Journal of Applied Econometrics

1986 - 2025

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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The informativeness of estimation moments pp. 797-813: Bo Honoré, Thomas Jørgensen and Aureo de Paula
Direct and indirect effects of continuous treatments based on generalized propensity score weighting pp. 814-840: 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: Christian Belzil and Jorgen Hansen
Testing for correlation in error‐component models pp. 860-878: Koen Jochmans
Testing for overconfidence statistically: A moment inequality approach pp. 879-892: Yanchun Jin and Ryo Okui
Who benefits from privileged peers? Evidence from siblings in schools pp. 893-916: Marco Bertoni, Giorgio Brunello and Lorenzo Cappellari
Average treatment effects for stayers with correlated random coefficient models of panel data pp. 917-939: Valentin Verdier
Perceived and actual option values of college enrollment pp. 940-959: 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: Yana Petrova and Joakim Westerlund

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

Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments pp. 481-504: Hans Fricke, Markus Frölich, Martin Huber and Michael Lechner
A distributional synthetic control method for policy evaluation pp. 505-525: Yi‐Ting Chen
Comparing econometric methods to empirically evaluate activation programs for job seekers pp. 526-547: 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: Mohitosh Kejriwal, Xiaoxiao Li and Evan Totty
Family planning in a life‐cycle model with income risk pp. 567-586: Mette Ejrnæs and Thomas Jørgensen
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations pp. 587-613: Norman Swanson, Weiqi Xiong and Xiye Yang
Is deflation costly after all? The perils of erroneous historical classifications pp. 614-628: Daniel Kaufmann
Forecasting stock returns with model uncertainty and parameter instability pp. 629-644: 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: Marcin Błażejowski, Pawel Kufel and Jacek Kwiatkowski

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

Assessing international commonality in macroeconomic uncertainty and its effects pp. 273-293: Andrea Carriero, Todd Clark and Massimiliano Marcellino
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models pp. 294-314: Matthew Harding, Carlos Lamarche and Mohammad Pesaran
Estimation of average treatment effects using panel data when treatment effect heterogeneity depends on unobserved fixed effects pp. 315-327: Shosei Sakaguchi
Mixed causal–noncausal autoregressions with exogenous regressors pp. 328-343: 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: Antoine Djogbenou

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

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