Journal of applied econometrics

Volume 29, n° 7, November-December 2014

Editorial

  • CANOVA Fabio, SCHORFHEIDE Frank, VAN DIJK Herman - Introduction to Recent Advances in Methods and Applications for DSGE Models, pp. 1029-1030

Research Articles

  • CURDIA Vasco, DEL NEGRO Marco, GREENWALD Daniel L. - Rare Shocks, Great Recessions, pp. 1031-1052
  • BI Huixin, TRAUM Nora - Estimating Fiscal Limits: The Case of Greece, pp. 1053-1072
  • HERBST Edward, SCHORFHEIDE Frank - Sequential Monte Carlo Sampling for DSGE Models, pp. 1073-1098
  • CANOVA Fabio, FERRONI Filippo, MATTHES Christian - Choosing the Variables to Estimate Singular DSGE Models, pp. 1099-1117
  • FORONI Claudia, MARCELLINO Massimiliano - Mixed-Frequency Structural Models: Identification, Estimation, and Policy Analysis, pp. 1118-1144
  • CALDARA Dario, HARRISON Richard, LIPINSKA Anna - Practical Tools for Policiy Analysis in DSGE Models with Missing Shocks, pp. 1145-1163
  • BASTÜRK Nalan, CAKMAKLI Cem, CEYHAN S. Pinar, VAN DIJK Herman K. - Posterior-Predictive Evidence on US Inflation Using Extended New Keynesian Philipps Curve Models with Non-Filtered Data, pp. 1164-1182
  • KLEIBERGEN Frank, MAVROEIDIS Sophocles - Identification Issues in Limited-Information Bayesian Analysis of Structural Macroeconomic Models, pp. 1183-1209
  • BENATI Luca, LUBIK Thomas A. - Sales, Inventories and Real Interest Rates: A Century of Stylized Facts, pp. 1210-1222

(résumés du n° 7/2014)  

Volume 29, n° 6, September-October 2014

  • HARTLEY Roger, LANOT Gauthier, WALKER Ian - Who really wants to be a millionaire? Estimates of risk aversion from gameshow data, pp. 861-879
  • JOHNSTON David, PROPPER Carol, PUDNEY Stephen, SHIELDS Michael - Child mental health and educational attainment: Multiple observers and the measurement error problem, pp. 880-900
  • CHEN Stacey H., KHAN Shakeeb - Semi-parametric estimation of program impacts on dispersion of potential wages, pp. 901-919
  • HUBER Martin - Identifyinf causal mechanisms (primarily) based on inverse probability weighting, pp. 920-943
  • DE PAULA Áureo, SHAPIRA Gil, TODD Petra E. - How beliefs about HIV Status affect risk behaviors: Evidence from Malawi, pp. 944-964
  • JOHAR Meliyanni, MARUYAMA Shiko - Does coresidence improve an elderly parent's health? pp. 965-983
  • SORENSEN Kenneth L., VEJLIN Rune - Return to experience and initial wage level: Do low wage workers catch up? pp. 984-1006
  • HAUPT Harry, KAGERER Kathrin, STEINER Winfried J. - Smooth quantile-based modeling of brand sales, price and promotional effects from retail scanner panels, pp. 1007-1028

(résumés du n° 6/2014)

Volume 29, n° 5, August 2014

  • VAN DIJK Dick, KOOPMAN Siem Jan, VAN DER WEL Michel, WRIGHT Jonathan H. - Forecasting Interest Rates with Shifting Endpoints, pp. 693–712
  • BERGE Travis J. - Forecasting Disconnected Exchange Rates, pp. 713-735
  • GAGLIANONE Wagner Piazza, LIMA Luiz Renato - Constructing Optimal Density Forecasts from Point Forecast Combinations, pp. 736-757
  • KAUFMANN Hendrik, HEINEN Florian, SIBBERTSEN Philipp - The Dynamics of Real Exchange Rates: A Reconsideration, pp. 758-773
  • HANSEN Peter Reinhard, LUNDE Asger, VOEV Valeri - Realized Beta Grach: A Multivariate Garch Model with Realized Measures of Volatility, pp. 774-799
  • PRONO Todd - The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Triangular Systems, with Applications to Asset Pricing Models that Include a Mismeasured Factor, pp. 800-824
  • SONG Yong - Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model, pp. 825-842
  • GOSPODINOV Nikolay, LKHAGVASUREN Damba - A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains, pp. 842-859

(résumés du n° 5/2014)

Volume 29, n° 4, June-July 2014

  • ABREVAYA Jason, SHEN Shu - Estimation of Censored Panel-Data Models with Slope Heterogeneity, pp. 523-548
  • ORMOSI Peter L. - A Tip of the Iceberg? The Probability of Catching Cartels, pp. 549-566
  • KLEINJANS Kristin J., VAN SOEST Arthur - Rounding, Focal Point Answers and Nonresponse to Subjective Probability Questions, pp. 567-585
  • EREN Ozkan, OZBEKLIK Serkan - Who Benefits from Job Corps? A Distributional Analysis of an Active Labor Market Program, pp. 586-611
  • LEE Soohyung, SHAIKH Azeem M. - Multiple Testing and Heterogeneous Treatment Effects: Re-Evaluating the Effect of PROGRESA on School Enrollment, pp. 612-626
  • WATKINS John G. T., VASNEV Andrey L., GERLACH Richard - Multiple Event Incidence and Duration Analysis for Credit Data Incoporating Non-Stochastic Loan Maturity, pp. 627-648
  • JONES Andrew M., LOMAS James, RICE Nigel - Applying Beta-Type Size Distributions to Healthcare Cost Regressions, pp. 649-670
  • BASU Anirban - Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables: An Application to Evaluating Prostate Cancer Treatments, pp. 671-691
( résumés du n° 4/2014) 

