Journal of Applied Econometrics

1986 - 2010

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n pp. 255-66: Denise Osborn
Tobin's Marginal 'q' and Tests of the Firm's Dynamic Equilibrium pp. 267-77: Marzio Galeotti
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch pp. 279-94: Ray Chou
Are Price Equations Really Money Demand Equations on Their Heads? pp. 295-305: James MacKinnon and Ross D Milbourne
The Information in the Term Structure: Some Further Results pp. 307-14: Frederic Mishkin

Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results pp. 169-86: Nicholas Kiefer
Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity pp. 187-202: Thomas McCurdy and Ieuan G Morgan
A Stochastic Frontier Cost Function for Residential Child Care Provision pp. 203-14: Michael D Hughes
Money Stock Targeting and Money Supply: An Intertemporal Optimization Approach (with an Application to Canada) pp. 215-28: Jean Mercenier and Khalid Sekkat
Choice of Employment Status and the Wages of Employees and the Self-employed: Some Further Evidence pp. 229-34: Andrew Gill
Statistical Software Tools (SST) Version 1.1: A Review pp. 235-39: Pravin Trivedi
AUTOBOX: A Review pp. 240-44: Ronald Bewley
SHAZAM: A Response pp. 245-47: K J White

The Econometric Analysis of Models with Risk Terms pp. 87-105: Adrian Pagan and Aman Ullah
In Pursuit of Monopoly Power: Recent Quantitative Work in Industrial Economics pp. 107-23: Paul Geroski
Formation of Firms' Production Decisions in Finnish Manufacturing Industries pp. 125-37: Markku Rahiala and Timo Teräsvirta
Asymptotic Theory and Econometric Practice pp. 139-47: Roger Koenker
Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators pp. 149-55: Christopher Cornwell and Peter Rupert
Professor Chow's Econometrics: A Review pp. 157-64: Andrew Hughes Hallett

A Keynesian Macro-econometric Model of the UK: 1955-1984 pp. 1-33: Meghnad Desai and Guglielmo Weber
Semiparametric Econometrics: A Survey pp. 35-51: Peter Robinson
Prices, Wages, and Import Prices in Israel: 1970-1983 pp. 53-67: Rafi Melnick
A Test for the Existence of Allocative Inefficiency in Firms pp. 69-80: C A Melfi and Alan J Rogers

A Stock-flow Consistent Macro-econometric Model of the UK Economy--Part II pp. 259-307: E Davis
A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence from Norway and the United Kingdom pp. 309-33: Hali Edison and Jan Tore Klovland
Sluggish Quantity Adjustment in a Non-clearing Market--A Disequilibrium Econometric Application to the Loan Market pp. 335-49: F X Browne

Cliometrics, 1971-1986: A Survey pp. 171-92: Nicholas Crafts
Minute to Minute: Efficiency, Normality, and Randomness in Intra-daily Asset Prices pp. 193-214: Lauren J Feinstone
A Micro-econometric Analysis of Vacation Behaviour pp. 215-26: Arthur van Soest and Peter Kooreman
A Parametric Test of the Negativity of the Substitution Matrix pp. 227-35: David A Kodde and Franz Palm
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic pp. 237-45: Richard Smith
Unemployment, Disequilibrium and the Short-run Phillips Curve: Correction and Extension pp. 247-49: Richard E Quandt and Harvey Rosen

The Performance of Coal-Burning Electric Generating Units in the United States: 1960-1980 pp. 85-109: Paul Joskow and Richard Schmalensee
A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I pp. 111-32: E Davis
Macroeconometric Model Comparison and Evaluation Techniques: A Practical Appraisal pp. 133-44: William R Parke
An Empirical Model of a Household's Choice of Activities pp. 145-58: Claude Montmarquette and Luc Monty
Empirical Evidence on the Sign of the Slope of the Hazard Rate from Unemployment from a Fixed Effects Model pp. 159-68: Chris M Alaouze

Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982 pp. 1-25: Stephen J Turnovsky and Mark Wohar
A Bayesian Approach to Assessing the Robustness of Hedonic Property pp. 27-45: Scott Atkinson and Thomas D Crocker
A Forward Looking Model of the Exchange Rate pp. 47-60: Stephen Hall
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis pp. 61-68: Allan Gregory and Michael Veall
On Estimating Dynamic Factor Demands pp. 69-75: S F Mahmud, A. Robb and William M Scarth

An Econometric Model of U.K. Manufacturing Employment Using Survey Data on Expected Output pp. 297-316: Simon Wren-Lewis
An Adjustment Procedure for Predicting Systematic Risk pp. 317-32: Anil Bera and Srinivasan Kannan
A Flexible Dynamic Model of Multiproduct Technology for the West German Economy pp. 333-44: Shinichiro Nakamura
Differential Mortality in Rural Bangladesh pp. 345-53: James McIntosh, Stephen E Satchell and Anjum Nasim
Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis pp. 355-65: Keith Cuthbertson and Mark Taylor

Capital Utilization and Capital Accumulation: Theory and Evidence pp. 211-34: Matthew Shapiro
Unemployment, Disequilibrium and the Short Run Phillips Curve: An Econometric Approach pp. 235-53: Richard E Quandt and Harvey Rosen
The Behaviour of U.K. Export Prices of Manufactured Goods 1970-1983 pp. 255-75: Keith Cuthbertson
Zero Expenditures and the Estimation of Engel Curves pp. 277-86: Michael Keen
The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence pp. 287-94: Baldev Raj and Pierre Siklos

An Event History Approach to the Evaluation of Training, Recruitment and Employment Programmes pp. 109-26: Geert Ridder
Exact Inference in the Inequality Constrained Normal Linear Regression Model pp. 127-41: John Geweke
An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate pp. 143-62: Peter Smith and Michael Wickens
Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model pp. 163-83: Stephen Hall, S G B Henry and C B Johns
Commodity and Asset Demands with and without Quantity Constraints in the Labour Market pp. 185-208: Camille Bronsard and Lise Salvas-Bronsard

Nobel Memorial Lecture 1984: The Accounts of Society pp. 5-28: Richard Stone
Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests pp. 29-53: A. Cameron and Pravin Trivedi
Selection Criteria for a Microeconometric Model of Labour Supply pp. 55-80: Richard Blundell and Costas Meghir
On Estimating the Effects of Peak Demand Pricing pp. 81-93: Michael Veall
An Empirical Analysis of Self-employment in the U.K pp. 95-108: Hedley Rees and Anup Shah