Journal of applied econometrics 2009

Volume 24, n° 7 (November-December 2009)

Research Articles

  • CHEN Xiaohong, LUDVIGSON Sydney C. - Land of addicts? an empirical investigation of habit-based asset pricing models, pp. 1057-1093
  • BIEWEN Martin - Measuring state dependence in individual poverty histories when there is feedback to employment status and household composition, pp. 1095-1116
  • COSTANIGRO Marco, MITTELHAMMER Ron C., MCCLUSKEY Jill J. - Estimating class-specific parametric models under class uncertainty: local polynomial regression clustering in an hedonic analysis of wine markets, pp. 1117-1135
  • BALCOMBE Kelvin, FRASER Iain - Dichotomous-choice contingent valuation with dont know responses and misreporting, pp. 1137-1152
  • PHILIPS Peter C. B., SUL Donggyu - Economic transition and growth, pp. 1153-1185
  • CLEMENTS Michael P., GALVAO Ana Beatriz - Forecasting US output growth using leading indicators: an appraisal using MIDAS models, pp. 1187-1206

Replication sections

  • HUANG Yongfu - The political economy of financial reform: are Abiad and Mody right?, pp. 1207-1213

(résumés du n° 7/2009)

Volume 24, n° 6 (September-october 2009)

Obituary

  • HENDRY David F. , PESARAN M. Hashem - In memory of Clive Granger: an advisory board member of the journal, pp. 871-873

Research Articles

  • GADEA M. Dolores, MAYORAL Laura - Aggregation is not the solution: the PPP puzzle strikes back, pp. 875-894
  • MUMTAZ Haroon, SURICO Paolo - Time-varying yield curve dynamics and monetary policy, pp. 895-913
  • GLADDEN Tricia, TABER Christopher - The relationship between wage growth and wage levels, pp. 914-932
  • EICKMEIER Sandra - Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model, pp. 933-959
  • MOUNTFORD Andrew, UHLIG Harald - What are the effects of fiscal policy shocks?, pp. 960-992
  • HOCHGUERTEL Stefan, OHLSSON Henry - Compensatory inter vivos gifts, pp. 993-1023
  • LINDEBOOM Maarten, KERKHOFS Marcel - Health and work of the elderly: subjective health measures, reporting errors and endogeneity in the relationship between health and work, pp. 1024-1046
  • COOK Steven - A re-examination of the stationarity of inflation, pp. 1047-1053

(résumés du n° 6/2009)

Volume 24, n° 5 (August 2009)

Research Articles

  • LIU Chun, MAHEU John M. - Forecasting realized volatility: a Bayesian model-averaging approach, pp. 709-733
  • KLEIN Roger, VELLA Francis - A semiparametric model for binary response and continuous outcomes under index heteroscedasticity, pp. 735-762
  • BONHOMME Stéphane, JOLIVET Grégory - The pervasive absence of compensating differentials, pp. 763-795
  • BERGEMANN Annette, FITZENBERGER Bernd, SPECKESSER Stefan - Evaluating the dynamic employment effects of training programs in East Germany using conditional difference-in-differences, pp. 797-823
  • TURNER Paul - Testing for cointegration using the Johansen approach: are we using the correct critical values?, pp. 825-831
  • KOENKER Roger, ZEILEIS Achim - On reproducible econometric research, pp. 833-847

Software Reviews

  • BAIOCCHI Giovanni - PDL: an object-oriented programming environment for econometrics, pp. 849-856

Book Reviews

  • STOYE J. - Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007), pp. 857-862

Announcements

  • PESARAN M. Hashem - The Richard Stone Prize in Applied Econometrics, p. 863

(résumés du n° 5/2009)

Volume 24, n° 4 (June-July 2009)

Research Articles

  • MOHTADI Hamid, MURSHID Antu Panini - Risk of catastrophic terrorism: an extreme value approach, pp. 537-559
  • LIU Qianqiu - On portfolio optimization: How and when do we benefit from high-frequency data?, pp. 560-582
  • CHRISTODOULAKIS G. A., MAMATZAKIS E. C. - Assessing the prudence of economic forecasts in the EU, pp. 583-606
  • BAI Jushan, NG Serena - Boosting diffusion indices, pp. 607-629
  • VILLANI Mattias - Steady-state priors for vector autoregressions, pp. 630-650
  • LEY Eduardo, STEEL Mark F.J. - On the effect of prior assumptions in Bayesian model averaging with applications to growth regression, pp. 651-674
  • ATKINSON Scott E., DORFMAN Jeffrey H. - Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods, pp. 675-697

