Journal of applied econometrics

Volume 30, n° 7, November-December 2015

  • AASTVEIT Knut Are, BJORNLAND Hilde C., THORSRUD Leif Anders - What Drives Oil Prices? Emerging Versus Developed Economies, pp. 1013–1028
  • BOERO Gianna, SMITH Jeremy, WALLIS Kenneth F. - The Measurement and Characteristics of Professional Forecasters' Uncertainty, pp. 1029–1046
  • FERRARESI Tommaso, ROVENTINI Andrea, FAGIOLO Giorgio - Fiscal Policies and Credit Regimes: A TVAR Approach, pp. 1047–1072
  • CAMACHO Maximo, PEREZ-QUIROS Gabriel, PONCELA Pilar - Extracting Nonlinear Signals from Several Economic Indicators, pp. 1073–1089
  • CONRAD Christian, LOCH Karin - Anticipating Long-Term Stock Market Volatility, pp. 1090–1114
  • HU Xuequn, MUNKIN Murat K., TRIVEDI Pravin K. - Estimating Incentive and Selection Effects in the Medigap Insurance Market: An Application with Dirichlet Process Mixture Model, pp. 1115–1143
  • HUBER Martin, MELLY Blaise - A Test of the Conditional Independence Assumption in Sample Selection Models, pp. 1144–1168
  • ELDER Todd E., GOLDEERIS John H., HAIDER Steven J. - Isolating the Roles of Individual Covariates in Reweighting Estimation, pp. 1169–1191
  • DE GRAEVE Ferre, WALENTIN Karl - Refining Stylized Facts from Factor Models of Inflation, pp. 1192–1209
  • YIN Xiangkang, ZHAO Jing - A Hidden Markov Model Approach to Information-Based Trading: Theory and Applications, pp. 1210–1234

(résumés du n° 7/2015)

Volume 30, n° 6, September-October 2015

  • CAVALCANTI Tiago V. De V., MOHADDES Kamiar, RAISSI Mehdi - Commodity Price Volatility and the Sources of Growth, pp. 857–873
  • KIM Hyeongwoo, FUJIWARA Ippei, HANSEN Bruce E., OGAKI Masao - Purchasing Power Parity and the Taylor Rule, pp. 874–903
  • PELAGATTI Matteo, COLOMBO Emilio - On the Empirical Failure of Purchasing Power Parity Tests, pp. 904–923
  • CADTERLNUOVO Efrem, FANELLI Luca - Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test, pp. 924–947
  • WAGNER Martin - The Environmental Kuznets Curve, Cointegration and Nonlinearity, pp. 948–967
  • ANZUINI Alessio, PAGANO Patrizio, PISANI Massimiliano - Macroeconomic Effects of Precautionary Demand for Oil, pp. 968–986
  • HEVIA Constantino, GONZALEZ-ROZADA Martin, SOLA Martin, SPAGNOLO Fabio - Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model, pp. 987–1009

Replication

  • KULAKSIZOGLU Tamer - Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication, p. 1010

(résumés du n° 6/2015)

Volume 30, n° 5, August 2015

  • MA Shujie, RACINE Jeffrey S., YANG Lijian - Spline Regression in the Presence of Categorical Predictors, pp. 705–717
  • FRÖLICH Markus, LECHNER Michael - Combining Matching and Nonparametric Instrumental Variable Estimation: Theory and An Application to the Evaluation of Active Labour Market Policies, pp. 718–738
  • HICKMAN Brent R., HUBBARD Timothy P. - Replacing Sample Trimming with Boundary Correction in Nonparametric Estimation of First-Price Auctions, pp. 739–762
  • UYSAL S. Derya - Doubly Robust Estimation of Causal Effects with Multivalued Treatments: An Application to the Returns to Schooling, pp. 763–786
  • GIVORD Pauline, WILNER Lionel - When Does the Stepping-Stone Work? Fixed-Term Contracts Versus Temporary Agency Work in Changing Economic Conditions, pp. 787–805
  • BHAT Chandra R., PALETI Rajesh, CASTRO Marisol - A New Utility-Consistent Econometric Approach to Multivariate Count Data Modeling, pp. 806–825
  • MASTROMARCO Camilla, SIMAR Léopold - Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis, pp. 826–847
( résumés du n° 5/2015)

