EconPapers    
Economics at your fingertips  
 

Journal of Applied Econometrics

1986 - 2021

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 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 I. 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

Volume 35, issue 7, 2020

The informativeness of estimation moments pp. 797-813 Downloads
Bo Honoré, Thomas Jørgensen and Aureo de Paula
Direct and indirect effects of continuous treatments based on generalized propensity score weighting pp. 814-840 Downloads
Martin Huber, Yu‐Chin Hsu, Ying‐Ying Lee and Layal Lettry
The evolution of the US family income–schooling relationship and educational selectivity pp. 841-859 Downloads
Christian Belzil and Jörgen Hansen
Testing for correlation in error‐component models pp. 860-878 Downloads
Koen Jochmans
Testing for overconfidence statistically: A moment inequality approach pp. 879-892 Downloads
Yanchun Jin and Ryo Okui
Who benefits from privileged peers? Evidence from siblings in schools pp. 893-916 Downloads
Marco Bertoni, Giorgio Brunello and Lorenzo Cappellari
Average treatment effects for stayers with correlated random coefficient models of panel data pp. 917-939 Downloads
Valentin Verdier
Perceived and actual option values of college enrollment pp. 940-959 Downloads
Yifan Gong, Todd Stinebrickner and Ralph Stinebrickner
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere pp. 960-964 Downloads
Yana Petrova and Joakim Westerlund

Volume 35, issue 6, 2020

Negative interest rate policy and the yield curve pp. 653-672 Downloads
Jing Cynthia Wu and Fan Dora Xia
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? pp. 673-691 Downloads
Lutz Kilian and Xiaoqing Zhou
Composite likelihood methods for large Bayesian VARs with stochastic volatility pp. 692-711 Downloads
Joshua Chan, Eric Eisenstat, Chenghan Hou and Gary Koop
Change point estimation in panel data with time‐varying individual effects pp. 712-727 Downloads
Otilia Boldea, Bettina Drepper and Zhuojiong Gan
Differencing versus nondifferencing in factor‐based forecasting pp. 728-750 Downloads
In Choi and Hanbat Jeong
The role of startups for local labor markets pp. 751-775 Downloads
Gerald Carlino and Thorsten Drautzburg
A cross‐section average‐based principal components approach for fixed‐T panels pp. 776-785 Downloads
Joakim Westerlund
Replicating the Levitt and Porter estimates of drunk driving pp. 786-796 Downloads
Richard Dunn and Nathan Tefft

Volume 35, issue 5, 2020

Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments pp. 481-504 Downloads
Hans Fricke, Markus Frölich, Martin Huber and Michael Lechner
A distributional synthetic control method for policy evaluation pp. 505-525 Downloads
Yi‐Ting Chen
Comparing econometric methods to empirically evaluate activation programs for job seekers pp. 526-547 Downloads
Paul Muller, Bas van der Klaauw and Arjan Heyma
Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set pp. 548-566 Downloads
Mohitosh Kejriwal, Xiaoxiao Li and Evan Totty
Family planning in a life‐cycle model with income risk pp. 567-586 Downloads
Mette Ejrnæs and Thomas Jørgensen
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations pp. 587-613 Downloads
Norman Swanson, Weiqi Xiong and Xiye Yang
Is deflation costly after all? The perils of erroneous historical classifications pp. 614-628 Downloads
Daniel Kaufmann
Forecasting stock returns with model uncertainty and parameter instability pp. 629-644 Downloads
Hongwei Zhang, Qiang He, Ben Jacobsen and Fuwei Jiang
Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001) pp. 645-652 Downloads
Marcin Błażejowski, Pawel Kufel and Jacek Kwiatkowski

Volume 35, issue 4, 2020

Prediction regions for interval‐valued time series pp. 373-390 Downloads
Gloria Gonzalez‐Rivera, Yun Luo and Esther Ruiz
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics pp. 391-409 Downloads
Laura Coroneo and Fabrizio Iacone
Exchange rate predictability and dynamic Bayesian learning pp. 410-421 Downloads
Joscha Beckmann, Gary Koop, Dimitris Korobilis and Rainer Alexander Schüssler
Complementary Bayesian method of moments strategies pp. 422-439 Downloads
A. Ronald Gallant
Order‐invariant tests for proper calibration of multivariate density forecasts pp. 440-456 Downloads
Jonas Dovern and Hans Manner
Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing pp. 457-480 Downloads
Emir Malikov, Shunan Zhao and Subal Kumbhakar

Volume 35, issue 3, 2020

Assessing international commonality in macroeconomic uncertainty and its effects pp. 273-293 Downloads
Andrea Carriero, Todd Clark and Massimiliano Marcellino
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models pp. 294-314 Downloads
Matthew Harding, Carlos Lamarche and M Pesaran
Estimation of average treatment effects using panel data when treatment effect heterogeneity depends on unobserved fixed effects pp. 315-327 Downloads
Shosei Sakaguchi
Mixed causal–noncausal autoregressions with exogenous regressors pp. 328-343 Downloads
Alain Hecq, João Issler and Sean Telg
Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors pp. 344-370 Downloads
Antoine Djogbenou

Volume 35, issue 2, 2020

The effect of oil supply shocks on US economic activity: What have we learned? pp. 141-159 Downloads
Ana María Herrera and Sandeep Kumar Rangaraju
The shale revolution and shifting crude dynamics pp. 160-175 Downloads
Malick Sy and Liuren Wu
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 pp. 176-197 Downloads
Gary Koop, Stuart McIntyre, James Mitchell and Aubrey Poon
Interval censored regression with fixed effects pp. 198-216 Downloads
Jason Abrevaya and Chris Muris
Estimation of a dynamic stochastic frontier model using likelihood‐based approaches pp. 217-247 Downloads
Hung‐pin Lai and Subal Kumbhakar
Multivariate dynamic intensity peaks‐over‐threshold models pp. 248-272 Downloads
Nikolaus Hautsch and Rodrigo Herrera

Volume 35, issue 1, 2020

Estimating and accounting for the output gap with large Bayesian vector autoregressions pp. 1-18 Downloads
James Morley and Benjamin Wong
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models pp. 19-45 Downloads
Christian Conrad and Onno Kleen
Modeling the conditional distribution of financial returns with asymmetric tails pp. 46-60 Downloads
Stephen Thiele
Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach pp. 61-81 Downloads
Christian Gross and Pierre L. Siklos
Interpreting shocks to the relative price of investment with a two‐sector model pp. 82-98 Downloads
Luca Guerrieri, Dale Henderson and Jinill Kim
The next hundred years of growth and convergence pp. 99-113 Downloads
Richard Startz
Introducing the Bank of Canada staff economic projections database pp. 114-129 Downloads
Julien Champagne, Guillaume Poulin‐Bellisle and Rodrigo Sekkel
Refining the workhorse oil market model pp. 130-140 Downloads
Xiaoqing Zhou
Page updated 2021-05-12