EconPapers    
Economics at your fingertips  
 

Journal of Applied Econometrics

2011 - 2018

Contiuation 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 33, issue 6, 2018

National natural rates of interest and the single monetary policy in the euro area pp. 763-779 Downloads
Sébastien Fries, Jean‐Stéphane Mésonnier, Sarah Mouabbi and Jean‐Paul Renne
Testing for optimal monetary policy via moment inequalities pp. 780-796 Downloads
Laura Coroneo, Valentina Corradi and Paulo Santos Monteiro
Homogeneity pursuit in panel data models: Theory and application pp. 797-815 Downloads
Wuyi Wang, Peter C. B. Phillips and Liangjun Su
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors pp. 816-836 Downloads
Alexander Chudik, M Pesaran and Jui‐Chung Yang
Testing the rationality of expectations of qualitative outcomes pp. 837-852 Downloads
Carlos Madeira
Risk premia and seasonality in commodity futures pp. 853-873 Downloads
Constantino Hevia, Ivan Petrella and Martin Sola
Indirect inference with time series observed with error pp. 874-897 Downloads
Eduardo Rossi and Paolo Santucci de Magistris
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach pp. 898-935 Downloads
Julien Hambuckers, Andreas Groll and Thomas Kneib

Volume 33, issue 5, 2018

Dynamic factor model with infinite‐dimensional factor space: Forecasting pp. 625-642 Downloads
Mario Forni, Alessandro Giovannelli, Marco Lippi and Stefano Soccorsi
UK term structure decompositions at the zero lower bound pp. 643-661 Downloads
Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista
What are the macroeconomic effects of high‐frequency uncertainty shocks? pp. 662-679 Downloads
Laurent Ferrara and Pierre Guérin
How the baby boomers' retirement wave distorts model‐based output gap estimates pp. 680-689 Downloads
Maik Wolters
Structural estimation of behavioral heterogeneity pp. 690-707 Downloads
Zhentao Shi and Huanhuan Zheng
Exploiting tail shape biases to discriminate between stable and student t alternatives pp. 708-726 Downloads
Pengfei Sun and Casper G. de Vries
Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions∗ pp. 727-747 Downloads
Roberto A. De Santis and Srečko Zimic
Ancestry and development: New evidence pp. 748-762 Downloads
Enrico Spolaore and Romain Wacziarg

Volume 33, issue 4, 2018

Private debt overhang and the government spending multiplier: Evidence for the United States pp. 485-508 Downloads
Marco Bernardini and Gert Peersman
Bayesian model comparison for time†varying parameter VARs with stochastic volatility pp. 509-532 Downloads
Joshua Chan and Eric Eisenstat
Cyclicality in losses on bank loans pp. 533-552 Downloads
Bart Keijsers, Bart Diris and Erik Kole
Exact computation of GMM estimators for instrumental variable quantile regression models pp. 553-567 Downloads
Le†Yu Chen and Sokbae Lee
A kink that makes you sick: The effect of sick pay on absence pp. 568-579 Downloads
Petri Böckerman, Ohto Kanninen and Ilpo Suoniemi
Intergenerational mobility: New evidence from consumption data pp. 580-593 Downloads
Gustaf Bruze
Information shocks and the empirical evaluation of training programs during unemployment spells pp. 594-616 Downloads
Bruno Crépon, Marc Ferracci, Gregory Jolivet and Gerard J. van den Berg
Genetic distance, trade, and the diffusion of development pp. 617-623 Downloads
Vincenzo Bove and Gunes Gokmen

Volume 33, issue 3, 2018

Improving Markov switching models using realized variance pp. 297-318 Downloads
Jia Liu and John Maheu
Policy uncertainty and aggregate fluctuations pp. 319-331 Downloads
Haroon Mumtaz and Paolo Surico
Time series copulas for heteroskedastic data pp. 332-354 Downloads
Rubén Loaiza Maya, Michael S. Smith and Worapree Maneesoonthorn
A multilevel factor model: Identification, asymptotic theory and applications pp. 355-377 Downloads
In Choi, Dukpa Kim, Yun Jung Kim and Noh†Sun Kwark
A generalized focused information criterion for GMM pp. 378-397 Downloads
Minsu Chang and Francis DiTraglia
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements pp. 398-415 Downloads
Marco Bee, Debbie J. Dupuis and Luca Trapin
Self†employment among women: Do children matter more than we previously thought? pp. 416-434 Downloads
Anastasia Semykina
Identification issues in the public/private wage gap, with an application to Italy pp. 435-456 Downloads
Domenico Depalo
Increasing the credibility of the twin birth instrument pp. 457-472 Downloads
Helmut Farbmacher, Raphael Guber and Johan Vikström
Comparing cross†country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets pp. 473-478 Downloads
Andrew C. Chang, Phillip Li and Shawn M. Martin
Measuring the diffusion of housing prices across space and over time: Replication and further evidence pp. 479-484 Downloads
Shulin Shen and Jindong Pang

Volume 33, issue 2, 2018

Multivariate choices and identification of social interactions pp. 165-178 Downloads
Ethan Cohen†Cole, Xiaodong Liu and Yves Zenou
Binary response panel data models with sample selection and self†selection pp. 179-197 Downloads
Anastasia Semykina and Jeffrey M. Wooldridge
Do contractionary monetary policy shocks expand shadow banking? pp. 198-211 Downloads
Benjamin Nelson, Gabor Pinter and Konstantinos Theodoridis
Business, housing, and credit cycles pp. 212-226 Downloads
Gerhard Rünstler and Marente Vlekke
Identifying contagion pp. 227-250 Downloads
Mardi Dungey and Eric Renault
An efficient Bayesian approach to multiple structural change in multivariate time series pp. 251-270 Downloads
John Maheu and Yong Song
Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis pp. 271-289 Downloads
Sebastian Opitz, Henry Seidel and Alexander Szimayer
Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007) pp. 290-296 Downloads
Kenneth Stewart

Volume 33, issue 1, 2018

Estimating global bank network connectedness pp. 1-15 Downloads
Mert Demirer, Francis X. Diebold, Laura Liu and Kamil Yilmaz
The evolution of scale economies in US banking pp. 16-28 Downloads
David C. Wheelock and Paul W. Wilson
Estimating the effects of the minimum wage in a developing country: A density discontinuity design approach pp. 29-51 Downloads
Hugo Jales
Estimating the distribution of welfare effects using quantiles pp. 52-72 Downloads
Stefan Hoderlein and Anne Vanhems
Difference‐in‐differences when the treatment status is observed in only one period pp. 73-90 Downloads
Irene Botosaru and Federico H. Gutierrez
Decomposing economic mobility transition matrices pp. 91-108 Downloads
Jeremiah Richey and Alicia Rosburg
Weak‐instrument robust inference for two‐sample instrumental variables regression pp. 109-125 Downloads
Jaerim Choi, Jiaying Gu and Shu Shen
A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models pp. 126-140 Downloads
Mark Bognanni and Edward Herbst
Sequentially testing polynomial model hypotheses using power transforms of regressors pp. 141-159 Downloads
Jin Seo Cho and Peter Phillips
Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?” pp. 160-163 Downloads
Anton Pak
Page updated 2018-10-15