Journal of Applied Econometrics

Cover image for Vol. 31 Issue 5

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Barbara Rossi

Impact Factor: 1.872

ISI Journal Citation Reports © Ranking: 2015: 9/49 (Social Sciences Mathematical Methods); 57/344 (Economics)

Online ISSN: 1099-1255

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  1. 1 - 74
  1. Research Articles

    1. Density Forecasts With Midas Models

      Knut Are Aastveit, Claudia Foroni and Francesco Ravazzolo

      Version of Record online: 13 SEP 2016 | DOI: 10.1002/jae.2545

  2. Replication

    1. Economic Transition and Growth: A Replication

      Joachim Schnurbus, Harry Haupt and Verena Meier

      Version of Record online: 7 SEP 2016 | DOI: 10.1002/jae.2544

    2. Work Ethic, Social Ethic, no Ethic: Measuring the Economic Values of Modern Christians

      Christopher L. Colvin and Matthew McCracken

      Version of Record online: 30 AUG 2016 | DOI: 10.1002/jae.2543

    3. Human Capital Spillovers and Regional Development

      Marcos Sanso-Navarro, Maria Vera-Cabello and Domingo P. Ximénez-De-Embún

      Version of Record online: 29 AUG 2016 | DOI: 10.1002/jae.2541

  3. Research Articles

    1. Teacher Quality and Student Achievement: Evidence from a Sample of Dutch Twins

      Sander Gerritsen, Erik Plug and Dinand Webbink

      Version of Record online: 10 AUG 2016 | DOI: 10.1002/jae.2539

  4. Replication

  5. Research Articles

    1. Joint Bayesian Analysis of Parameters and States in Nonlinear non-Gaussian State Space Models

      István Barra, Lennart Hoogerheide, Siem Jan Koopman and André Lucas

      Version of Record online: 17 JUL 2016 | DOI: 10.1002/jae.2533

    2. Loan Supply Shocks and the Business Cycle

      Luca Gambetti and Alberto Musso

      Version of Record online: 13 JUL 2016 | DOI: 10.1002/jae.2537

  6. Replication

    1. Income and Democracy: A Smooth Varying Coefficient Redux

      Alexander L. Lundberg, Kim P. Huynh and David T. Jacho-Chávez

      Version of Record online: 30 JUN 2016 | DOI: 10.1002/jae.2536

  7. Research Articles

    1. Testing for Predictability in panels with General Predictors

      Joakim Westerlund, Hande Karabiyik and Paresh Narayan

      Version of Record online: 29 JUN 2016 | DOI: 10.1002/jae.2535

    2. Likelihood-Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes

      Roman Liesenfeld, Jean-François Richard and Jan Vogler

      Version of Record online: 27 JUN 2016 | DOI: 10.1002/jae.2534

    3. Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods

      Matthieu Droumaguet, Anders Warne and Tomasz Woźniak

      Version of Record online: 27 JUN 2016 | DOI: 10.1002/jae.2531

    4. Skewness Risk and Bond Prices

      Francisco Ruge-Murcia

      Version of Record online: 26 MAY 2016 | DOI: 10.1002/jae.2528

    5. Average and Marginal Returns to Upper Secondary Schooling in Indonesia

      Pedro Carneiro, Michael Lokshin and Nithin Umapathi

      Version of Record online: 18 MAY 2016 | DOI: 10.1002/jae.2523

    6. Estimation and Solution of Models with Expectations and Structural Changes

      Mariano Kulish and Adrian Pagan

      Version of Record online: 16 MAY 2016 | DOI: 10.1002/jae.2527

  8. Replication

  9. Research Articles

    1. Forecasting With the Standardized Self-Perturbed Kalman Filter

      Stefano Grassi, Nima Nonejad and Paolo Santucci De Magistris

      Version of Record online: 28 APR 2016 | DOI: 10.1002/jae.2522

    2. Global Credit Risk: World, Country and Industry Factors

      Bernd Schwaab, Siem Jan Koopman and André Lucas

      Version of Record online: 20 APR 2016 | DOI: 10.1002/jae.2521

