Journal of applied econometrics

Volume 32, n° 7, November-December 2017

  • LEE Sokbae, OKUI Ryo, WHANG Yoon-Jae - Doubly robust uniform confidence band for the conditional average treatment effect function, pp. 1207–1225
  • BONEVA Lena, LINTON Oliver - A discrete-choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance, pp. 1226–1243
  • FERNHOLZ Ricardo T. - Nonparametric methods and local-time-based estimation for dynamic power law distributions, pp. 1244–1260
  • FRANCIS Neville, OWYANG Michael T., SAVASCIN Ozge - An endogenously clustered factor approach to international business cycles, pp. 1261–1276
  • CHAN Joshua C.C., EISENSTAT Eric - Efficient estimation of Bayesian VARMAs with time-varying coefficients, pp. 1277–1297
  • OPSCHOOR Anne, VAN DIJK Dick, VAN DER WEL Michel - lCombining density forecasts using focused scoring rules, pp. 1298–1313
  • HUMMEL Patrick, McAFEE R. Preston - Loss functions for predicted click-through rates in auctions for online advertising, pp. 1314–1328
  • MALIKOV Emir, ZHAO Shunan, KUMBHAKAR Subal C. - Economies of diversification in the US credit union sector, pp. 1329–1347
  • MACHADO Cecilia - Unobserved selection heterogeneity and the gender wage gap, pp.  1348–1366

(résumés du n° 7/2017)

Volume 32, n° 6, September-October 2017

  • ALTVILLA Carlo, GIACOMINI Raffaella, RAGUSA Giuseppe - Anchoring the yield curve using survey expectations, pp. 1055–1068
  • BANERJEE Anindya, MARCELLINO Massimiliano, MASTEN Igor - Structural FECM: Cointegration in large-scale structural FAVAR models, pp. 1069–1086
  • FOSTEN Jack - Model selection with estimated factors and idiosyncratic components,  pp. 1087–1106
  • HEINEMANN Alexander - Efficient estimation of factor models with time and cross-sectional dependence, pp. 1107–1122
  • KAUFMANN Sylvia, SCHUMACHER Christian - Identifying relevant and irrelevant variables in sparse factor models, pp. 1123–1144
  • JUSELIUS Katarina, ASSENMACHER Katrin - Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US, pp. 1145–1155
  • TODA Alexis Akira, WALSH Kieran James - Fat tails and spurious estimation of consumption-based asset pricing models, pp. 1156–1177
  • CATANIA Leopoldo, BILLÉ Anna Gloria - Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances, pp. 1178–1196

Replications

  • ASALI Muhammad, ABU-QARN Aamer S., BEENSTOCK Michael - The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models, pp.  1197–1205

(résumés du n° 6/2017)

Volume 32, n° 5, August 2017

  • AASTVEIT Knut Are Aastveit, Andrea Carriero, Todd E. Clark and Massimiliano MarcellinoHave Standard VARS Remained Stable Since the Crisis? pp. 931–951
  • ALTAVILLA Carlo, GIANNONE Domenico - The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data, pp. 952–964
  • HUR Joonyoung - Monetary Policy and Asset Prices: A Markov-Switching DSGE Approach,  pp. 965–982
  • GARDEAZABAL Javier, VEGA-BAYO Ainhoa - An Empirical Comparison Between the Synthetic Control Method and HSIAO et al.'s Panel Data Approach to Program Evaluation, pp. 983–1002
  • BARRA István, HOOGERHEIDE Lennart, KOOPMAN Siem Jan, LUCAS André - Joint Bayesian Analysis of Parameters and States in Nonlinear non-Gaussian State Space Models, pp. 1003–1026

Replications

  • CHU Chi-Yang, HENDERSON Daniel J., WANG Le - The Robust Relationship Between US Food Aid and Civil Conflict, pp. 1027–1032
  • SUMMERS Peter M. - Credit Booms Gone Bust: Replication of Schularick and Taylor (AER 2012), pp. 1033–1038
  • SCHNURBUS Joachim, HAUPT Harry, MEIER Verena - Economic Transition and Growth: A Replication, pp. 1039–1042
  • COLVIN Christopher L., McCRACKEN Matthew - Work Ethic, Social Ethic, no Ethic: Measuring the Economic Values of Modern Christians, pp. 1043–1053

