Journal of Applied Econometrics

1986 - 2025

Continuation of Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Volume 26, issue 7, 2011

Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition pp. 1059-1078

Joseph Engelberg, Charles Manski and Jared Williams

The effect of location on finding a job in the Paris region pp. 1079-1112

Laurent Gobillon, Thierry Magnac and Harris Selod

Competition in large markets pp. 1113-1136

Jeffrey Campbell

Cannabis use and mental health problems pp. 1137-1156

Jan van Ours and Jenny Williams

Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use pp. 1157-1186

Anne Line Bretteville‐Jensen and Liana Jacobi

Estimating the effect of a gasoline tax on carbon emissions pp. 1187-1214

Lucas Davis and Lutz Kilian

Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak pp. 1215-1216

Fábio Gomes and Lourenco Paz

Volume 26, issue 6, 2011

Jumps, cojumps and macro announcements pp. 893-921

Jérôme Lahaye, Sébastien Laurent and Christopher Neely

Modelling and forecasting multivariate realized volatility pp. 922-947

Roxana Chiriac and Valeri Voev

Stocks, bonds, money markets and exchange rates: measuring international financial transmission pp. 948-974

Michael Ehrmann, Marcel Fratzscher and Roberto Rigobon

Factor analysis of permanent and transitory dynamics of the US economy and the stock market pp. 975-998

Zeynep Senyuz

Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging pp. 999-1022

Francesco Audrino and Marcelo Medeiros

Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness pp. 1023-1040

James Mitchell and Kenneth Wallis

How different is Africa? A comment on Masanjala and Papageorgiou pp. 1041-1047

Jesus Crespo Cuaresma

How to use interaction terms in BMA: Reply to Crespo Cuaresma's comment on Masanjala and Papageorgiou (2008) pp. 1048-1050

Chris Papageorgiou

Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000) pp. 1051-1057

Olli Ropponen

Volume 26, issue 5, 2011

Conditional Markov chain and its application in economic time series analysis pp. 715-734

Jushan Bai and Peng Wang

Forecasting large datasets with Bayesian reduced rank multivariate models pp. 735-761

Andrea Carriero, George Kapetanios and Massimiliano Marcellino

Simulation‐based tests of forward‐looking models under VAR learning dynamics pp. 762-782

Luca Fanelli and Giulio Palomba

Non‐parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns pp. 783-824

Pamela Giustinelli

A comparison of treatment effects estimators using a structural model of AMI treatment choices and severity of illness information from hospital charts pp. 825-853

Ahmed Khwaja, Gabriel Picone, Martin Salm and Justin Trogdon

Simulation estimation of two‐tiered dynamic panel Tobit models with an application to the labor supply of married women pp. 854-871

Sheng‐Kai Chang

The frequency of visiting a doctor: Is the decision to go independent of the frequency? pp. 872-879

Hans Van Ophem

Using gretl for Monte Carlo experiments pp. 880-885

Lee Adkins

How does changing age distribution impact stock prices? a nonparametric approach pp. 886-887

Cheolbeom Park

Volume 26, issue 4, 2011

How does heterogeneity shape the socioeconomic gradient in health satisfaction? pp. 549-579

Andrew Jones and Stefanie Schurer

Job and wage mobility with minimum wages and imperfect compliance pp. 580-612

Zvi Eckstein, Suqin Ge and Barbara Petrongolo

Estimating the returns to schooling: a likelihood approach based on normal mixtures pp. 613-640

John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud

Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions pp. 641-668

Pierre-Carl Michaud and Konstantinos Tatsiramos

An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics pp. 669-707

Katarzyna Bień-Barkowska, Ingmar Nolte and Winfried Pohlmeier

Biases in approximating log production pp. 708-714

Kai Sun, Daniel Henderson and Subal Kumbhakar

Volume 26, issue 3, 2011

Introduction: ‘Measurement and analysis of subjective expectations’ pp. 351-351

Charles Bellemare and Charles Manski

Measuring and interpreting expectations of equity returns pp. 352-370

Jeff Dominitz and Charles Manski

When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns pp. 371-392

Fabian Gouret and Guillaume Hollard

Stock market crash and expectations of American households pp. 393-415

Peter Hudomiet, Gabor Kezdi and Robert Willis

Stock market expectations of Dutch households pp. 416-436

Michael Hurd, Maarten van Rooij and Joachim Winter

Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models pp. 437-453

Charles Bellemare, Alexander Sebald and Martin Strobel

Measuring consumer uncertainty about future inflation pp. 454-478

Wändi Bruine De Bruin, Charles Manski, Giorgio Topa and Wilbert van der Klaauw

Eliciting probabilistic expectations with visual aids in developing countries: how sensitive are answers to variations in elicitation design? pp. 479-497

Adeline Delavande, Xavier Gine and David McKenzie

Individuals' uncertainty about future social security benefits and portfolio choice pp. 498-519

Adeline Delavande and Susann Rohwedder

Can subjective expectations data be used in choice models? evidence on cognitive biases pp. 520-544

Basit Zafar

Journal of Applied Econometrics distinguished authors pp. 545-546

Mohammad Pesaran

Volume 26, issue 2, 2011

Default estimation, correlated defaults, and expert information pp. 173-192

Nicholas Kiefer

Assessing and valuing the nonlinear structure of hedge fund returns pp. 193-212

Antonio Diez de los Rios and René Garcia

Measuring the diffusion of housing prices across space and over time pp. 213-231

Ryan Brady

The response of prices, sales, and output to temporary changes in demand pp. 232-269

Adam Copeland and George Hall

Stochastic error specification in primal and dual production systems pp. 270-297

Subal Kumbhakar and Mike Tsionas

Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability pp. 298-321

Vanessa Berenguer‐Rico and Josep Lluís Carrion‐i‐Silvestre

Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory pp. 322-343

Orazio Attanasio and Monica Paiella

npRmpi: A package for parallel distributed kernel estimation in R pp. 344-349

Anson Ho, Kim Huynh and David T. Jacho‐Chávez

Volume 26, issue 1, 2011

Hierarchical Markov normal mixture models with applications to financial asset returns pp. 1-29

John Geweke and Gianni Amisano

Default priors and predictive performance in Bayesian model averaging, with application to growth determinants pp. 30-55

Theo Eicher, Chris Papageorgiou and Adrian E. Raftery

A new poolability test for cointegrated panels pp. 56-88

Joakim Westerlund and Wolfgang Hess

Dynamics of worker flows and vacancies: evidence from the sign restriction approach pp. 89-121

Shigeru Fujita

An empirical model of mainframe computer investment pp. 122-150

Sungjin Cho

Estimating intergenerational schooling mobility on censored samples: consequences and remedies pp. 151-166

Monique De Haan and Erik Plug

Mixed logit models: accuracy and software choice pp. 167-172

Jae Bong Chang and Jayson Lusk