Journal of applied econometrics

Volume 34, n° 7, November/December 2019

  • KAPETANIOS George, MARCELLINO Massimiliano, VENDITTI Fabrizio - Large time‐varying parameter VARs: A nonparametric approach image, pp. 1027-1049
  • KOTCHONI Rachidi, LEROUX Maxime, STEVANOVIC Dalibor - Macroeconomic forecast accuracy in a data‐rich environmentimage, pp. 1050-1072
  • CUBA‐BORDA Pablo, GUERRIERI Luca, IACOVIELLO Matteo, ZHONG Molin - Likelihood evaluation of models with occasionally binding constraintsimage, pp. 1073-1085
  • SZYDŁOWSKI Arkadiusz - Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance image, pp. 1086-1101
  • CRONIN Christopher j., GUILKEY David K., SPEIZER Ilene S. - Measurement error in discrete health facility choice models: An example from urban Senegal, pp. 1102-1120
  • GONZÁLEZ‐RIVERA Wei Lin Gloria - Extreme returns and intensity of tradingImage, pp. 1121-1140

Volume 34, n° 6, September/October 2019

Research articles

  • ANENBERG Elliot, HIZMO Aurel, KUNG Edward, MOLLOY Raven - Measuring mortgage credit availability: A frontier estimation approach, pp. 865-882
  • BALTAGI Badi H., FENG Qu, KAO Chihwa - Structural changes in heterogeneous panels with endogenous regressors, pp. 883-892
  • ADVANI Arun, KITAGAWA Toru, SŁOCZYŃSKI Tymon - Mostly harmless simulations? Using Monte Carlo studies for estimator selectionimage, pp. 893-910
  • FINLAY Keith, MAGNUSSON Leandro M. - Two applications of wild bootstrap methods to improve inference in cluster‐IV models, pp. 911-933
  • LAKDAWALA Aeimit - Decomposing the effects of monetary policy using an external instruments SVAR, pp. 934-950
  • ANGELINI Giovanni, FANELLI Luca - Exogenous uncertainty and the identification of structural vector autoregressions with external instrumentsimage, pp. 951-971
  • BERTOLOTTI Fabio, MARCELLINO Massimiliano - Tax shocks with high and low uncertaintyimage, pp. 972-993
  • HAN Sukjin, LEE Sungwon - Estimation in a generalization of bivariate probit models with dummy endogenous regressorsimage, pp. 994-1015

Replication

  • KIM Jaeho, WANG Le - Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity image, pp. 1016-1028

(résumés du n° 6/2019)

Volume 34, n° 5, August 2019

Research Articles

  • HUBER Florian, KASTNER Gregor, FELDKIRCHER Martin - Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models, pp. 621-640
  • JIN Xin, MAHEU John M., YANG Qiao - Bayesian parametric and semiparametric factor models for large realized covariance matrices, pp. 641-660
  • ALESSI Lucia, Kerssenfischer Mark - The response of asset prices to monetary policy shocks: Stronger than thought, pp. 661-672
  • A. DIAS Daniel, Duarte JOÃO B. - Monetary policy, housing rents, and inflation dynamics, pp. 673-687
  • FORONI Claudia, MARCELLINO Massimiliano, Dalibor STEVANOVIC - Mixed‐frequency models with moving‐average components, pp. 688-706
  • CLARKE Damian, OREFFICE Sonia, QUINTANA‐DOMEQUE Climent - The demand for season of birth, pp. 707-723
  • WANG Wendun, ZHANG Xinyu, PAAP Richard - To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?, pp. 724-745
  • WESTERLUND Joakim, PETROVA Yana, NORKUTE Milda - CCE in fixed‐T panels, pp. 746-761
  • GALVAO Antonio F., MONTES‐ROJAS Gabriel, OLMO Jose - Tests of asset pricing with time‐varying factor loads, pp. 762-778
  • POLANSKI Arnold, STOJA Evarist, WINDMEIJER Frank - Telling tales from the tails: High‐dimensional tail interdependence, pp. 779-794
  • GONZÁLEZ‐ASTUDILLO Manuel - Estimating the U.S. output gap with state‐level data, pp. 795-810

Replications

  • HERWARTZ Helmut - Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks, pp. 811-819
  • LUVSANNYAM Davaajargal, BATMUNKH Khuslen - A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”, pp. 820-821  
  • FU Bowen - Bubbles and crises: Replicating the Anundsen et al. (2016) results, pp. 822-826
  • ASDRUBALI Pierfederico, TEDESCHI Simone, VENTURA Luigi - Heterogeneity in risk aversion and risk sharing regressions, pp. 827-835
  • BERGER Tino, KEMPA Bernd - Testing for time variation in the natural rate of interest, pp. 836-842
  • HUANG Haitao, PENG Liang, YAO Vincent W. - Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach, pp. 843-849
  • GILLITZER Christian, MCCARTHY Martin - Does global inflation help forecast inflation in industrialized countries?, pp. 850-857
  • LOF Matthijs - Expected market returns: SVIX, realized volatility, and the role of dividends, pp. 858-864

