Journal of Applied Econometrics
1986 - 2024
Continuation of Journal of Applied Econometrics. Current editor(s): M. Hashem Pesaran From John Wiley & Sons, Ltd. Bibliographic data for series maintained by Wiley Content Delivery (). Access Statistics for this journal.
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Volume 39, issue 7, 2024
- Agglomerative hierarchical clustering for selecting valid instrumental variables pp. 1201-1219
- Nicolas Apfel and Xiaoran Liang
- Nowcasting Norwegian household consumption with debit card transaction data pp. 1220-1244
- Knut Are Aastveit, Tuva Marie Fastbø, Eleonora Granziera, Kenneth Sæterhagen Paulsen and Kjersti Næss Torstensen
- Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents pp. 1245-1259
- Cynthia Bansak and Jun Hyung Kim
- The boosted Hodrick‐Prescott filter is more general than you might think pp. 1260-1281
- Ziwei Mei, Peter C. B. Phillips and Zhentao Shi
- Sudden stop: Supply and demand shocks in the German natural gas market pp. 1282-1300
- Jochen Güntner, Magnus Reif and Maik Wolters
- Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks pp. 1301-1320
- Florian Huber and Gary Koop
- The benefits of forecasting inflation with machine learning: New evidence pp. 1321-1331
- Andrea A. Naghi, Eoghan O'Neill and Martina Danielova Zaharieva
- Panel treatment effects measurement: Factor or linear projection modelling? pp. 1332-1358
- Cheng Hsiao and Qiankun Zhou
- Heterogeneous autoregressions in short T panel data models pp. 1359-1378
- M. Hashem Pesaran and Liying Yang
- Optimal multi‐action treatment allocation: A two‐phase field experiment to boost immigrant naturalization pp. 1379-1395
- Achim Ahrens, Alessandra Stampi‐Bombelli, Selina Kurer and Dominik Hangartner
- The effect of plough agriculture on gender roles: A machine learning approach pp. 1396-1402
- Anna Baiardi and Andrea A. Naghi
- Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension pp. 1403-1407
- Akram Shavkatovich Hasanov, Robert Brooks, Sirojiddin Abrorov and Aktam Usmanovich Burkhanov
Volume 39, issue 5, 2024
- Identification and forecasting of bull and bear markets using multivariate returns pp. 723-745
- Jia Liu, John Maheu and Yong Song
- How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area pp. 746-765
- Michele Lenza and Jiri Slacalek
- Corporate debt booms, financial constraints, and the investment nexus pp. 766-789
- Bruno Albuquerque
- Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics pp. 790-812
- James Mitchell, Aubrey Poon and Dan Zhu
- Real‐time weakness of the global economy pp. 813-832
- Danilo Leiva‐León, Gabriel Perez Quiros and Eyno Rots
- Scaling and measurement error sensitivity of scoring rules for distribution forecasts pp. 833-849
- Onno Kleen
- Tests for equal forecast accuracy under heteroskedasticity pp. 850-869
- David I. Harvey, Stephen J. Leybourne and Yang Zu
- Gains from trade: Demand, supply, and idiosyncratic shocks pp. 870-886
- Ruben Dewitte, Bruno Merlevede and Glenn Rayp
- Nowcasting Euro area GDP with news sentiment: A tale of two crises pp. 887-905
- Julian Ashwin, Eleni Kalamara and Lorena Saiz
- Terrorism and education: Evidence from instrumental variables estimators pp. 906-925
- Marco Alfano and Joseph‐Simon Görlach
- Expecting the unexpected: Stressed scenarios for economic growth pp. 926-942
- Gloria González‐Rivera, C. Vladimir Rodríguez‐Caballero and Esther Ruiz
- Revisiting the effects of conventional and unconventional monetary policies pp. 943-951
- Eul Noh
- The heterogeneous role of party affiliation in the runner‐up effect pp. 952-959
- Umair Khalil, Mandar Oak and Sundar Ponnusamy
- News or animal spirits? Consumer confidence and economic activity: Redux pp. 960-966
- Sangyup Choi, Jaehun Jeong, Dohyeon Park and Donghoon Yoo
Volume 39, issue 4, 2024
- Peer desirability and academic achievement pp. 525-542
- Adrian Mehic
- Empirical evidence on the Euler equation for investment in the US pp. 543-563
- Guido Ascari, Qazi Haque, Leandro Magnusson and Sophocles Mavroeidis
- A flexible stochastic production frontier model with panel data pp. 564-588
- Taining Wang, Feng Yao and Subal C. Kumbhakar
- Should we trust cross‐sectional multiplier estimates? pp. 589-606
- Fabio Canova
- US fiscal policy shocks: Proxy‐SVAR overidentification via GMM pp. 607-619
- Allan W. Gregory, James McNeil and Gregor Smith
