Journal of applied econometrics

Volume 31, n° 7, November-December 2016

  • FURLANETTO Francesco, GROSHENNY Nicolas - Mismatch Shocks and Unemployment During the Great Recession, pp. 1197–1214
  • PRIETO Esteban, EICKMEIER Sandra, MARCELLINO Massimiliano - Time Variation in Macro-Financial Linkages, pp. 1215–1233
  • BECK Guenter W., HUBRICH Kirstin, MARCELLINO Massimiliano - On the Importance of Sectoral and Regional Shocks for Price-Setting, pp. 1234–1253
  • LAHIRI Kajal, MONOKROUSSOS George, ZHAO Yongchen - Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors, pp. 1254–1275
  • CIMADOMO Jacopo, D'AGOSTINO Antonello - Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy, pp. 1276–1290
  • ANUNDSEN André K., GERDRUP Karsten, HANSEN Frank, KRAGH-SØRENSEN Kasper - Bubbles and Crises: The Role of House Prices and Credit, pp. 1291–1311
  • PETTENUZZO Davide, RAVAZZOLO Francesco - Optimal Portfolio Choice Under Decision-Based Model Combinations, pp. 1312–1332
  • DIKS Cees, WOLSKI Marcin - Nonlinear Granger Causality: Guidelines for Multivariate Analysis, pp. 1333–1351
  • BILLIO Monica, CASARIN Roberto, RAVAZZOLO Francesco, VAN DIJK Herman K. - Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model, pp. 1352–1370
  • CUARESMA Jesús Crespo, FELDKIRCHER Martin, HUBER Florian - Forecasting with Global Vector Autoregressive Models: a Bayesian Approach, pp. 1371–1391
  • LANNE Markku, LUOTO Jani - Noncausal Bayesian Vector Autoregression, pp. 1392–1406
  • MALIKOV Emir, KUMBHAKAR Subal C., TSIONAS Mike G. - A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010, pp. 1407–1429
  • POLITO Vito, SPENCER Peter - Optimal Control of Heteroscedastic Macroeconomic Models, pp. 1430–1444
  • BENOIT Dries F., VAN AELST Stefan, VAN DEN POEL Dirk - Outlier-Robust Bayesian Multinomial Choice Modeling, pp. 1445–1466

Replication

  • EVERAERT Gerdie, VIERKE Hauke - Demographics and Business Cycle Volatility: A Spurious Relationship? pp. 1467–1477
  • NONEJAD Nima - Replicating the Results in ‘A New Model of Trend Inflation’ Using Particle Markov Chain Monte Carlo, pp. 1478–1483

(résumés du n° 7/2016)

Volume 31, n° 6, September-October 2016

  • BAILEY Natalia, KAPETANIOS George, PESARAN M. Hashem - Exponent of Cross-Sectional Dependence: Estimation and Inference, pp. 929–960
  • REESE Simon, WESTERLUND Joakim - Panicca: Panic on Cross-Section Averages, pp. 961–981
  • GENGENBACH Christian, URBAIN Jean-Pierre, WESTERLUND Joakim - Error Correction Testing in Panels with Common Stochastic Trends, pp. 982–1004
  • BOLLERSLEV Tim, PATTON Andrew J., WANG Wenjing - Daily House Price Indices: Construction, Modeling, and Longer-run Predictions, pp. 1005–1025
  • CHIB Siddhartha, JACOBI Liana - Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling, pp. 1026–1047
  • SCHEFFEL Eric M. - Accounting for the Political Uncertainty Factor, pp. 1048–1064
  • DIMITRAKOPOULOS Stefanos, KOLOSSIATIS Michalis - State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries, pp. 1065–1082
  • FREY Christoph, MOKINSKI Frieder - Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts, pp. 1083–1099
  • ATHANASOPOULOS George, POSKITT onald S., VAHID Farshid, YAO Wenying - Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations, pp. 1100–1119
  • LEE Soohyung - Effect of Online Dating on Assortative Mating: Evidence from South Korea,  pp. 1120–1139
  • MUKHERJI Arnab, ROYCHOUDHURY Satrajit, GHOSH Pulak, BROWN Sarah - Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model , pp. 1140–1158
  • HERWARTZ Helmut, KLEIN Nadja, STRUMANN Christoph - Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models, pp. 1159–1182
  • CROUSHORE Dean, MARSTEN Katherine - Reassessing the Relative Power of the Yield Spread in Forecasting Recessions, pp. 1183–1191

Replication

  • SAVVA Christos S. - Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth, pp. 1192–1196

(résumés du n° 6/2016)

Volume 31, n° 5, August 2016

  • BLEVINS Jason R. - Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models, pp. 773–804
  • EISENSTAT Eric, STRACHAN Rodney W. - Modelling Inflation Volatility, pp. 805–820
  • KAPETANIOS Georges, KHALAF Lynda, MARCELLINO Massimiliano - Factor-Based Identification-Robust Interference in IV Regressions, pp. 821–842
  • SOKULLU Senay - A Semi-Parametric Analysis of Two-Sided Markets: An Application to the Local Daily Newspapers in the USA, pp. 843–864
  • RUIZ-TAGLE Jaime, VELLA Francis - Borrowing Constraints and Credit Demand in a Developing Economy, pp. 865–891
  • FISHER Lance A., HUH Hyeon-Seung, PAGAN Adrian R. - Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables, pp. 892–911 

