, Anne Opschoor and Xingmin Zhang
Did marginal propensities to consume change with the housing boom and bust? pp. 174-199 Downloads
Yunho Cho, James Morley and Aarti Singh
A maximum likelihood bunching estimator of the elasticity of taxable income pp. 200-216 Downloads
Thomas Aronsson, Katharina Jenderny and Gauthier Lanot
Narrow and wide replication of Chalfin and McCrary (REStat, 2018) pp. 217-224 Downloads
Federico Crudu and Advait Moharir
Reassessing growth vulnerability pp. 225-234 Downloads
Dooyeon Cho and Seunghwa Rho

Volume 38, issue 7, 2023

Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance pp. 989-1006 Downloads
Wenting Liao, Jun Ma and Chengsi Zhang
Employment reconciliation and nowcasting pp. 1007-1017 Downloads
Eiji Goto, Jan Jacobs, Tara Sinclair and Simon van Norden
Heterogeneous responses to corporate marginal tax rates: Evidence from small and large firms pp. 1018-1047 Downloads
Ruhollah Eskandari and Morteza Zamanian
Recent changes in the nature of the distribution dynamics of the US county incomes pp. 1048-1067 Downloads
Seonyoung Park and Donggyun Shin
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models pp. 1068-1076 Downloads
Shiu‐Sheng Chen
Approximating grouped fixed effects estimation via fuzzy clustering regression pp. 1077-1084 Downloads
Daniel Lewis, Davide Melcangi, Laura Pilossoph and Aidan Toner‐Rodgers
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited pp. 1085-1092 Downloads
Sebastian Rüth and Wouter Van der Veken
Was Harold Zurcher myopic after all? Replicating Rust's engine replacement estimates pp. 1093-1100 Downloads
Christopher Ferrall
The Federal Reserve's output gap: The unreliability of real‐time reliability tests pp. 1101-1111 Downloads
Josefine Quast and Maik Wolters

Volume 38, issue 6, 2023

Testing for multiple level shifts with an integrated or stationary noise component pp. 801-819 Downloads
Josep Lluís Carrion‐i‐Silvestre and María Dolores Gadea
Oil prices uncertainty, endogenous regime switching, and inflation anchoring pp. 820-839 Downloads
Yoosoon Chang, Ana María Herrera and Elena Pesavento
Regression discontinuity design with multivalued treatments pp. 840-856 Downloads
Carolina Caetano, Gregorio Caetano and Juan Carlos Escanciano
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings pp. 857-877 Downloads
Eric Hillebrand, Jakob Guldbæk Mikkelsen, Lars Spreng and Giovanni Urga
Oil prices in the real economy pp. 878-897 Downloads
Haicheng Shu and Peter Spencer
Nowcasting from cross‐sectionally dependent panels pp. 898-919 Downloads
Jack Fosten and Shaoni Nandi
Multiple testing with covariate adjustment in experimental economics pp. 920-939 Downloads
John List, Azeem Shaikh and Atom Vayalinkal
Short T dynamic panel data models with individual, time and interactive effects pp. 940-967 Downloads
Kazuhiko Hayakawa, Mohammad Pesaran and L. Vanessa Smith
The demand for money at the zero interest rate bound pp. 968-976 Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
US weekly economic index: Replication and extension pp. 977-985 Downloads
Philipp Wegmüller and Christian Glocker

Volume 38, issue 5, 2023

Fast and reliable jackknife and bootstrap methods for cluster‐robust inference pp. 671-694 Downloads
James MacKinnon, Morten Nielsen and Matthew Webb
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization pp. 695-713 Downloads
Kurt Schmidheiny and Sebastian Siegloch
Censored density forecasts: Production and evaluation pp. 714-734 Downloads
James Mitchell and Martin Weale
When can we ignore measurement error in the running variable? pp. 735-750 Downloads
Yingying Dong and Michal Kolesár
Understanding trend inflation through the lens of the goods and services sectors pp. 751-766 Downloads
Yunjong Eo, Luis Uzeda and Benjamin Wong
Heavy tailed but not Zipf: Firm and establishment size in the United States pp. 767-785 Downloads
Illenin Kondo, Logan Lewis and Andrea Stella
Revisiting the effect of growing up in a recession on attitudes towards redistribution pp. 786-794 Downloads
Jan Bietenbeck and Petra Thiemann