    3. Modeling Financial Sector Joint Tail Risk in the Euro Area

      André Lucas, Bernd Schwaab and Xin Zhang

      Version of Record online: 12 APR 2016 | DOI: 10.1002/jae.2518

    4. Absenteeism, Gender and the Morbidity–Mortality Paradox

      Daniel Avdic and Per Johansson

      Version of Record online: 5 APR 2016 | DOI: 10.1002/jae.2516

    5. In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area

      Patrick Fève and Jean-Guillaume Sahuc

      Version of Record online: 31 MAR 2016 | DOI: 10.1002/jae.2517

    6. Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

      Laurent A. F. Callot, Anders B. Kock and Marcelo C. Medeiros

      Version of Record online: 31 MAR 2016 | DOI: 10.1002/jae.2512

  10. Replication

    1. Demographics and Business Cycle Volatility: A Spurious Relationship?

      Gerdie Everaert and Hauke Vierke

      Version of Record online: 31 MAR 2016 | DOI: 10.1002/jae.2519

    2. Differences Between Classical and Bayesian Estimates for Mixed Logit Models: A Replication Study

      Ossama Elshiewy, German Zenetti and Yasemin Boztug

      Version of Record online: 22 MAR 2016 | DOI: 10.1002/jae.2513

  11. Research Articles

    1. How to Identify and Forecast Bull and Bear Markets?

      Erik Kole and Dick Van Dijk

      Version of Record online: 22 MAR 2016 | DOI: 10.1002/jae.2511

    2. Forecasting Tail Risks

      Gianni De Nicolò and Marcella Lucchetta

      Version of Record online: 17 MAR 2016 | DOI: 10.1002/jae.2509

    3. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

      Christiane Baumeister, Lutz Kilian and Thomas K. Lee

      Version of Record online: 1 MAR 2016 | DOI: 10.1002/jae.2510

    4. Wild Bootstrap Inference for Wildly Different Cluster Sizes

      James G. Mackinnon and Matthew D. Webb

      Version of Record online: 21 FEB 2016 | DOI: 10.1002/jae.2508

    5. Bubbles and Crises: The Role of House Prices and Credit

      André K. Anundsen, Karsten Gerdrup, Frank Hansen and Kasper Kragh-Sørensen

      Version of Record online: 21 FEB 2016 | DOI: 10.1002/jae.2503

    6. Transitions at Different Moments in Time: A Spatial Probit Approach

      J. Paul Elhorst, Pim Heijnen, Anna Samarina and Jan P. A. M. Jacobs

      Version of Record online: 16 FEB 2016 | DOI: 10.1002/jae.2505

    7. Estimation of Poverty Transition Matrices with Noisy Data

      Nayoung Lee, Geert Ridder and John Strauss

      Version of Record online: 15 FEB 2016 | DOI: 10.1002/jae.2506

    8. Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

      Jesús Crespo Cuaresma, Martin Feldkircher and Florian Huber

      Version of Record online: 11 FEB 2016 | DOI: 10.1002/jae.2504

    9. Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

      John Coglianese, Lucas W. Davis, Lutz Kilian and James H. Stock

      Version of Record online: 21 JAN 2016 | DOI: 10.1002/jae.2500

    10. Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model

      Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. Van Dijk

      Version of Record online: 21 JAN 2016 | DOI: 10.1002/jae.2501

    11. Optimal Portfolio Choice Under Decision-Based Model Combinations

      Davide Pettenuzzo and Francesco Ravazzolo

      Version of Record online: 18 JAN 2016 | DOI: 10.1002/jae.2502

    12. Time Variation in Macro-Financial Linkages

      Esteban Prieto, Sandra Eickmeier and Massimiliano Marcellino

      Version of Record online: 11 JAN 2016 | DOI: 10.1002/jae.2499

    13. Mismatch Shocks and Unemployment During the Great Recession

      Francesco Furlanetto and Nicolas Groshenny

      Version of Record online: 8 JAN 2016 | DOI: 10.1002/jae.2498

    14. Noncausal Bayesian Vector Autoregression