Volume 29, n° 3, April-May 2014

  • HOEVENAARS Roy P. P. M., MOLENAAR Roderick D. J., SCHOTMAN Peter C., STEENKAMP Tom B. M. - Strategic asset allocation for long-term investors: Parameter uncertainty and prior information, pp. 353-376
  • DUNGEY Mardi, OSBORN Denise R. - Modelling large open economies with international linkages: The USA and Euro Area, pp. 377-393
  • WAGENVOORT Rien J. L. M., ZWART Sanne - Uncovering the common risk-free rate in the European Monetary Union, pp. 394-414
  • CLARK Todd E., McCRACKEN Michael W. - Tests of equal forecast accuracy for overlapping models, pp. 415-430
  • EVERAERT Gerdie, POZZI Lorenzo - The predictability of aggregate consumption growth in OECD countries: A panel data analysis, pp. 431-453
  • KILIAN Lutz, MURPHY Daniel P. - The role of inventories and speculative trading in the global market for crude oil, pp. 454-478
  • LÜTKEPOHL Helmut, NETSUNAJEV Aleksei - Disentangling demand and supply shocks in the crude oil market: how to check sign restrictions in structural vars, pp. 479-496
  • TEULINGS Coen N., ZUBANOV Nikolay  - Is economic recovery a myth? Robust estimation of impulse responses, pp. 497-514

Replication Section

  • BALTAGI Badi H., LI Jing - Further evidence on the spatio-temporal model of hous prices in the United States, pp. 515-522

(résumés du n° 3/2014)

Volume 29, n° 2, March 2014

  • CARRO Jesus M., TRAFERRI Alejandra - State dependance and heterogeneity in health using a bis-corrected fixed-effects estimator, pp. 181-207
  • ZIEBARTH Nicolas R., KARLSSON Martin - The effects of expanding the generosity of the statutory sickness insurance system, pp. 208-230
  • KIM Dukpa, OKA Tatsushi - Divorce law reforms and divorce rates in the USA: An interactive fixed-effects approach, pp. 231-245
  • VAN SOEST Arthur, VONKOVA Hana - How sensitive are retirement decisions to financial incentives? A stated preference analysis, pp. 246-264
  • CAMPOLIETI Michele, GEFANG Deborah, KOOP Gary - Time variation in the dynamics of worker flows: Evidence from North America and Europe, pp. 265-290
  • CHANG Dongfeng, SERLETIS Apostolos - The demand for gasoline: evidence from household survey data, pp. 291-313
  • LAROQUE Guy, SALANIE Bernard - Identifyingthe response of fertility to financial incentives, pp. 314-332
  • RESTREPO-TOBON Diego, KUMBHAKAR Subal C. - Enjoying the quiet life under deregulation? Note quite, pp. 333-343
  • MOSER Mathias, HOFMARCHER Paul - Model priors revisited: Interaction terms in BMA growth applications, pp. 344-347
( résumés du n° 2/2014)

Volume 29, n° 1, January-February 2014

  • ESFAHANI Hadi Salehi, MOHADDES Kamiar, PESERAN  M. Hashem - An empirical growth model for major oil exporters, pp. 1-21 (texte)
  • GRAMACY Robert, MALONE Samuel W., HORST Enrique Ter - Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets, pp. 22-41 (texte)
  • DEWACHTER Hans, IANIA Leonardo, LYRIO Marco - Information in the yield curve: A macro-finance approach, pp. 42-64 (texte)
  • JUNGBACKER Borus, KOOPMAN Siem Jan, VAN DER WEL Michel - Smooth dynamic analysis with application to the US term structure of interest rates, pp. 65-90 (texte)
  • BOUCHER Vincent, BRAMOULLE Yann, DJEBBARI Habiba, FORTIN Bernard - Do peers affect student achievement? Evidence from Canada using group size variation, pp. 91-109 (texte)
  • TSIONAS Efthymios G., KUMBHAKAR Subal C. - Firm heterogeneity, persistent and transient techincal inefficiency: A generalized true random-effects model, pp. 110-132 (texte)
  • BANBURA Marta, MODUGNO Michele - Maximum liklihood estimation of factor models on datasets with arbitraty pattern of missing data, pp. 133-160 (texte)
  • MacKINNON James G., NIELSEN Morten Ørregaard - Numerical distribution functions of fractional unit toot and cointegration tests, pp. 161-171 (texte)
  • KLÖßNER Stefan, WAGNER Sven - Exploring all var orderings for calculating spillovers? Yes, we can! - A note on Diebold and Yelmaz (2009), pp. 172-179  (texte)

(résumés du n° 1/2014)
  
 
   

   

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