Software Review

  • CHOIRAT Christine, SERI Raffello - Econometrics with Python, pp. 698-704

(résumés du n° 4/2009)

Volume 24, n° 3 (April-May 2009)

Special Issue: New Econometric Models in Marketing

Research Articles

  • CHINTAGUNTA Pradeep, FRANSES Philip Hans, PAAP Richard - Introduction to the special issue on new econometric models in marketing, pp. 375-376
  • BÖCKENHOLT Ulf, BARLAS Sema, VAN DER HEIJDEN Peter G. M. - Do randomized-response designs eliminate response biases? An empirical study of non-compliance behavior, pp. 377-392
  • CHING Andrew, ERDEM Tülin, KEANE Michael - The price consideration model of brand choice, pp. 393-420
  • CHINTAGUNTA Pradeep, NAIR Harikesh S., SUKUMAR R. - Measuring marketing-mix effects in the 32/64 bit video-game console market, pp. 421-445
  • BÖCKENHOLT Ulf, EBBES Peter, WEDEL Michel Wedel - Frugal IV alternatives to identify the parameter for an endogenous regressor, pp. 446-468
  • FOK Dennis, PAAP Richard - Modeling category-level purchase timing with brand-level marketing variables, pp. 469-489
  • MUSALEM Andrés, BRADLOW Eric T., RAJU Jagmohan S. - Bayesian estimation of random-coefficients choice models using aggregate data, pp. 490-516
  • SÁNDOR Zsolt, FRANSES Philip Hans - Consumer price evaluations through choice experiments,pp. 517-535

(résumés du n° 3/2009)

Volume 24, n° 2 (March 2009)

Research Articles

  • DOPPELHOFER Gernot, WEEKS Melvyn - Jointness of growth determinants, pp. 209-244
  • STRACHAN Rodney W. - Comment on Jointness of growth determinants by Gernot Doppelhofer and Melvyn Weeks, pp. 245-247
  • LEY Eduardo, STEEL Mark F. J. - Comments on Jointness of growth determinants, pp. 248-251
  • DOPPELHOFER Gernot, WEEKS Melvyn - Reply - Jointness of growth determinants: Reply to comments by Rodney Strachan, Eduardo Ley and Mark F.J. Steel, pp. 252-256
  • LI Ji, LEE Lung-Fei - Binary choice under social interactions: an empirical study with and without subjective data on expectations, pp. 257-281
  • MAYNARD Alex, QIU Jiaping - Public insurance and private savings: who is affected and by how much?, pp. 282-308
  • ALAN Sule, ATTANASIO Orazio, BROWNING Martin - Estimating Euler equations with noisy data: two exact GMM estimators, pp. 309-324
  • ASHLEY Richard - Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis, pp. 325-337
  • ROSHOLM Michael, SKIPPER Lars - Is labour market training a curse for the unemployed? Evidence from a social experiment, pp. 338-365

Software Review

  • MEREDITH Evan, RACINE Jeffrey S. - Towards reproducible econometric research: the Sweave framework, pp. 366-374

(résumés du n° 2/2009)

Volume 24, n° 1 (January-February 2009)

Research Articles

  • ENGERS Maxim, HARTMANN Monica, STERN Steven - Annual miles drive used car prices, pp. 1-33
  • BALKE Nathan S., WOHAR Mark E. - Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective, pp. 35-75
  • MARTIN Gael M., REIDY Andrew, WRIGHT Jill - Does the option market produce superior forecasts of noise-corrected volatility measures?, pp. 77-104
  • FENG Guohua, SERLETIS Apostolos - Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions, pp. 105-138
  • CAGGIANO Giovanni, LEONIDA Leone - International output convergence: evidence from an autocorrelation function approach, pp. 139-162
  • PORRO Giuseppe, IACUS Stefano Maria - Random Recursive Partitioning: a matching method for the estimation of the average treatment effect, pp. 163-185
  • BASISTHA Arabinda - Hours per capita and productivity: evidence from correlated unobserved components models, pp. 187-206

(résumés du n° 1/2009)



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