      Markku Lanne and Jani Luoto

      Version of Record online: 8 JAN 2016 | DOI: 10.1002/jae.2497

    15. Nonlinear Granger Causality: Guidelines for Multivariate Analysis

      Cees Diks and Marcin Wolski

      Version of Record online: 27 NOV 2015 | DOI: 10.1002/jae.2495

    16. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors

      Kajal Lahiri, George Monokroussos and Yongchen Zhao

      Version of Record online: 27 NOV 2015 | DOI: 10.1002/jae.2494

    17. On the Importance of Sectoral and Regional Shocks for Price-Setting

      Guenter W. Beck, Kirstin Hubrich and Massimiliano Marcellino

      Version of Record online: 12 NOV 2015 | DOI: 10.1002/jae.2490

    18. Identification and Estimation of Online Price Competition With an Unknown Number of Firms

      Yonghong An, Michael R. Baye, Yingyao Hu, John Morgan and Matt Shum

      Version of Record online: 9 NOV 2015 | DOI: 10.1002/jae.2492

  12. Replication

  13. Research Articles

    1. Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations

      George Athanasopoulos, Donald S. Poskitt, Farshid Vahid and Wenying Yao

      Version of Record online: 16 SEP 2015 | DOI: 10.1002/jae.2484

    2. Optimal Control of Heteroscedastic Macroeconomic Models

      Vito Polito and Peter Spencer

      Version of Record online: 16 SEP 2015 | DOI: 10.1002/jae.2488

    3. Reassessing the Relative Power of the Yield Spread in Forecasting Recessions

      Dean Croushore and Katherine Marsten

      Version of Record online: 10 SEP 2015 | DOI: 10.1002/jae.2485

    4. Panicca: Panic on Cross-Section Averages

      Simon Reese and Joakim Westerlund

      Version of Record online: 26 AUG 2015 | DOI: 10.1002/jae.2487

    5. Outlier-Robust Bayesian Multinomial Choice Modeling

      Dries F. Benoit, Stefan Van Aelst and Dirk Van den Poel

      Version of Record online: 19 AUG 2015 | DOI: 10.1002/jae.2482

    6. State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries

      Stefanos Dimitrakopoulos and Michalis Kolossiatis

      Version of Record online: 23 JUL 2015 | DOI: 10.1002/jae.2479

    7. Exponent of Cross-Sectional Dependence: Estimation and Inference

      Natalia Bailey, George Kapetanios and M. Hashem Pesaran

      Version of Record online: 16 JUL 2015 | DOI: 10.1002/jae.2476

    8. Error Correction Testing in Panels with Common Stochastic Trends

      Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund

      Version of Record online: 14 JUL 2015 | DOI: 10.1002/jae.2475

  14. Replication

    1. REPLICATION OF UNCONDITIONAL QUANTILE REGRESSIONS BY FIRPO, FORTIN AND LEMIEUX (2009)

      BADI H. Baltagi and PALLAB KUMAR Ghosh

      Version of Record online: 14 JUL 2015 | DOI: 10.1002/jae.2477

  15. Research Articles

    1. DAILY HOUSE PRICE INDICES: CONSTRUCTION, MODELING, AND LONGER-RUN PREDICTIONS

      Tim Bollerslev, Andrew J. Patton and Wenjing Wang

      Version of Record online: 4 JUN 2015 | DOI: 10.1002/jae.2471

    2. You have full text access to this OnlineOpen article
      Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model

      Arnab Mukherji, Satrajit Roychoudhury, Pulak Ghosh and Sarah Brown

      Version of Record online: 16 APR 2015 | DOI: 10.1002/jae.2463

    3. Accounting for the Political Uncertainty Factor

      Eric M. Scheffel

      Version of Record online: 10 APR 2015 | DOI: 10.1002/jae.2455

  16. Replications

  17. Research Articles

    1. Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models

      Helmut Herwartz, Nadja Klein and Christoph Strumann

      Version of Record online: 6 MAR 2015 | DOI: 10.1002/jae.2454

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