Journal of applied econometrics
Volume 33, n° 7, November-December 2018
Research Articles
- LINDÉ Jesper, TRABANDT Mathias - Should we use linearized models to calculate fiscal multipliers? pp. 937-965
- KOOPMAN Siem Jan, LIT Rutger, LUCAS André, OPSCHOOR Anne - Dynamic discrete copula models for high‐frequency stock price changes, pp. 966-985
- BROWNLEES Christian, NUALART Eulàlia, SUN Yucheng - Realized networks, pp. 986-1006
- FEUNOU Bruno, OKOU Cédric - Risk‐neutral moment‐based estimation of affine option pricing models, pp. 1007-1025
- ESFANDIAR Lei Jiang, JIENING Maasoumi, WU Pan Ke - A test of general asymmetric dependence, pp. 1026-1043
- LEE Soohyung, ORSINI Chiara - Girls and boys: Economic crisis, fertility, and birth outcomes, pp. 1044-1063
- DONNI Olivier, MATTEAZZI Eleonora - Collective decisions, household production, and labor force participation, pp. 1064-1080
- GULSHENKOVA Marina, KOURTELLOS Andros - Marios Zachariadis Barriers to price convergence, pp. 1081-1097
Replications
- DYNARSKI Susan, JACOB Brian, KREISMAN Daniel - How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005, pp. 1098-1108
- VELÁSQUEZ-GIRALDO Mateo, CAVIRE-BACARREZA Gustavo, HUYNH Kim P., JACHO-CHAVEZ David T. - Flexible Estimation of Demand Systems: A Copula Approach, pp. 1109-1116
Volume 33, n° 6, September-October 2018
Research Articles
- FRIES Sébastien, MÉSONNIER Jean‐Stéphane, MOUABBI Sarah, RENNE Jean‐Paul - National natural rates of interest and the single monetary policy in the euro area, pp. 763-779
- CORONEO Laura, CORRADI Valentina, SANTOS MONTEIRO Paulo - Testing for optimal monetary policy via moment inequalities, pp. 780-796
- WANG Wuyi, PHILILIPS Peter C. B., SU Liangjun - Homogeneity pursuit in panel data models: Theory and application, pp. 797-815
- CHUDIK Alexander, PESARAN M. Hashem, YANG Jui‐Chung - Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors, pp. 816-836
- MADEIRA Carlos - Testing the rationality of expectations of qualitative outcomes, pp. 837-852
- HEVIA Constantino, PETRELLA Ivan, SOLA Martin - Risk premia and seasonality in commodity futures, pp. 853-873
- ROSSI Eduardo, SANTUCCI DE MAGISTRIS Paolo - Indirect inference with time series observed with error, pp. 874-897
- HAMBUCKERS Julien, GROLL Andreas, KNEIB Thomas - Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approac, pp. 898-935
Volume 33, n° 5, June 2018
Research Articles
- FORNI Mario, GIOVANNELLI Alessandro, LIPPI Marco, SOCCORSI Stefano - Dynamic factor model with infinite‐dimensional factor space: Forecasting, pp. 625-642
- CARRIERO Andrea, MOUABBI Sarah, VANGELISTA Elisabetta - UK term structure decompositions at the zero lower bound, pp. 643-661
- FERRARA Laurent, GUÉRIN Pierre - What are the macroeconomic effects of high‐frequency uncertainty shocks? pp. 662-679
- WOLTERS Maik H. - How the baby boomers' retirement wave distorts model‐based output gap estimates, pp. 680-689
- SHI Zhentao, ZHENG Huanhuan - Structural estimation of behavioral heterogeneity, pp. 690-707
- SUN Pengfei, DE VRIES Casper G. - Exploiting tail shape biases to discriminate between stable and student t alternatives, pp. 708-726
- DE SANTIS Roberto A., ZIMIC Srečko - Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions, pp. 727-747
Replication
- SPOLAORE Enrico, WACZIARG Romain - Ancestry and development: New evidenc, pp. 748-762
Volume 33, n° 4, May 2018
ResearchArticles
- BERNARDINI Marco, PEERSMAN Gert - Private debt overhang and the government spending multiplier: Evidence for the United States, pp. 485-508
- CHAN Joshua C. C., EISENSTAT Eric - Bayesian model comparison for time‐varying parameter VARs with stochastic volatility, pp. 509-532
- KEIJSERS Bart, DIRIS Bart, KOLE Erik - Cyclicality in losses on bank loans, pp. 533-552
- CHEN Le‐Yu, LEE Sokbae - Exact computation of GMM estimators for instrumental variable quantile regression models, pp. 553-567
- BÖCKERMAN Petri, KANNINEN Ohto, SUONIEMI Ilpo - A kink that makes you sick: The effect of sick pay on absence, pp. 568-579
