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.
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Volume 37, issue 3, 2022
- Common factors of commodity prices pp. 461-476

- Simona Delle Chiaie, Laurent Ferrara and Domenico Giannone
- (Un)expected monetary policy shocks and term premia pp. 477-499

- Martin Kliem and Alexander Meyer‐Gohde
- Expanding health insurance for the elderly of the Philippines pp. 500-520

- 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

- Mauro Laudicella and Paolo Li Donni
- Nonparametric tests of tail behavior in stochastic frontier models pp. 537-562

- William C. Horrace and Yulong Wang
- Real estate agents' influence on housing search pp. 563-582

- Seung‐Hyun Hong
- An automated prior robustness analysis in Bayesian model comparison pp. 583-602

- Joshua Chan, Liana Jacobi and Dan Zhu
- Does model complexity add value to asset allocation? Evidence from machine learning forecasting models pp. 603-639

- Iason Kynigakis and Ekaterini Panopoulou
- Individual forecaster perceptions of the persistence of shocks to GDP pp. 640-656

- Michael Clements
- Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil pp. 657-664

- Raphael Gouvêa
Volume 37, issue 2, 2022
- Dynamic evaluation of job search assistance pp. 227-241

- Stephen Kastoryano and Bas van der Klaauw
- Dynamic treatment effects of job training pp. 242-269

- Jorge Rodríguez, Fernando Saltiel and Sergio Urzúa
- Dependence‐robust inference using resampled statistics pp. 270-285

- Michael Leung
- Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA pp. 286-304

- Senay Sokullu and Christine Valente
- The bilateral trade effects of announcement shocks: Brexit as a natural field experiment pp. 305-329

- Mustapha Douch and Terence Huw Edwards
- Declining discount rates in Singapore's market for privately developed apartments pp. 330-350

- Eric Fesselmeyer, Haoming Liu and Alberto Salvo
- A Bayesian approach to account for misclassification in prevalence and trend estimation pp. 351-367

- Martijn van Hasselt, Christopher R. Bollinger and Jeremy Bray
- Information gains from using short‐dated options for measuring and forecasting volatility pp. 368-391

- Viktor Todorov and Yang Zhang
- Commodity prices and inflation risk pp. 392-414

- Anthony Garratt and Ivan Petrella
- Contagious switching pp. 415-432

- 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

- Gerdie Everaert and Lorenzo Pozzi
- The deposits channel revisited pp. 450-458

- 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

- Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
- Forecast uncertainty, disagreement, and the linear pool pp. 23-41

- Malte Knüppel and Fabian Krüger
- Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions pp. 42-62

- Nikoleta Anesti, Ana Beatriz Galvão and Silvia Miranda‐Agrippino
- News media versus FRED‐MD for macroeconomic forecasting pp. 63-81

- Jon Ellingsen, Vegard H. Larsen and Leif Thorsrud
- The economics of state fragmentation: Assessing the economic impact of secession pp. 82-115

- Jo Reynaerts and Jakob Vanschoonbeek
- Cyclical labour income risk in Great Britain pp. 116-130

- Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
- International spillovers of forward guidance shocks pp. 131-160

- Callum Jones, Mariano Kulish and Daniel Rees
- Aggregate consumption and wealth in the long run: The impact of financial liberalization pp. 161-186

- Malin Gardberg and Lorenzo Pozzi
- Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China pp. 187-209

- 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

- Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
- Are there no wage returns to compulsory schooling in Germany? A reassessment pp. 218-223

- Kamila Cygan‐Rehm
Volume 36, issue 7, 2021
- Permutation tests for equality of distributions of functional data pp. 861-877

- Federico Bugni and Joel L. Horowitz
- Endogenous health groups and heterogeneous dynamics of the elderly pp. 878-897

- Dante Amengual, Jesús Bueren and Julio A. Crego
- Tracking and specialization of high schools: Heterogeneous effects of school choice pp. 898-916

- Olivier De Groote and Koen Declercq
- What time use surveys can (and cannot) tell us about labor supply pp. 917-937

- Cheng Chou and Ruoyao Shi
- How does the financial market update beliefs about the real economy? Evidence from the oil market pp. 938-961

- Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
- Semiparametric estimation and variable selection for single‐index copula models pp. 962-988

- Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long
- Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors pp. 989-1012

- Simon Beyeler and Sylvia Kaufmann
- Inferring financial bubbles from option data pp. 1013-1046

- Robert Jarrow and Simon S. Kwok
- Transitory and permanent shocks in the global market for crude oil pp. 1047-1064

- 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

- Daniel Kuehnle, Michael Oberfichtner and Kerstin Ostermann
Volume 36, issue 6, 2021
- Ranking intersecting distribution functions pp. 639-662