Volume 38, issue 4, 2023

Inflation expectations and nonlinearities in the Phillips curve pp. 453-471 Downloads
Alexander Doser, Ricardo Nunes, Nikhil Rao and Viacheslav Sheremirov
Fiscal targets. A guide to forecasters? pp. 472-492 Downloads
Joan Paredes, Javier Pérez and Gabriel Perez Quiros
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices pp. 493-511 Downloads
Nadja Klein, Michael Stanley Smith and David J. Nott
Quantifying investor narratives and their role during COVID‐19 pp. 512-532 Downloads
Daniel Borup, Jorge Wolfgang Hansen, Benjamin Dybro Liengaard and Erik Christian Schütte
Identifying and interpreting the factors in factor models via sparsity: Different approaches pp. 533-555 Downloads
Thomas Despois and Catherine Doz
Subspace shrinkage in conjugate Bayesian vector autoregressions pp. 556-576 Downloads
Florian Huber and Gary Koop
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates pp. 577-595 Downloads
Oskar Gustafsson, Mattias Villani and Pär Stockhammar
Robust forecast superiority testing with an application to assessing pools of expert forecasters pp. 596-622 Downloads
Valentina Corradi, Sainan Jin and Norman R. Swanson
Inattention and the impact of monetary policy pp. 623-643 Downloads
Zidong An, Salem Abo‐Zaid and Xuguang Simon Sheng
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models pp. 644-667 Downloads
Zhongjun Qu and Denis Tkachenko

Volume 38, issue 3, 2023

Identifying the effects of sanctions on the Iranian economy using newspaper coverage pp. 271-294 Downloads
Dario Laudati and Mohammad Pesaran
Macroeconomic forecasting in times of crises pp. 295-320 Downloads
Pablo Guerróon‐Quintana and Molin Zhong
Testing random assignment to peer groups pp. 321-333 Downloads
Koen Jochmans
The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects pp. 334-357 Downloads
David Slichter
Inference in difference‐in‐differences: How much should we trust in independent clusters? pp. 358-369 Downloads
Bruno Ferman
The shale oil revolution and the global oil supply curve pp. 370-387 Downloads
Claudia Foroni and Livio Stracca
The multifaceted impact of US trade policy on financial markets pp. 388-406 Downloads
Lukas Boer, Lukas Menkhoff and Malte Rieth
Testing identifying assumptions in bivariate probit models pp. 407-422 Downloads
Santiago Acerenza, Otavio Bartalotti and Désiré Kédagni
New evidence on the importance of instruction time for student achievement on international assessments pp. 423-431 Downloads
Jan Bietenbeck and Matthew Collins
Global financial uncertainty pp. 432-449 Downloads
Giovanni Caggiano and Efrem Castelnuovo

Volume 38, issue 2, 2023

On the real‐time predictive content of financial condition indices for growth pp. 137-163 Downloads
Aaron J. Amburgey and Michael McCracken
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty pp. 164-185 Downloads
Michael Clements and Ana Beatriz Galvão
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies pp. 186-201 Downloads
Katarzyna Budnik and Gerhard Rünstler
Real‐time macroeconomic projection using narrative central bank communication pp. 202-221 Downloads
Jianhao Lin, Jiacheng Fan, Yifan Zhang and Liangyuan Chen
Forward guidance and expectation formation: A narrative approach pp. 222-241 Downloads
Christopher S. Sutherland
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet pp. 242-259 Downloads
Denise Desjardins, Georges Dionne and Yang Lu
Reassessing the dependence between economic growth and financial conditions since 1973 pp. 260-267 Downloads
Tony Chernis, Patrick Coe and Shaun Vahey

Volume 38, issue 1, 2023

The role of observed and unobserved heterogeneity in the duration of unemployment pp. 3-23 Downloads
Hie Joo Ahn
Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach pp. 24-48 Downloads
Yoonseok Lee, Mary E. Lovely and Hoang Pham
Structural VAR and financial networks: A minimum distance approach to spatial modeling pp. 49-68 Downloads
Daniela Scidá
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields pp. 69-87 Downloads
Manfred Fischer, Niko Hauzenberger, Florian Huber and Michael Pfarrhofer
Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Fed's forecasting pp. 88-104 Downloads
Andrew C. Chang and Trace J. Levinson
Equity‐premium prediction: Attention is all you need pp. 105-122 Downloads
Luiz Renato Lima and Lucas Lúcio Godeiro
Workplace heterogeneity and wage inequality in Denmark pp. 123-133 Downloads
Annaïg Morin
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