Volume 34, n° 4, June-July 2019

Research Articles

  • HSIAO Cheng, ZHOU Qiankun - Panel parametric, semiparametric, and nonparametric construction of counterfactuals, pp. 463-481
  • NICOLETTI Cheti, RABE Birgitta - Sibling spillover effects in school achievement, pp. 482-501
  • M. AUCEJO Esteban, JAMES Jonathan - Catching up to girls: Understanding the gender imbalance in educational attainment within race, pp. 502-525    
  • KRIPFGANZ Sebastian, SCHWARZ Claudia - Estimation of linear dynamic panel data models with time‐invariant regressors, pp. 526-546    
  • WILLIAMS Benjamin - Controlling for ability using test scores, pp. 547-565
  • THOMAS James - The signal quality of grades across academic fields, pp. 566-587
  • CAETANO Gregorio, KINSLER Josh, TENG Hao - Towards causal estimates of children's time allocation on skill development, pp. 588-605

Replications

  • POSTEPSKA Agnieszka - Ethnic capital and intergenerational transmission of educational attainment, pp. 606-611
  • KIM Kyoo il, LUO Yao, SU Yingjun - A robust approach to estimating production functions: Replication of the ACF procedure, pp. 612-619

(résumés du n° 4/2019)

Volume 34, n° 3, April-May 2019

Research Articles

  • FIORENTINI Gabriele, SENTANA Enrique - Dynamic specification tests for dynamic factor models,  pp. 325-346
  • BARIGOZZI Matteo, BROWNLEES Christian - NETS: Network estimation for time series, pp. 347-364
  • VAN OORDT Maarten, ZHOU Chen - Systemic risk and bank business models, pp. 365-384
  • FERREIRA Francisco H.G., FIRPO Sergio, GALVAO Antonio F. - Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference, pp. 385-402
  • COCKX Bart, PICCHIO Matteo, BAERT Stijn - Modeling the effects of grade retention in high school, pp. 403-424
  • LEWIS Kurt F., VAZQUEZ-GRANDE Francisco - Measuring the natural rate of interest: A note on transitory shocks, pp. 425-436
  • ANGELINI Giovanni, BACCHIOCCHI Emanuele, CAGGIANO Giovanni, FANELLI Luca - Uncertainty across volatility regimes, pp. 437-455

Replication

  • GARRATT Anthony, VAHEY Shaun P., ZHANG Yunyi - Real‐time forecast combinations for the oil price, pp. 456-462

(résumés du n° 3/2019)

Volume 34, n° 2, March 2019

Research Articles

  • BJØRNLAND Hilde C., THORSRUD Leif Anders - Commodity prices and fiscal policy design: Procyclical despite a rule, pp. 161-180
  • McCRACKEN Michael W., McGILLICUDDY Joseph - An empirical investigation of direct and iterated multistep conditional forecasts, pp. 181-204
  • FERRONI Filippo, GRASSI Stefano, LEÓN-LEDESMA Miguel A. - Selecting structural innovations in DSGE models, pp. 205-220
  • FORNI Mario, GAMBETTI Luca, SALA Luca - Structural VARs and noninvertible macroeconomic models, pp. 221-246
  • YAMAMOTO Yohei - Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions, pp. 247-267
  • KARABIYIK Hande, URBAIN Jean‐Pierre, WESTERLUND Joakim - CCE estimation of factor‐augmented regression models with more factors than observables, pp. 268-284
  • LOUZIS Dimitrios P. - Steady‐state modeling and macroeconomic forecasting quality, pp. 285-314
  • VAN OPHEM Hans, VAN GIERSBERGEN Noud, VAN GARDEREN Kees Jan, BUN Maurice - The cyclicality of R&D investment revisited, pp. 315-324

(résumés du n° 2/2019)

Volume 34, n° 1, January/February 2019

Research Articles

  • MONTIEL OLEA José Luis, PLAGBORG-MØLLER Mikkel - Simultaneous confidence bands: Theory, implementation, and an application to SVARs, pp. 1-17
  • KERSSENFISCHER Mark - The puzzling effects of monetary policy in VARs: Invalid identification or missing information?, pp. 18-25
  • BOSWIJK H. Peter, BUN Maurice J. G., SCHINKEL Maarten Pieter - Cartel dating, pp. 26-42
  • BERNARDI Mauro, CATANIA Leopoldo - Switching generalized autoregressive score copula models with application to systemic risk, pp. 43-65
  • PACINI David - The two‐sample linear regression model with interval‐censored covariates, pp. 66-81
  • MALIKOV Emir, SUN Yiguo, HITE Diane - (Under)Mining local residential property values: A semiparametric spatial quantile autoregression, pp. 82-109
  • ALIK-LAGRANGE Arthur, RAVALLION Martin - Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India, pp. 110-128
  • CHUA Chew Lian, TSIAPLIAS Sarantis - Information flows and stock market volatility, pp. 129-148
  • EISENHAUER Philipp - The approximate solution of finite‐horizon discrete‐choice dynamic programming models, pp. 149-154
Replication
  • MILLO Giovanni - Private returns to R&D in the presence of spillovers, revisited, pp. 155-159

(résumés du n° 1/2019)

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