- Rolf Aaberge, Tarjei Havnes and Magne Mogstad
- If not now, when? The timing of childbirth and labor market outcomes pp. 663-685

- Matteo Picchio, Claudia Pigini, Stefano Staffolani and Alina Verashchagina
- Labour supply, service intensity, and contracts: Theory and evidence on physicians pp. 686-702

- Bernard Fortin, Nicolas Jacquemet and Bruce Shearer
- Sparse change‐point VAR models pp. 703-727

- Arnaud Dufays, Zhuo Li, Jeroen V.K. Rombouts and Yong Song
- Interpretation of point forecasts with unknown directive pp. 728-743

- Patrick Schmidt, Matthias Katzfuss and Tilmann Gneiting
- The government spending multiplier at the zero lower bound: International evidence from historical data pp. 744-759

- Mathias Klein and Roland Winkler
- The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network pp. 760-783

- Everett Grant and Julieta Yung
- Consumer inflation expectations, income changes and economic downturns pp. 784-807

- Sarantis Tsiaplias
- Productivity effects of internationalisation through the domestic supply chain pp. 808-832

- 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

- Hector Nuñez and Jesús Otero
- The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence pp. 842-852

- Luke Chicoine, Emily Lyons and Alexia Sahue
- Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results pp. 853-858

- Jeremy Edwards
Volume 36, issue 5, 2021
- No‐arbitrage priors, drifting volatilities, and the term structure of interest rates pp. 495-516

- Andrea Carriero, Todd Clark and Massimiliano Marcellino
- Focused Bayesian prediction pp. 517-543

- 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

- 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

- Arnoud Stevens and Joris Wauters
- Measurement of factor strength: Theory and practice pp. 587-613

- Natalia Bailey, George Kapetanios and M Pesaran
- Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction pp. 614-627

- Mengheng Li and Siem Jan Koopman
- Estimating household consumption insurance pp. 628-635

- 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

- Jörg Breitung and Malte Knüppel
- Migration in China: To work or to wed? pp. 393-415

- Arnaud Dupuy
- Counterfactual analysis under partial identification using locally robust refinement pp. 416-436

- Nathan Canen and Kyungchul Song
- When are instruments generated from geographic characteristics in bilateral relationships invalid? pp. 437-452

- Sabine Deij, Jakob Madsen and Laura Puzzello
- Understanding women's wage growth using indirect inference with importance sampling pp. 453-473

- 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

- 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

- Andrés Ramírez‐Hassan
Volume 36, issue 3, 2021
- Supply flexibility in the shale patch: Evidence from North Dakota pp. 273-292

- Hilde Bjørnland, Frode Martin Nordvik and Maximilian Rohrer
- Measuring global economic activity pp. 293-303

- James D. Hamilton
- Combining shrinkage and sparsity in conjugate vector autoregressive models pp. 304-327

- Niko Hauzenberger, Florian Huber and Luca Onorante
- Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone pp. 328-345

- Isabel Casas, Jiti Gao, Bin Peng and Shangyu Xie
- Testing monotonicity of conditional treatment effects under regression discontinuity designs pp. 346-366

- Yu-Chin Hsu and Shu Shen
Volume 36, issue 2, 2021
- Social interactions and social preferences in social networks pp. 165-189

- Chih-Sheng Hsieh and Xu Lin
- Early child development and parents' labor supply pp. 190-208

- Lukáš Lafférs and Bernhard Schmidpeter
- The price of forced attendance pp. 209-227

- Sacha Kapoor, Matthijs Oosterveen and Dinand Webbink
- Efficient minimum distance estimation of Pareto exponent from top income shares pp. 228-243

- Alexis Akira Toda and Yulong Wang
- Fueling conflict? (De)escalation and bilateral aid pp. 244-261

- Richard Bluhm, Martin Gassebner, Sarah Langlotz and Paul Schaudt
- Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models pp. 262-270

- Florian Huber and Michael Pfarrhofer
Volume 36, issue 1, 2021
- Measuring the slowly evolving trend in US inflation with professional forecasts pp. 1-17

- James Nason and Gregor Smith
- Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices pp. 18-44

- Michele Aquaro, Natalia Bailey and M Pesaran
- Real‐time detection of regimes of predictability in the US equity premium pp. 45-70

- 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

- Andrew Harvey and Stephen Thiele
- Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data pp. 86-97

- 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

- Romain Duval, Davide Furceri and Jakob Miethe
- Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models pp. 125-150

- Sinem Hacioglu Hoke and George Kapetanios
- Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence pp. 151-161

- Matei Demetrescu, Christoph Roling and Anna Titova
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