2021

Chatterjee A, Morley J, Singh A. Estimating household consumption insurance, pp. 628-635. doi:10.1002/jae.2820
Loaiza-Maya R, Martin GM, Frazier DT. Focused Bayesian prediction, pp. 517-543. doi:10.1002/jae.2810
Stevens A, Wauters J. Is euro area lowflation here to stay? Insights from a time-varying parameter model with survey data, pp. 566-586. doi:10.1002/jae.2813
Bailey N, Kapetanios G, Pesaran MH. Measurement of factor strength: Theory and practice, pp. 587-613. doi:10.1002/jae.2830
Balboa M, Rodrigues PMM, Rubia A, Taylor AMR. Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume, pp. 544-565. doi:10.1002/jae.2829
Carriero A, Clark TE, Marcellino M. No-arbitrage priors, drifting volatilities, and the term structure of interest rates, pp. 495-516. doi:10.1002/jae.2828
Li M, Koopman SJ. Unobserved components with stochastic volatility: Simulation-based estimation and signal extraction, pp. 614-627. doi:10.1002/jae.2831

(résumés du n° 5/2021) * en attente de la réception de la version papier *

Ramírez-Hassan A. Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results, pp. 484-491. doi:10.1002/jae.2814
Canen N, Song K. Counterfactual analysis under partial identification using locally robust refinement, pp. 416-436. doi:10.1002/jae.2819
Breitung J, Knüppel M. How far can we forecast? Statistical tests of the predictive content, pp. 369-392. doi:10.1002/jae.2817
Jenkins SP, Rios-Avila F. Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek’s mixture model approach to combining survey and register data, pp. 474-483. doi:10.1002/jae.2811
Dupuy A. Migration in China: To work or to wed? Journal of Applied Econometrics. 2021;36(4):393-415. doi:10.1002/jae.2816
Sauer RM, Taber C. Understanding women’s wage growth using indirect inference with importance sampling, pp. 453-473. doi:10.1002/jae.2818
Deij S, Madsen JB, Puzzello L. When are instruments generated from geographic characteristics in bilateral relationships invalid? Journal of Applied Econometrics. 2021;36(4):437-452. doi:10.1002/jae.2815

Hauzenberger N, Huber F, Onorante L. Combining shrinkage and sparsity in conjugate vector autoregressive models, pp. 304-327. doi:https://doi.org/10.1002/jae.2807
Hamilton JD. Measuring global economic activity, pp. 293-303. doi:https://doi.org/10.1002/jae.2740
Bjørnland HC, Nordvik FM, Rohrer M. Supply flexibility in the shale patch: Evidence from North Dakota, pp. 273-292. doi:https://doi.org/10.1002/jae.2808
Hsu Y-C, Shen S. Testing monotonicity of conditional treatment effects under regression discontinuity designs, pp. 346-366. doi:https://doi.org/10.1002/jae.2805
Casas I, Gao J, Peng B, Xie S. Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone, pp. 328-345. doi:https://doi.org/10.1002/jae.2809

Hauzenberger N, Huber F, Onorante L. Combining shrinkage and sparsity in conjugate vector autoregressive models, pp. 304-327. doi:https://doi.org/10.1002/jae.2807
Hamilton JD. Measuring global economic activity, pp. 293-303. doi:https://doi.org/10.1002/jae.2740
Bjørnland HC, Nordvik FM, Rohrer M. Supply flexibility in the shale patch: Evidence from North Dakota, pp. 273-292. doi:https://doi.org/10.1002/jae.2808
Hsu Y-C, Shen S. Testing monotonicity of conditional treatment effects under regression discontinuity designs, pp. 346-366. doi:https://doi.org/10.1002/jae.2805
Casas I, Gao J, Peng B, Xie S. Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone, pp. 328-345. doi:https://doi.org/10.1002/jae.2809

Harvey A, Thiele S. Cointegration and control: Assessing the impact of events using time series data, pp. 71-85. doi:https://doi.org/10.1002/jae.2802
Hoke SH, Kapetanios G. Common correlated effect cross-sectional dependence corrections for nonlinear conditional mean panel models, pp. 125-150. doi:https://doi.org/10.1002/jae.2799
Aquaro M, Bailey N, Pesaran MH. Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices, pp. 18-44. doi:https://doi.org/10.1002/jae.2792
Nason JM, Smith GW. Measuring the slowly evolving trend in US inflation with professional forecasts, pp. 1-17. doi:https://doi.org/10.1002/jae.2784
Mumtaz H, Sunder‐Plassmann L. Nonlinear effects of government spending shocks in the USA: Evidence from state-level data, pp. 86-97. doi:https://doi.org/10.1002/jae.2800
Harvey DI, Leybourne SJ, Sollis R, Taylor AMR. Real-time detection of regimes of predictability in the US equity premium, pp. 45-70. doi:https://doi.org/10.1002/jae.2794
Demetrescu M, Roling C, Titova A. Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence, pp. 151-161. doi:https://doi.org/10.1002/jae.2801
Duval R, Furceri D, Miethe J. Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models, pp. 98-124. doi:https://doi.org/10.1002/jae.2791

Dernière modification le 22.03.2022