Journal of Applied Econometrics

1986 - 2010

Continued by Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Volume 24, issue 7, 2009

Land of addicts? an empirical investigation of habit-based asset pricing models pp. 1057-1093

Xiaohong Chen and Sydney Ludvigson

Measuring state dependence in individual poverty histories when there is feedback to employment status and household composition pp. 1095-1116

Martin Biewen

Estimating class-specific parametric models under class uncertainty: local polynomial regression clustering in an hedonic analysis of wine markets pp. 1117-1135

Marco Costanigro, Ron Mittelhammer and Jill McCluskey

Dichotomous-choice contingent valuation with 'dont know' responses and misreporting pp. 1137-1152

Kelvin Balcombe and Iain Fraser

Economic transition and growth pp. 1153-1185

Peter Phillips and Donggyu Sul

Forecasting US output growth using leading indicators: an appraisal using MIDAS models pp. 1187-1206

Michael Clements and Ana Galvão

The political economy of financial reform: are Abiad and Mody right? pp. 1207-1213

Yongfu Huang

Volume 24, issue 6, 2009

In memory of Clive Granger: an advisory board member of the journal pp. 871-873

David Hendry and Mohammad Pesaran

Aggregation is not the solution: the PPP puzzle strikes back pp. 875-894

María Gadea and Laura Mayoral

Time-varying yield curve dynamics and monetary policy pp. 895-913

Haroon Mumtaz and Paolo Surico

The relationship between wage growth and wage levels pp. 914-932

Tricia Gladden and Christopher Taber

Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model pp. 933-959

Sandra Eickmeier

What are the effects of fiscal policy shocks? pp. 960-992

Andrew Mountford and Harald Uhlig

Compensatory inter vivos gifts pp. 993-1023

Stefan Hochguertel and Henry Ohlsson

Health and work of the elderly: subjective health measures, reporting errors and endogeneity in the relationship between health and work pp. 1024-1046

Maarten Lindeboom and Marcel Kerkhofs

A re-examination of the stationarity of inflation pp. 1047-1053

Steven Cook

Volume 24, issue 5, 2009

Forecasting realized volatility: a Bayesian model-averaging approach pp. 709-733

Chun Liu and John Maheu

A semiparametric model for binary response and continuous outcomes under index heteroscedasticity pp. 735-762

Roger Klein and Francis Vella

The pervasive absence of compensating differentials pp. 763-795

Stéphane Bonhomme and Gregory Jolivet

Evaluating the dynamic employment effects of training programs in East Germany using conditional difference-in-differences pp. 797-823

Annette Bergemann, Bernd Fitzenberger and Stefan Speckesser

Testing for cointegration using the Johansen approach: are we using the correct critical values? pp. 825-831

Paul Turner

On reproducible econometric research pp. 833-847

Roger Koenker and Achim Zeileis

PDL: an object-oriented programming environment for econometrics pp. 849-856

Giovanni Baiocchi

Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007) pp. 857-862

Jörg Stoye

The Richard Stone Prize in Applied Econometrics pp. 863-863

Mohammad Pesaran

Announcement pp. 865-865

Mohammad Pesaran

Volume 24, issue 4, 2009

Risk of catastrophic terrorism: an extreme value approach pp. 537-559

Hamid Mohtadi and Antu Murshid

On portfolio optimization: How and when do we benefit from high-frequency data? pp. 560-582

Qianqiu Liu

Assessing the prudence of economic forecasts in the EU pp. 583-606

G. A. Christodoulakis and Emmanuel Mamatzakis

Boosting diffusion indices pp. 607-629

Jushan Bai and Serena Ng

Steady-state priors for vector autoregressions pp. 630-650

Mattias Villani

On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This notice is included in the online and print versions to indicate that both have been corrected [6 April 2009&rsqb pp. 651-674

Eduardo Ley and Mark Steel

Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods pp. 675-697

Scott Atkinson and Jeffrey Dorfman

Econometrics with Python pp. 698-704

Christine Choirat and Raffaello Seri

Volume 24, issue 3, 2009

Introduction to the special issue on new econometric models in marketing pp. 375-376

Pradeep Chintagunta, Philip Hans Franses and Richard Paap

Do randomized‐response designs eliminate response biases? An empirical study of non‐compliance behavior pp. 377-392

Ulf Böckenholt, Sema Barlas and Peter G. M. van der Heijden

The price consideration model of brand choice pp. 393-420

Andrew Ching, Tulin Erdem and Michael Keane

Measuring marketing‐mix effects in the 32/64 bit video‐game console market pp. 421-445

Pradeep Chintagunta, Harikesh Nair and R. Sukumar

Frugal IV alternatives to identify the parameter for an endogenous regressor pp. 446-468

Peter Ebbes, Michel Wedel and Ulf Böckenholt

Modeling category‐level purchase timing with brand‐level marketing variables pp. 469-489

Dennis Fok and Richard Paap

Bayesian estimation of random‐coefficients choice models using aggregate data pp. 490-516

Andrés Musalem, Eric T. Bradlow and Jagmohan S. Raju

Consumer price evaluations through choice experiments pp. 517-535

Zsolt Sándor and Philip Hans Franses

Volume 24, issue 2, 2009

Jointness of growth determinants pp. 209-244

Gernot Doppelhofer and Melvyn Weeks

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks pp. 245-247

Rodney Strachan

Comments on ‘Jointness of growth determinants’ pp. 248-251

Eduardo Ley and Mark Steel

Jointness of growth determinants: Reply to comments by Rodney Strachan, Eduardo Ley and Mark F.J. Steel pp. 252-256

Gernot Doppelhofer and Melvyn Weeks

Binary choice under social interactions: an empirical study with and without subjective data on expectations pp. 257-281

Ji Li and Lung-Fei Lee

Public insurance and private savings: who is affected and by how much? pp. 282-308

Alex Maynard and Jiaping Qiu

Estimating Euler equations with noisy data: two exact GMM estimators pp. 309-324

Sule Alan, Orazio Attanasio and Martin Browning

Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis pp. 325-337

Richard Ashley

Is labour market training a curse for the unemployed? Evidence from a social experiment pp. 338-365

Michael Rosholm and Lars Skipper

Towards reproducible econometric research: the Sweave framework pp. 366-374

Evan Meredith and Jeffrey Racine

Volume 24, issue 1, 2009

Annual miles drive used car prices pp. 1-33

Maxim Engers, Monica Hartmann and Steven Stern

Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective pp. 35-75

Nathan Balke and Mark Wohar

Does the option market produce superior forecasts of noise-corrected volatility measures? pp. 77-104

Gael Martin, Andrew Reidy and Jill Wright

Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions pp. 105-138

Guohua Feng and Apostolos Serletis

International output convergence: evidence from an autocorrelation function approach pp. 139-162

Giovanni Caggiano and Leone Leonida

Random Recursive Partitioning: a matching method for the estimation of the average treatment effect pp. 163-185

Giuseppe Porro and Stefano Iacus

Hours per capita and productivity: evidence from correlated unobserved components models pp. 187-206

Arabinda Basistha

Journal of Applied Econometrics Dissertation Prize pp. 207-207

Mohammad Pesaran