Volume 30, n° 4, June-July 2015

  • AUTOR David H., DORN David, HANSON Gordon H. - Untangling Trade and Technology: Evidence from Local Labour Markets, pp. 621–646
  • BLOOM Nicholas, LEMOS Renata, SADUN Raffaella, VAN REENEN John - Does Management Matter in schools? pp. 647–674
  • PASSARI Evgenia, REY Hélène - Financial Flows and the International Monetary System, pp. 675–698
  • EGGER Peter H., LASSMANN Andrea - The Causal Impact of Common Native Language on International Trade: Evidence from a Spatial Regression Discontinuity Design, pp. 699–745
  • CAGGIANO Giovanni, CASTELNUOVO Efrem, COLOMBO Valentina, NODARI Gabriela - Estimating Fiscal Multipliers: News From A Non-linear World, pp. 746–776
  • D'EXELLE Ben, VERSCHOOR Arjan - Investment Behaviour, Risk Sharing and Social Distance, pp. 777–802
  • CARLUCCIO Juan, FOUGERE Denis, GAUTIER Erwan - Trade, Wages and Collective Bargaining: Evidence from France, pp. 803–837
  • HANSEN Casper Worm, LONSTRUP Lars - The Rise in Life Expectancy and Economic Growth in the 20th Century, pp. 838–852
  • BINSWANGER Johannes, OECHSLIN Manuel - Disagreement and Learning about Reforms, pp. 853–886
  • PARAKHONYAK Alexei, SOBOLEV Anton - Non-Reservation Price Equilibrium and Search without Priors, pp. 887–909

(résumés du n° 4/2015)

Volume 30, n° 3, April-May 2015

  • BURDA Martin, HARDING Matthew, HAUSMAN Jerry - A Bayesian Semiparametric Competing Risk Model with Unobserved Heterogeneity, pp. 353–376
  • CORSI Fulvio, PELUSO Stefano, AUDRINO Francesco - Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation, pp. 377–397
  • GAYNOR Martin S., KLEINER Samuel A., VOGT William B. - tAnalysis of Hospital Production: An Output Index Approach, pp. 398–421
  • DONG Yingying - Regression Discontinuity Applications with Rounding Errors in the Running Variable, pp. 422–446
  • BALCOMBE Kelvin, FRASER Iain, McSORLEY Eugene - Visual Attention and Attribute Attendance in Multi-Attribute Choice Experiments, pp. 447–467
  • BERLEMANN Michael, ENKELMANN Sören, KUHLENKASPER Torben - Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach, pp. 468–486
  • BATTISTIN Erich, DE NADAI Michele - Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures, pp. 487–508
  • BALTAGI Badi H., BRESSON Georges, ETIENNE Jean-Michel - Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects, pp. 509–528

(résumés du n° 3/2015)

Volume 30, n° 2, March 2015

  • CALDERON César, MORAL-BENITO Enrique, SERVEN Luis - Is infrastructure capital productive? A dynamic heterogeneous approach, pp. 177–198
  • LUCIANI Matteo - Monetary Policy and the Housing Market: A Structural Factor Analysis, pp. 199–218
  • SALA Luca - Dsge Models in the Frequency Domains, pp. 219–240
  • CANOVA Fabio, SCHLAEPFER Alain - Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles? pp. 241–262
  • HAUTSCH Nikolaus, KYJ Lada M., MALEC Peter - Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? pp. 263–290
  • BOCART Fabian Y. R. P., HAFNER Christian M. - Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market, pp. 291–312
  • SANROMAN Graciela - nCost and Preference Heterogeneity in Risky Financial Markets,  pp. 313–332
  • SIIKAMÄKI Juha, LARSON Douglas M. - Finding Sensitivity to Scope in Nonmarket Valuation, pp. 333–349

Replication

  • BOTTASSO Anna, CASTAGNETTI Carolina, CONTI Maurizio - R&D, Innovation and Knowledge Spillovers: A Reappraisal of Bottazzi and Peri (2007) in the Presence of Cross-Sectional Dependence, pp. 350–352

(résumés du n° 2/2015)

Volume 30, n° 1, January-February 2015

  • BANERJEE Anindya, CARRION-I-SILVESTRE Josep Lluís - Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence, pp. 1–23 (texte)
  • TRAUM Nora, YANG Shu-Chun S. - When Does Government Debt Crowd Out Investment? pp. 24–45 (texte)
  • CARRIERO Andrea, CLARK Todd E., MARCELLINO Massimiliano - Bayesian VARs: Specification Choices and Forecast Accuracy, pp. 46–73 (texte)
  • WOLTERS Maik H. - Evaluating Point and Density Forecasts of DSGE Models, pp. 74–96 (texte)
  • KRIPPNER Leo - A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models, pp. 97–118 (texte)
  • PERRON Pierre, YAMAMOTO Yohei - Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors, pp. 119–144 (texte)
  • ANUNDSEN André K. - Econometric Regime Shifts and the US Subprime Bubble, pp. 145–169 (texte)

Replication

  • BRZEZINSKI Michal - Relative Risk Aversion and Power-Law Distribution of Macroeconomic Disasters, pp. 170–175 (texte)

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