Journal of applied econometrics 2010

Volume 25, n° 7 (November-December 2010)

  • BOND Steve, LEBLEBICIOGLU Asli, SCHIANTARELLI Fabio - Capital accumulation and growth: a new look at the empirical evidence, pp.1073–1099
  • TAN Chih Ming - No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development,  pp. 1100–1127
  • JUAREZ Miguel A., STEEL Mark F. J. - Non-Gaussian dynamic Bayesian modelling for panel data, pp. 1128–1154
  • PARK Cheolbeom - How does changing age distribution impact stock prices? A nonparametric approach, pp. 1155–1178
  • MEHTA Aditi, RYSMAN Marc, SIMCOE Tim - Identifying the age profile of patent citations: new estimates of knowledge diffusion, pp. 1179–1204

Replication Section

  • HUYNH  Kim P., JACHO-CHAVEZ David T. - Firm size distributions through the lens of functional principal components analysis, pp. 1211–1214

(résumés du n° 7/2010)   

Volume 25, n° 6 (September-Oktober 2010)

  • DOUGLAS Christopher, HERRERA  Ana María - Why are gasoline prices sticky? A test of alternative models of price adjustment, pp. 903-928
  • PRAT Julien - The rate of learning-by-doing: estimates from a search-matching model, pp. 929-962

  • BLAVATSKYY Pavlo R., POGREBNA Ganna - Models of stochastic choice and decision theories: why both are important for analyzing decisions,  pp. 963–986

  • DE ROOS Nicolas, SARAFIDIS Yianis - Decision making under risk in Deal or No Deal,  pp. 987–1027

  • CLEMENTS  Michael P., HARVEY David I. - Forecast encompassing tests and probability forecasts, pp. 1028-1062

(résumés du n° 6/2010)

Volume 25, n° 5 (August 2010)

Research Articles

  • CANOVA Fabio, LOPEZ-SALIDO David, MICHELACCI Claudio - The effects of technology shocks on hours and output: a robustness analysis, pp. 755-773
  • GUERRON-QUINTANA Pablo A. - What you match does matter: the effects of data on DSGE estimation, pp. 774-804
  • BOSCO Bruno, PARISIO Lucia, PELAGATTIMatteo, BALDI Fabio - Long-run relations in european electricity prices, pp. 805-832
  • JAROCISKI Marek - Responses to monetary policy shocks in the east and the west of Europe: a comparison, pp. 833-868
  • KAPETANIOS George, YATES Tony - Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models, pp. 869-893

Replication Sections

  • HAUPT Harry, SCHNURBUS Joachim,TSCHERNIG Rolf - On nonparametric estimation of a hedonic price function, pp. 894-901

(résumés du n° 5/2010)

Volume 25, n° 4 (June/July 2010)

Special Issue: Forecast Uncertainty in Macroeconomics and Finance

  • CICCARELLI Matteo, HUBRICH Kirstin - Forecast uncertainty: sources, measurement and evaluation, pp. 509-513
  • LAHIRI Kajal, SHENG Xuguang - Measuring forecast uncertainty by disagreement: The missing link, pp. 514-538
  • ALQUIST Ron, KILIAN Lutz - What do we learn from the price of crude oil futures?, pp. 539-573
  • HUBRICH Kirstin, WEST Kenneth D. - Forecast evaluation of small nested model sets, pp. 574-594
  • GIACOMINI Raffaella, ROSSI Barbara - Forecast comparisons in unstable environments, pp. 595-620
  • JORE Anne Sofie, MITCHELL James, VAHEY Shaun P. - Combining forecast densities from VARs with uncertain instabilities, pp. 621-634
  • JORDÀ Òscar, MARCELLINO Massimiliano - Path forecast evaluation, pp. 635-662
  • CAMACHO Maximo, PEREZ-QUIROS Gabriel - Introducing the euro-sting: Short-term indicator of euro area growth, pp. 663-694
  • CREAL Drew, KOOPMAN Siem Jan, ZIVOT Eric - Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter, pp. 695-719
  • EDGE Rochelle M., KILEY Michael T., LAFORTE Jean-Philippe - A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model, pp. 720-754

(résumés du n° 4/2010)

Volume 25, n° 3 (April-May 2010)

Research Articles

  • KELCHTERMANS Stijn, VERBOVEN Frank - Participation and study decisions in a public system of higher education, pp. 355-391
  • HUANG Fali, LEE Myoung-Jae - Dynamic treatment effect analysis of TV effects on child cognitive development, pp. 392-419
  • PENDAKUR Krishna, SPERLICH Stefan - Semiparametric estimation of consumer demand systems in real expenditure, pp. 420-457
  • HENDERSON Daniel J. - A test for multimodality of regression derivatives with application to nonparametric growth regressions, pp 458-480
  • MINIACCI Raffaele, PASTORELLO Sergio - Mean-variance econometric analysis of household portfolios, pp. 481-504

Replication Sections

  • BALTAGI Badi H - Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors, pp. 505-506

(résumés du n° 3/2010)

Volume 25, n° 2 (March 2010)

Research Articles

  • SHEPHARD Neil, SHEPPARD Kevin - Realising the future: forecasting with high-frequency-based volatility (HEAVY) models, pp. 197-231
  • ANDERSEN Torben G., BOLLERSLEV Tim, FREDERIKSEN Per, ORREGAARD NIELSEN Morten - Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns, pp. 233-261
  • DUFOUR Jean-Marie, KHALAF Lynda, BEAULIEU Marie-Claude - Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models, pp. 263-285
  • LANCASTER Tony, JUN Sung Jae - Bayesian quantile regression methods, pp. 287-307
  • KAUFMANN Sylvia - Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data, pp. 309-344

Replication Sections

  • BAO Yong, LO Melody, MIXON Franklin G. JR. - General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles, pp. 345-353

(résumés du n° 2/2010)

Volume 25, n° 1 (January-February 2010)

Special Issue: Model Uncertainty and Macroeconomics

  • DURLAUF Steven N. , VAHEY Shaun P. - Introduction: Model uncertainty and macroeconomics, pp. 1-3
  • CLARK Todd E. , McCRACKEN Michael - Averaging forecasts from VARs with uncertain instabilities, pp 5-29
  • KORENOK Oleg , RADCHENKO Stanislav, SWANSON Norman R. - International evidence on the efficacy of new-Keynesian models of inflation persistence, pp 31-54
  • FUKA Martin , PAGAN Adrian - Limited information estimation and evaluation of DSGE models, pp 55-70
  • BARBURA Marta , GIANNONE Domenico, REICHLIN Lucrezia - Large Bayesian vector auto regressions, pp 71-92
  • JUSTINIANO Alejandro, PRESTON Bruce - Monetary policy and uncertainty in an empirical small open-economy model, pp 93-128
  • EDGE Rochelle M., LAUBACH Thomas, WILLIAMS John C. - Welfare-maximizing monetary policy under parameter uncertainty, pp 129-143
  • ONATSKI Alexei , WILLIAMS Noah - Empirical and policy performance of a forward-looking monetary model, pp 145-176
  • LUBIK Thomas A. , SURICO Paolo - The Lucas critique and the stability of empirical models, pp 177-194
  • PESARAN M. Hashem - Journal of applied econometrics distinguished authors, p 195

(résumé du n°1/2010)

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