Replications

  • KAMHÖFER Daniel A., SCHMITZ Hendrik - Reanalyzing Zero Returns to Education in Germany, pp. 912–919
  • JONES Lauren E., ZIEBARTH Nicolas R. - Successful Scientific Replication and Extension of Levitt (2008): Child Seats are Still No Safer Than Seat Belts, pp. 920–928

(résumés du n° 5/2016)

Volume 31, n° 4, June-July 2016

  • WINKELMANN Lars, BIBINGER Markus, LINZERT Tobias - ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates, pp. 613–629
  • HIROSE Yasuo, INOUE Atsushi - The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model, pp. 630–651
  • MILLIMET Daniel L., ROY Jayjit - Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous, pp. 652–677
  • CHAUDHURI Saraswata, GUILKEY David K. - GMM with Multiple Missing Variables, pp. 678–706
  • HURN A. Stan, SILVENNOIEN Annastiina, TERÄSVIRTA Timo - A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market, pp. 707–733
  • PIATEK Rémi, PINGER Pia -Maintaining (Locus of) Control? Data Combination for the Identification and Inference of Factor Structure Models, pp. 734–755   

Replications

  • XUN Zhou, LUBRANO Michel - Simulation Estimation of Two-tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment, pp. 756–761
  • HANSEN Stephen, McMAHON Michael, SRISUMA Sorawoot - Estimating Bayesian Decision Problems with Heterogeneous Expertise, pp. 762–771

(résumés du n° 4/2016)

Volume 31, n° 3, April-May 2016

  • FIRPO Sergio, PINTO Cristine - Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures, pp. 457–486
  • DAGSVIK John K., JIA Zhiyang - Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification, pp. 487–506
  • ROSSI Barbara, SEKHPOSYAN Tatevik - Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts, pp. 507–532
  • ABEL Joshua, RICH Robert, SONG Joseph, TRACY Joseph - The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters, pp. 533–550
  • CHAN Joshua C. C., KOOP Gary, POTTER Simon M. - A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve, pp. 551–565
  • KLIEM Martin, KRIWOLUZKY Alexander, SARFERAZ Samad - On the Low-Frequency Relationship Between Public Deficits and Inflation, pp. 566–583
  • MORAL-BENITO Enrique - Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity, pp. 584–602

(résumés du n° 3/2016)

Volume 31, n° 2, March 2016

  • HSIEH Chih-Sheng, LEE Lung Fei - A Social Interactions Model with Endogenous Friendship Formation and Selectivity, pp. 301–319
  • SIMONSEN Marianne, SKIPPER Lars, SKIPPER Niels - Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design, pp. 320–337
  • BEARE Brendan K., SCHMIDT Lawrence D. W. - An Empirical Test of Pricing Kernel Monotonicity, pp. 338–356
  • AHELEGBEY Daniel Felix, BILLIO Monica, CASARIN Roberto - Bayesian Graphical Models for Structural Vector Autoregressive Processes, pp. 357–386
  • KELEJIAN Harry H., PIRAS Gianfranco - An Extension of the J-Test to a Spatial Panel Data Framework, pp. 387–402
  • HO Tai-kuang, LAI Cheng-chung - A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression, pp. 403–419
  • BARIGOZZI Matteo, MONETA Alessio - Identifying the Independent Sources of Consumption Variation, pp. 420–449

Replication

  • SPINDLER Martin - Lasso for Instrumental Variable Selection: A Replication Study, pp. 450–454

(résumés du n° 2/2016)

Volume 31, n° 1, January-February 2016  

  • BAI J., BALTAGI B., PESARAN H. - Cross-Sectional Dependence in Panel Data Models: A Special Issue, pp. 1–3

Research Articles

  • DEMETRESCU Matei, HOMM Ulrich - Directed Tests of No Cross-Sectional Correlation in Large-N Panel Data Models, pp. 4–31
  • BHATTACHARJEE Arnab, CASTRO Eduardo, MAITI Taps, MARQUES João - Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets, pp. 32–57
  • GARAITIS Liudas, KAPETANIOS George, WETHERILT Anne, ŽIKEŠ Filip Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market, pp. 58–84
  • VERDIER Valentin - Estimation of Dynamic Panel Data Models with Cross-Sectional Dependence: Using Cluster Dependence for Efficiency, pp. 85–105
  • MIRESTEAN Alin, TSANGARIDES Charalambos G. - Growth Determinants Revisited Using Limited-Information Bayesian Model Averaging, pp. 106–132
  • LEE Lung-fei, YU Jihai - Identification of Spatial Durbin Panel Models, pp. 133–162
  • ANDO Tomohiro, BAI Jushan - Panel Data Models with Grouped Factor Structure Under Unknown Group Membership, pp. 163–191
  • BONEVA Lena, LINTON Oliver, VOGT Michael - The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market, pp. 192–213
  • BALTGI Badi H., EGGER Peter H., KESINA Michaela - Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach, pp. 214–248
  • BAILEY Natalia, HOLLY Sean, PESARAN M. Hashem - A Two-Stage Approach to Spatio-Temporal Analysis with Strong and Weak Cross-Sectional Dependence, pp. 249–280
  • MASTROMARCO Camilla, SERLENGA Laura, SHIN Yongcheol - Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels, pp. 281–297

(résumés du n° 1/2016)

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