(résumés du n° 5/2017)

Volume 32, n° 4, June-July 2017

  • MILLIMET Daniel L. , McDONOUGH Ian K. - Dynamic Panel Data Models With Irregular Spacing: With an Application to Early Childhood Development, pp. 725–743
  • GOUEL Christophe, LEGRAND Nicolas - Estimating the Competitive Storage Model with Trending Commodity Prices, pp. 744–763
  • GAMBETTI Luca, MUSSO Alberto - Loan Supply Shocks and the Business Cycle, pp. 764–782
  • AASTVEIT Knut Are, FORONI Claudia, RAVAZZOLO Francesco - Density Forecasts With Midas Models, pp. 783–801
  • DROUMAGUET Matthieu, WARNE Anders, WOZNIAK Tomasz - Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods, pp. 802–818
  • EVERAERT Gerdie, POZZI Lorenzo, SCHOONACKERS Ruben - On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA, pp. 819–840
  • JAMES Jonathan - MM Algorithm for General Mixed Multinomial Logit Models, pp. 841–857
  • VAN VUUREN Aico - Using a Structural-Form Model to Analyze the Impact of Home Ownership on Unemployment Duration, pp. 858–876
  • LIMA Luiz Renato, MENG Fanning - Out-of-Sample Return Predictability: A Quantile Combination Approach, pp. 877–895
  • NOWAK Adam, SMITH Patrick - Textual Analysis in Real Estate, pp. 896–918

Replications

  • ALBERGARIA Matheus, FÁVERO Luiz Paulo - Narrow Replication of Fisman and Miguel's (2007a) ‘Corruption, Norms, and Legal Enforcement: Evidence from Diplomatic Parking Tickets’, pp. 919–922
  • SANSO-NAVARRO Marcos, VERA-CABELLO Maria, XIMÉMEZ-DE-EMBÚN Domingo P. -
    Human Capital Spillovers and Regional Development, pp. 923–930

(résumés du n° 4/2017)

Volume 32, n° 3, April-May 2017

  • ERTUR Cem, MUSOLESI Antonio - Weak and Strong Cross-Sectional Dependence: A Panel Data Analysis of International Technology Diffusion, pp. 477–503
  • MANEESOONTHORN Worapree, FORBES Catherine S., MARTIN Gael M. - Inference on Self-Exciting Jumps in Prices and Volatility Using High-Frequency Measures, pp. 504–532
  • CLARK Todd E., McCRACKEN Michael W. - Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting, pp. 533–553
  • WESTERLUND Joakim, KARABIYIK Hande, NARAYAN Paresh - Testing for Predictability in panels with General Predictors, pp. 554–574
  • GU Jiaying, KOENKER Roger - Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data, pp. 575–599
  • LIESENFELD Roman, RICHARD Jean-François, VOGLER Jan - Likelihood-Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes, pp. 600–620
  • KRAUSE Melanie - The Millennium Peak in Club Convergence: A New Look at Distributional Changes in The Wealth of Nations, pp. 621–642
  • GERRITSEN Sander, PLUG Erik, WEBBINK Dinand - Teacher Quality and Student Achievement: Evidence from a Sample of Dutch Twins, pp. 643–660
  • WRENN Douglas H., KLAIBER H. Allen, NEWBURN David A. - Confronting Price Endogeneity in a Duration Model of Residential Subdivision Development, pp. 661–682
  • PROIETTI Tommaso, MARCZAK Martyna, MAZZI Gianluigi - Euromind- D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area, pp. 683–703
  • FÈVE Patrick, SAHUC Jean-Guillaume - In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area, pp. 704–718

Replication

  • LUNDBERG Alexander L., HUYNH Kim P., JACHO-CHÁVEZ David T. - Income and Democracy: A Smooth Varying Coefficient Redux, pp. 719–724

(résumés du n° 3/2017)

