Journal of applied econometrics

CIPOLLINI Fabrizio, ENGLE Robert F., GALLO Giampiero M. - Semiparametric vector MEM, pp. 1067-1086
BAUMEISTER Christiane, PEERSMAN Gert - The role of time-varying price elasticities in accounting for volatility changes in the crude oil market, pp. 1087-1109
DOVONON Prosper - DovononConditionally heteroskedastic factor models with skewness and leverage effects, pp. 1110-1137
PREVE Daniel, TSE Yiu-Kuen - Estimation of time-varying adjusted probability of informed trading and probability of symmetric order.flow shock, pp. 1138-1152
ARNI Patricki, LALIVE Rafael, VAN OURS Jan C. - How effective are unemployment benefit sanctions? Looking beyond unemployment exit, pp. 1153-1178
SCHODER Christian, PROANO Christian R., SEMMLER Willi - Are the current account imbalances between EMU countries sustainable? Evidence from parametric and non-parametric tests, pp. 1179-1204
MORAGA-GONZALEZ José Luis, SANDOR Zsolt, WILDENBEEST Matthijs R. - Semi-nonparametric estimation of consumer search costs, pp. 1205-1223

Software Review

DELGADO Michael S., PARMETER Christopher F. - Embarassingly easy embarrassingly parallel processing in R, pp. 1224-1230

ONATSKI Alexei, RUGE-MURCIA Francisco - Factor analysis of a large DSGE Model, pp. 903-928
ANDREASEN Martin M. - Non-linear DSGE models and the central difference Kalman filter, pp. 929-955
BURDA Martin, HARDING Matthew - Panel probit with flexible correlated effects: Quantifying technology spillovers in the presence of latent heterogeneity, pp. 956-981
MILLIMET Daniel L., TCHERNIST Rusty - Estimation of treatment effects without an exclusion restriction: With an application to the analysis of the school breakfast program, pp. 982-1017
KEANE Michael, WASI Nada - Comparing alternative models of heterogeneity in consumer choice behavior, pp. 1018-1045
XU Pai - Nonparametric estimation of entry cost in first-price procurement auctions, pp. 1046-1065

BAUWENS Luc, HAFNER Christian M., PIERRET Diane - Multivariate volatility modeling of electricity futures, pp. 743-761
WRIGHT Jonathan H. - Evaluating real-time var forecasts with an informative democratic prior, pp. 762-776
CREAL drew, KOOPMAN Siem Jan, LUCAS André - Generalized autoregressive score models with applications, pp. 777-795
ERMISCH John, FRANCESCONI Marco - The effect of parental employment on child schooling, p. 796-822
DI PORTO Eduardo, REVELLI Federico -Tax-limited rection functions, pp. 823-839
POLLAK Andreas - Unemployment, human capital depreciation, and unemployment insurance policy, pp. 840-863
LI Shanjun, LIU Yanayn, DEININGER Klaus - How important are endogeneous peer effects in group lending? Estimating a static game of incomplete information, pp. 864-882
ARIN K. Peren, BERLEMANN Michael, KORAY Faik, KUHLENKASPER Torben - Nonlinear growth effects of taxation: a semi-parametric approach using average marginal tax rates, pp. 883-899

GOLDMAN Dana, MAESTAS Nicole - Medical expenditure risk and household portfolio choice, pp. 527-550
LI QI, OUYANG Desheng, RACINE Jeffrey S. - Categorical semiparametric varying-coefficient models, pp. 551–579
MITCHELL James, SMITH Richard J., WEALE Martin R. - Efficient aggregation of panel qualitative survey data, pp. 580-603
CALIENDO Marco, TASIRAMOS Konstantinos, UHLENDORFF Arne - Benefit duration, unemployment duration and job match quality: A regression-discontinuity approach, pp. 604-627
HUMLUM Maria Knoth, VEJLIN Rune Majlund - The responses of youth to a cash transfer conditional on schooling: A quasi-experimental study, pp. 628-649
HENRY Marc, MOURIFIE Ismael - Euclidean revealed preferences: Testing the spatial voting model, pp. 650-666
AMISANO Gianni, GIORGETTI Maria Letizia - Entry into pharmaceutical submarkets: A bayesian pane probit analysis, pp. 667-701
FELL Harrison, HAYNIE Alan C. - Spatial competition with changing market institutions, pp. 702-719
CUARESMA Jesús Crespo, FELDKIRCHER Martin - Spatial filtering, model uncertainty and the speed of income convergence in Europe, pp. 720-741

WEI Min, WRIGHT Jonathan H. - Reverse regressions and long-horizon forecasting, pp. 353-371
CASTGANETTI Carolina, ROSSI Eduardo - Euro corporate bond risk factors, pp. 372-391
KUZIN Vladimir, MARCELLINO Massimiliano, SCHUMACHER Christian - Pooling versus model selection for nowcasting GDP with many predictors empirical evidence for six industrialized countries, pp. 392-411
FOMBY Thomas, IKEDA Yuki, LOYAZA Norman V. - The growth aftermath of natural disasters, pp. 412-434
CHORTAREAS Georgios, KAPETANIOS George - How puzzling is the PPP puzzle? An alternative halve-life measure of convergence to OOO, pp. 435-457
CLEMENTS Michael P., GALVAO Ana Beatriz - Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions, pp. 458-477
DOH Taeyoung - Long-run risks in the term structure of interest rates: Estimation, pp. 478-497
MUMTAZ Haroon, SUNDER-PLASSMANN Laura - Time-varying dynamics of the real exchange rate: an empirical analysis, pp. 498-525

KOOP Gary M. - Forecasting with Medium and Large Bayesian VARS, pp. 177–203
KOROBILIS Dimitris - VAR Forecasting using Bayesian Variable Selection, pp. 204-230
FAGAN Gabriel, LOTHIAN James R., McNELIS Paul D. - Was the gold standard really destabilizing? pp. 231-249
GROEN Jan J. J., KAPETANIOS George, PRICE Simon - Mutlivariate methods for monitoring structural change, pp. 250-274
VAN DER KLAAUW Bas, VAN OURS Jan C. - Carrot and Stick: How Re-employment Bonuses and Benefit Sanctions Affect Exit Rates from Welfare, pp. 275-296
HONG Seung-Hyun - Measuring the effect of napster on recorded music sales: difference-in-differences estimates under compositional changes, pp. 297-324
RICHARDSON Katarina, VAN DEN BERG Gerard J. - Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment, pp. 325-351

DOBBELAERE Sabien, MAIRESSE Jacques - Panel data estimates of the production function and product and labor market imperfections, pp. 1–46
SEMYKINA Anastasia, WOOLDRIDGE Jeffrey M. - Estimation of dynamic panel data models with sample selection, pp. 47–61
JOCHMANN Markus, KOOP Gary, LEON-GONZALEZ Roberto, STRACHAN Rodney W. - Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy, pp. 62–81
D'AGOSTINO Antonello, GAMBETTI Luca, GIANNONE Domenico - Macroeconomic forecasting and structural change, pp. 82–101
SHENG Liugang - Did China diversify its foreign reserves? pp. 102–125
BRÜCKNER Markus - On the simultaneity problem in the aid and growth debate, pp. 126–150
DRAKOS Konstantinos, KONSTANTINOU Panagiotis Th. - Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty, pp. 151–165

Replication

DECONINCK Koen, VERPOORTEN Marijke - Narrow and scientific replication of ‘The slave trade and the origins of mistrust in Africa', pp. 166–169

Dernière modification le 22.03.2022