Journal of Applied Econometrics

ENGELBERG Joseph, MANSKI Charles F., WILLIAMS Jared - Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition, pp. 1059–1078
GOBILLON Laurent, MAGNAC Thierry, SELOD Harris - The effect of location on finding a job in the Paris region, pp. 1079–1112
CAMPBELL Jeffrey R. - Competition in large markets, pp. 1113–1136
VAN OURS Jan C., WILLIAMS Jenny - Cannabis use and mental health problems, pp. 1137–1156
BRETTEVILLE-JENSEN Anne Line, JACOBI Liana - Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use, pp. 1157–1186
DAVIS Lucas W., KILIAN Lutz - Estimating the effect of a gasoline tax on carbon emissions (pages 1187–1214)

Replication Section

GOMES Fábio Augusto Reis, PAZ Lourenço S. - Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak, pp. 1215–1216

LAHAYE Jérôme, LAURENT Sébastien, NEELY Christopher J. - Jumps, cojumps and macro announcements, pp. 893–921
CHIRIAC Roxana, VOEV Valeri - Modelling and forecasting multivariate realized volatility, pp. 922–947
EHRMANN Michael, FRATZSCHER Marcel, RIGOBON Roberto - Stocks, bonds, money markets and exchange rates: measuring international financial transmission, pp. 948–974
SENYUZ Zeynep - Factor analysis of permanent and transitory dynamics of the US economy and the stock market, pp. 975–998
AUDRINO Francesco, MEDEIROS Marcelo C. - Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging, pp. 999–1022
MITCHELL James, WALLIS Kenneth F. - Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness, pp. 1023–1040

Replication Sections

CUARESMA Jesus Crespo - How different is Africa? A comment on Masanjala and Papageorgiou, pp. 1041–1047
PAPAGEORGIOU Chris - How to use interaction terms in BMA: Reply to Crespo Cuaresma's comment on Masanjala and Papageorgiou (2008), pp. 1048–1050
ROPPONEN Olli - Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000), pp. 1051–1057

BAI Jushan, WANG Peng - Conditional Markov chain and its application in economic time series analysis, pp. 715-734
CARRIERO Andrea, KAPETANIOS George, MARCELLINO Massimiliano - Forecasting large datasets with Bayesian reduced rank multivariate models, pp. 735-761
FANELLI Luca, PALOMBA Giulio - Simulation-based tests of forward-looking models under VAR learning dynamics, pp. 762-782
GIUSTINELLI Pamela - Non-parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns, pp. 783-824
KHWAJA Ahmed, PICONE Gabriel, SALM Martin, TROGDON Justin G. - 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
CHANG Sheng-Kai - Simulation estimation of two-tiered dynamic panel Tobit models with an application to the labor supply of married women, pp. 854-871

Replication Sections

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

Software Reviews

Errata

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

JONES Andrew M., SCHURER Stefanie - How does heterogeneity shape the socioeconomic gradient in health satisfaction? pp. 549–579
ECKSTEIN Zvi, GE Suqin, PETRONGOLO Barbara - Job and wage mobility with minimum wages and imperfect compliance, pp. 580–612
DAGSVIK John K., HAEGELAND TorbjØrn, RAKNERUD Arvid - Estimating the returns to schooling: a likelihood approach based on normal mixtures, pp. 613–640
MICHAUD Pierre-Carl, TATSIRANOS Konstantinos - Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions, pp. 641–668
BIEN Katarzyna, NOLTE Ingmar, POHLMEIER Winfried - An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics, pp. 669–707

Replication Sections

SUN Kai, HENDERSON Daniel J., KUMBHAKAR Subal C. - Biases in approximating log production, pp. 708–714

BELLMARE Charles, MANSKI Charles F - Introduction: ‘Measurement and analysis of subjective expectations’, pp. 351
DOMINITZ Jeff, MANSKI Charles F. - Measuring and interpreting expectations of equity returns, pp. 352–370
GOURET Fabian, HOLLARD Guillaume - When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns, pp. 371–392
HUDOMIET Péter, KEZDI Gábor, WILLIS Robert J. - Stock market crash and expectations of American households, pp. 393–415
HURD Michael, VAN ROOIJ Maarten, WINTER Joachim - Stock market expectations of dutch households, pp. 416–436
BELLEMARE Charles, SEBALD Alexander, STROBEL Martin - Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models, pp. 437–453
DE BRUIN Wändi Bruine, MANSKI Charles F., TOPA Giorgio, VAN DER LAAUW Wilbert - Measuring consumer uncertainty about future inflation (pages 454–478)
DELAVANDE Adeline, GINE Xavier, McKENZIE David - Eliciting probabilistic expectations with visual aids in developing countries: how sensitive are answers to variations in elicitation design? pp. 479–497
DELAVANDE Adeline, ROHWEDDER Susann - Individuals' uncertainty about future social security benefits and portfolio choice, pp. 498–519
ZAFAR Basit - Can subjective expectations data be used in choice models? evidence on cognitive biases, pp. 520–544

Article

PESARAN M. Hashem - Journal of Applied Econometrics distinguished authors, pp. 545–546
Journal of Applied Econometrics dissertation prize, p. 547

KIEFER Nicholas M. - Default estimation, correlated defaults, and expert information, pp. 173-192
DE LOS RIOS Antonio, GARCIA René - Assessing and valuing the nonlinear structure of hedge fund returns, pp.193–212
BRADY Ryan R. - Measuring the diffusion of housing prices across space and over time, pp. 213-231
COPELAND Adam, HALL George - The response of prices, sales, and output to temporary changes in demand, pp. 232–269

Article

KUMBHAKAR Subal C., TSIONAS Efthymios G. - Stochastic error specification in primal and dual production systems, pp. 270–297
BERENGUER-RICO Vanessa, CARRION-I-SILVESTRE Josep Lluís - Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability, pp.298–321
ATTANASIO Orazio P., PAIELLA Monica - Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory, pp. 322–343

GEWEKE John, AMISANO Gianni - Hierarchical Markov normal mixture models with applications to financial asset returns, pp. 1–29
EICHER Theo S., PAPAGEORGIOU Chris, RAFTERY Adrian E. - Default priors and predictive performance in Bayesian model averaging, with application to growth determinants, pp. 30–55
WESTERLUND Joakim, HESS Wolfgang - A new poolability test for cointegrated panels, pp. 56–88
FUJITA Shigeru - Dynamics of worker flows and vacancies: evidence from the sign restriction approach, pp. 89–121
CHO Sung-Jin - An empirical model of mainframe computer investment, pp. 122–150
DE HAAN M, PLUG E. - Estimating intergenerational schooling mobility on censored samples: consequences and remedies, pp. 151–166
CHANG Jae Bong, LUSK Jayson L. - Mixed logit models: accuracy and software choice, pp. 167–172

Dernière modification le 22.03.2022