Volume 32, n° 2, March 2017

  • MACKINNON James G., WEBB Matthew D. - Wild Bootstrap Inference for Wildly Different Cluster Sizes, pp. 233–254
  • KULISH Mariano, PAGAN Adrian - Estimation and Solution of Models with Expectations and Structural Changes, pp. 255–274
  • BAUMEISTER Christiane, KILIAN Lutz, LEE Thomas K. - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump, pp. 275–295
  • SCHWAAB Bernd, KOOPMAN Siem Jan, LUCAS André - Global Credit Risk: World, Country and Industry Factors, pp. 296–317
  • GRASSI Stefano, NONEJAD Nima, DE MAGISTRIS Paolo Santucci - Forecasting With the Standardized Self-Perturbed Kalman Filter, pp. 318–341
  • HARDING Matthew, LAMARCHE Carlos- Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences, pp. 342–358
  • WARD Felix - Spotting the Danger Zone: Forecasting Financial Crises With Classification Tree Ensembles and Many Predictors, pp. 359–378
  • RUGE-MURCIA Francisco - Skewness Risk and Bond Prices, pp. 379–400
  • DAHLHAUS Tatjana - Conventional Monetary Policy Transmission During Financial Crises: An Empirical Analysis, pp. 401–421
  • ELHORST J. Pau, HEIJNEN Pim, SAMARINA Anna, JACOBS Jan P. A. M. - Transitions at Different Moments in Time: A Spatial Probit Approach, pp. 422–439
  • AVDIC Daniel, JOHANSSON Per - Absenteeism, Gender and the Morbidity–Mortality Paradox, pp. 440–462 

Replications

  • LIEN Donald, HU Yue, LIU Long - Subjective Well-Being and Income: A Re-Examination of Satiation Using the Regression Kink Model With an Unknown Threshold, pp. 463–469
  • ELSHIEWY Ossama, ZENETTI German, BOZTUG Yasemin - Differences Between Classical and Bayesian Estimates for Mixed Logit Models: A Replication Study, pp. 470–476

(résumés du n° 2/2017)

Volume 32, n° 1, January-February 2017

  • COGLIANESE John, DAVIS Lucas W., KILIAN Lutz, STOCK James H. - Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand, pp. 1–15
  • CARNEIRO Pedro, LOKSHIN Michael, UMAPATHI Nithin - Average and Marginal Returns to Upper Seconda, RIDDER Geert, STRAUSS John - Estimation of Poverty Transition Matrices with Noisy Data, pp. 37–55
  • HUBER Martin, LAFFERS Lukas, MELLACE Giovanni - Sharp IV Bounds on Average Treatment Effects on the Treated and Other Populations Under Endogeneity and Noncompliance, pp. 56–79
  • AN Yonghong, BAYE Michael R., HU Yingyao, MORGAN John, SHUM Matt - Identification and Estimation of Online Price Competition With an Unknown Number of Firms, pp. 80–102
  • WARNE Anders, COENEN Günter, CHRISTOFFEL Kai - Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models, pp. 103–119   
  • KOLE Erik, VAN DIJK Dick - How to Identify and Forecast Bull and Bear Markets? , pp. 120–139
  • CALLOT Laurent A. F., KOCK Anders B., MEDEIROS Marcelo C. - Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice, pp. 140–158
  • DE NICOLÒ Gianni, LUCCHETTA Marcella - Forecasting Tail Risks, pp. 159–170
  • LUCAS André, SCHWAAB Bernd, ZHANG Xin - Modeling Financial Sector Joint Tail Risk in the Euro Area, pp. 171–191
  • METAXOGLOU Konstantinos, SMITH Aaron - State Prices of Conditional Quantiles: New Evidence on Time Variation in the Pricing Kernel, pp. 192–217

Replications

  • BALTAGI Badi H., GHOSH Pallab Kumar - Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009), pp. 218–223
  • GRANT Angelia L. - The Early Millennium Slowdown: Replicating the Peersman (2005) Results, pp. 224–232

(résumés du n° 1/2017)
   

Dernière modification le