- BRUZE Gustaf - Intergenerational mobility: New evidence from consumption data, pp. 580-593
- CRÉPON Bruno, FERRACCI Marc, JOLIVET Gregory, VAN DEN BERG Gerard J. - Information shocks and the empirical evaluation of training programs during unemployment spells, pp. 594-616
Replication
- BOVE Vincenzo, GOKMEN Gunes - Genetic distance, trade, and the diffusion of development, pp. 617-623
Volume 33, n° 3, April-May 2018
Research Articles
- LIU Jia, MAHEU John M. - Improving Markov switching models using realized variance, pp. 297-318
- MUMTAZ Haroon, SURICO Paolo - Policy uncertainty and aggregate fluctuations, pp. 319-331
- LOAIZA-MAYA Rubén, SMITH Michael S. - Worapree Maneesoonthorn Time series copulas for heteroskedastic data, pp. 332-354
- DUKPA In Choi, JUNG Kim Yun, KWARK Kim Noh‐Sun - A multilevel factor model: Identification, asymptotic theory and applications, pp. 355-377
- CHANG Minsu, DI TRAGLIAFrancis J. - A generalized focused information criterion for GMM, pp. 378-397
Open Access
- BEE Marco, DUPUIS Debbie J., TRAPIN Luca - Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements, pp. 398-415
- SEMYKINA Anastasia - Self‐employment among women: Do children matter more than we previously thought? pp. 416-434
- DEPALO Domenico - Identification issues in the public/private wage gap, with an application to Italy, pp. 435-456
- FARBMACHER Helmut, GUBER Raphael, VIKSTRÖM Johan - Increasing the credibility of the twin birth instrument, pp. 457-472
Replications
- CHANG Andrew C., LI Phillip, MARTIN Shawn M. - Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets, pp. 473-478
- SHEN Shulin, PANG Jindong - Measuring the diffusion of housing prices across space and over time: Replication and further evidence, pp. 479-484
Volume 33, n° 2, March 2018
Research Articles
- COHEN-COLE Ethan, LIU Xiaodong, ZENOU Yves - Multivariate choices and identification of social interactions, pp. 165-178
- SEMYKINA Anastasia, WOOLDRIDGE Jeffrey M. - Binary response panel data models with sample selection and self‐selection, pp. 179-197
- NELSON Benjamin, PINTER Gabor, THEODORIDIS Konstantinos - Do contractionary monetary policy shocks expand shadow banking? pp. 198-211
- RÜNSTLER Gerhard, VLEKKE Marente - Business, housing, and credit cycles, pp. 212-226
- DUNGEY Mardi, RENAULT Eric - Identifying contagion, pp. 227-250
- MAHEU John M., SONG Yong - An efficient Bayesian approach to multiple structural change in multivariate time series, pp. 251-270
- OPITZ Sebastian, SEIDEL Henry, SZIMAYER Alexander - Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis, pp. 271-289
Replication
- STEWART Kenneth G. - Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007), pp. 290-296
Volume 33, n° 1, January-February 2018
- DEMIRER Mert, DIEBOLD Francis X., LIU Laura, YILMAZ Kamil - Estimating global bank network connectedness, pp. 1–15
- WHEELOCK David C., WILSON Paul W. - The evolution of scale economies in US banking, pp. 16–28
- JALES Hugo - Estimating the effects of the minimum wage in a developing country: A density discontinuity design approach, pp. 29–51
- HODERLEIN Stefan, VANHEMS Anne - Estimating the distribution of welfare effects using quantiles, pp. 52–72
- BOTOSARU Irene, GUTIERREZ Federico H. - Difference-in-differences when the treatment status is observed in only one period, pp. 73–90
- RICHEY Jeremiah, ROSBURg Alicia - Decomposing economic mobility transition matrices, pp. 91–108
- CHOI Jaerim, GU Jiaying, SHEN Shu - Weak-instrument robust inference for two-sample instrumental variables regression, pp. 109–125
- BOGNANNI Mark, HERBST Edward - A sequential Monte Carlo approach to inference in multiple-equation Markov-switching models, pp. 126–140
- CHO Jin Seo, PHILLIPS Peter C. B. - Sequentially testing polynomial model hypotheses using power transforms of regressors, pp. 141–159
Replication
- PAK Anton - Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?” pp. 160–163
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