- Statistical identification in panel structural vector autoregressive models based on independence criteria pp. 620-639
- Helmut Herwartz and Shu Wang
- Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties pp. 640-658
- Fei Jin, Lung‐fei Lee and Kai Yang
- Hours worked and the US distribution of real annual earnings 1976–2019 pp. 659-678
- Iván Fernández‐Val, Aico van Vuuren, Francis Vella and Franco Peracchi
- Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity pp. 679-696
- Michael Bates and Seolah Kim
- Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture pp. 697-704
- Frank C. Z. Wu
- Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries pp. 705-713
- Alexandra de Gendre, Jan Feld and Nicolas Salamanca
- Exploring skill distribution tails through stochastic dominance pp. 714-720
- Petra Besenhard
Volume 39, issue 3, 2024
- Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador pp. 365-382
- Samuele Centorrino, María Pérez‐Urdiales, Boris Bravo‐Ureta and Alan Wall
- Addressing sample selection bias for machine learning methods pp. 383-400
- Dylan Brewer and Alyssa Carlson
- The macroeconomy as a random forest pp. 401-421
- Philippe Goulet Coulombe
- Statistically identified structural VAR model with potentially skewed and fat‐tailed errors pp. 422-437
- Jetro Anttonen, Markku Lanne and Jani Luoto
- Identifying factors via automatic debiased machine learning pp. 438-461
- Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang and Ke Wu
- Advance layoff notices and aggregate job loss pp. 462-480
- Pawel Krolikowski and Kurt Lunsford
- A high‐dimensional multinomial logit model pp. 481-497
- Didier Nibbering
- How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators? pp. 498-512
- Robert Bernhardt, David Munro and Erin Wolcott
- Mandatory seatbelt laws and traffic fatalities: A reassessment pp. 513-521
- D. Mark Anderson, Yang Liang and Joseph J. Sabia
Volume 39, issue 2, 2024
- Sample selection in linear panel data models with heterogeneous coefficients pp. 237-255
- Alyssa Carlson and Riju Joshi
- Revisiting the analysis of matched‐pair and stratified experiments in the presence of attrition pp. 256-268
- Yuehao Bai, Meng Hsuan Hsieh, Jizhou Liu and Max Tabord‐Meehan
- Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions pp. 269-291
- Jan Prüser and Florian Huber
- Panel data nowcasting: The case of price–earnings ratios pp. 292-307
- Andrii Babii, Ryan T. Ball, Eric Ghysels and Jonas Striaukas
- Partial identification and inference in duration models with endogenous censoring pp. 308-326
- Shosei Sakaguchi
- Disease and development—The predicted mortality instrument revisited pp. 327-337
- David Kreitmeir and Thomas Überfuhr
- Forecasting GDP in Europe with textual data pp. 338-355
- Luca Barbaglia, Sergio Consoli and Sebastiano Manzan
- Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018) pp. 356-362
- Claudia Troccoli
Volume 39, issue 1, 2024
- The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation pp. 3-21
- Mohitosh Kejriwal, Xiaoxiao Li, Linh Nguyen and Evan Totty
- Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages pp. 22-40
- Eva F. Janssens and Robin L. Lumsdaine
- Penalized sieve estimation of zero‐inefficiency stochastic frontiers pp. 41-65
- Jun Cai, William Horrace and Christopher F. Parmeter
- Forecasting and stress testing with quantile vector autoregression pp. 66-85
- Sulkhan Chavleishvili and Simone Manganelli
- Outlier robust inference in the instrumental variable model with applications to causal effects pp. 86-106
- Jens Klooster and Mikhail Zhelonkin
- Partial identification and inference for conditional distributions of treatment effects pp. 107-127
- Sungwon Lee
- Identifying oil price shocks with global, developed, and emerging latent real economy activity factors pp. 128-149
- Antoine Djogbenou
- Heterogeneity and dynamics in network models pp. 150-173
- Enzo D'Innocenzo, Andre Lucas, Anne Opschoor and Xingmin Zhang
- Did marginal propensities to consume change with the housing boom and bust? pp. 174-199
- Yunho Cho, James Morley and Aarti Singh
- A maximum likelihood bunching estimator of the elasticity of taxable income pp. 200-216
- Thomas Aronsson, Katharina Jenderny and Gauthier Lanot
- Narrow and wide replication of Chalfin and McCrary (REStat, 2018) pp. 217-224
- Federico Crudu and Advait Moharir
- Reassessing growth vulnerability pp. 225-234
- Dooyeon Cho and Seunghwa Rho
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