Journal Applied Econometrics 2005

DAVIG Troy - Periodically expanding discounted debt: a threat to fiscal policy sustainability?, pp. 829-840
NISHIYAMA Shin-Ichi - The cross-Euler equation approach to intertemporal substitution in import demand, pp. 841-872
HANSEN Peter R. , LUNDE Asger - A forecast comparison of volatility models: does anything beat a GARCH(1,1)?, pp. 873-889
FERNÁNDEZ-VILLAVERDE Jesús, RUBIO-RAMÍREZ Juan F. - Estimating dynamic equilibrium economies: linear versus nonlinear likelihood, pp. 891-910
FERNÁNDEZ-RODRÍGUEZ Fernando, SOSVILLA-RIVERO Simón, ANDRADA_FÉLIX Julián - Testing chaotic dynamics via Lyapunov exponents, pp. 911-930

Book Reviews

LOTT John Jr. - The Bias Against Guns: why almost everything you've heard about gun control is wrong. John Lott Jr., Regnery Publishing, Inc. 2003, 349 pages ; pp.931-942)
Reviewed by John V. PEPPER

RODRÍGUEZ -POÓ J.M., SPERLICH S., FERNÁNDEZ A.I. - Semiparametric Three-Step Estimation Methods for Simultaneous Equation Systems, pp. 699 - 722
KOOP G., POIRIER D.J., TOBIAS J. - Semiparametric Bayesian Inference in Multiple Equation Models, pp. 723 - 748
BACCHIOCCHI E., FANELLI L. - Testing Parity Power Through I(2) Cointegration Techniques, pp. 749 - 770
GONZÁLEZ L. - Nonparametric Bounds on the Returns to Language Skills, pp. 771 - 796
BOSWIJK H.P., DOORNIK J.A. - Distribution Approximations for Cointegration Tests with Exogenous Regressors, pp. 797 - 810
FOK D., van DIJK D., FRANSES P.H. - A Multi-Level Panel STAR Model for US Manufacturing Sectors, pp. 811 - 827

HSIAO C., SHEN Y., FUJIKI H. - Aggregate vs. Disaggregate Data Analysis - A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy, pp. 579 - 602
FAVERO C.A., MARCELLINO M., NEGLIA F. - Principal Components at Work: The Empirical Analysis of Monetary Policy with Large Data Sets, pp. 603 - 620
KIM D.H., OSBORN D.R., SENSIER M. - Nonlinearity in the Fed's Monetary Policy Rule, pp. 621 - 640
EL-GAMAL M.A., INANOGLU H. - Inefficiency and Heterogeneity in Turkish Banking: 1990 - 2000, pp. 641 - 664
PSARADAKIS Z., RAVN M.O., SOLA M. - Markov Switching Causality and the Money-Output Relationship, pp. 665 - 684

Replication Section

ZEILEIS A., KLEIBER C. - Validating Multiple Structural Change Models - A Case Study, pp. 685 - 690

Software Review

FUERTES A.-M., IZZELDIN M., MURPHY A. - A Guided Tour of TSMod 4.03, pp. 691 - 698

MACHADO J.A.F., MATA J. - Counterfactual Decomposition of Changes in Wage Distributions Using Quantile Regression, pp. 445 - 466
GRAMMIG J., HUJER R., SCHEIDLER M. - Discrete Choice Modelling in Airline Network Management, pp. 467 - 486
PENDAKUR Krishna - Semiparametric Estimation of Lifetime Equivalence Scales, pp. 487 - 508
GONG X., van SOEST A., ZHANG R. - The Effects of the Gender of Children on Expenditure Patterns in Rural China: A Semiparametric Analysis, pp. 509 -528
DAS S., MANSKI C.F., MANUSZAK M.D. - Walk or Wait? An Empirical Analysis of Street Crossing Decisions, pp. 529 - 548
LEE M.-J., LEE S.-J. - Analysis of Job-Training Effects on Korean Women, pp. 549 - 562
BOLLINGER C.R., DAVID M.H. - I Didn't tell, and I won't tell: Dynamic Response Error in the SIPP, pp. 563 - 570

Software Review

RAPACH D.E., WOHAR M.E. - Valuation Ratios and Long-Horizon StockPrice Predictability, pp. 327 - 344
SARNO L., VALENTE G. - Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers, pp. 345 - 376
LIM G.C., MARTIN G.M., MARTIN V.L. - Parametric Pricing of Higher Order Moments in S&P500 Options, pp. 377 - 404
SMITH A. - Partially Overlapping Time Series: A New Model for Valatility Dynamics in Commodity Futures, pp. 405 - 422
SPAGNOLO F., PSARADAKIS Z., SOLA M. - Testing the Unbiased Forward Exchange Rate Hypothesis Usinga Markov Switching Model and Instrumental Variables, pp. 423 - 438

Replication Section

CHAN J.C.C. - Replication of the Results in "Learning About Heterogeneity in Returns to Schoolong", pp. 439 - 443

Special Issue: Recent Developments in Business Cycle Analysis

Introduction

van DIJK Dick, van DIJK Herman K., FRANSES Philip Hans - On the dynamics of business cycle analysis: editor's introduction, pp. 147 - 150

Research Articles

HARDING Don, PAGAN Adrian - A suggested framework for classifying the modes of cycle research, pp. 151 - 159
SMETS Frank, WOUTERS Raf - Comparing stocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach, pp. 161 - 183
PEERSMAN Gert - What caused the early millennium slowdown? Evidence based on vector autoregressions , pp. 185-207
JACOBS Jan P.A. M., WALLIS Kenneth F. - Comparing SVARs and SEMs: two models of the UK economy, pp. 209-228
CANOVA Fabio - The transmission of US shocks to Latin America, pp. 229-251
SMITH Penelope A., SUMMERS Peter M. - How well do Markov switching models describe actual business cycles? The case of synchronization, pp. 253-274
CARVALHO Vasco M., HARVEY Andrew C. - Convergence in the trends and cycles of Euro-zone income , pp. 275-289
KIM Chang-Jin, MORLEY James, PIGER Jeremy - Nonlinearity and the permanent effects of recessions, pp. 291-309
KOOPMAN Siem Jan, LUCAS André - Business and default cycles for credit risk , pp. 311-323

COCKS B., DEJEMEPPE M. - Duration Dependance in the Exit Rate Out of Unemployment in Belgium: Is It True or Spurious?, pp. 1 - 24
HERRANZ N., MORA R., RUIZ-CASTILLO J. - An Algorithm to Reduce the Occupational Space in Gender Segregation Studies, pp. 25 - 38
WOOLRIDGE J.M. - Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity, pp. 39 - 54
MAASOUMI E., MILLIMET D.L. - Robust Inference Concerning Recent Trends in US Environmental Quality, pp. 55 - 78
SOLLIS R. - Evidence on Purchasing Power Parity from Univariate Models: The Case of Smooth Transition Trend-Stationarity, pp. 79 - 98
ZEILEIS A., LEISCH F., KLEIBER C., HORNIK K. - Monitoring Structural Change in Dynamic Econometric Models, pp. 99 - 122

Book Review

A Review of Recent Books on Credit Risk, reviewed by T. Schuermann, pp. 123 - 130

Software Review

Bridging the Gap Between Ox and Gauss Using OxGauss, reviewed by S. Laurent and J.-P. Urbain, pp. 131 - 140

Dernière modification le 22.03.2022