Journal of Applied Econometrics

Cover image for Vol. 32 Issue 1

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); 57/345 (Economics)

Online ISSN: 1099-1255


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    1. Fat tails and spurious estimation of consumption-based asset pricing models

      Alexis Akira Toda and Kieran James Walsh

      Version of Record online: 15 FEB 2017 | DOI: 10.1002/jae.2564


    1. The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models

      Muhammad Asali, Aamer S. Abu-Qarn and Michael Beenstock

      Version of Record online: 6 FEB 2017 | DOI: 10.1002/jae.2563

  3. Research Articles

  4. Replication

    1. The Robust Relationship Between us Food Aid and Civil Conflict

      Chi-Yang Chu, Daniel J. Henderson and Le Wang

      Version of Record online: 30 NOV 2016 | DOI: 10.1002/jae.2558

  5. Research Articles

    1. Have Standard VARS Remained Stable Since the Crisis?

      Knut Are Aastveit, Andrea Carriero, Todd E. Clark and Massimiliano Marcellino

      Version of Record online: 10 NOV 2016 | DOI: 10.1002/jae.2555

    2. Euromind- D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

      Tommaso Proietti, Martyna Marczak and Gianluigi Mazzi

      Version of Record online: 9 NOV 2016 | DOI: 10.1002/jae.2556

  6. Replication

  7. Research Articles

    1. Inference on Self-Exciting Jumps in Prices and Volatility Using High-Frequency Measures

      Worapree Maneesoonthorn, Catherine S. Forbes and Gael M. Martin

      Version of Record online: 4 NOV 2016 | DOI: 10.1002/jae.2547

    2. Estimating the Competitive Storage Model with Trending Commodity Prices

      Christophe Gouel and Nicolas Legrand

      Version of Record online: 25 OCT 2016 | DOI: 10.1002/jae.2553

    3. Textual Analysis in Real Estate

      Adam Nowak and Patrick Smith

      Version of Record online: 19 OCT 2016 | DOI: 10.1002/jae.2550

    4. On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA

      Gerdie Everaert, Lorenzo Pozzi and Ruben Schoonackers

      Version of Record online: 18 OCT 2016 | DOI: 10.1002/jae.2552

    5. Out-of-Sample Return Predictability: A Quantile Combination Approach

      Luiz Renato Lima and Fanning Meng

      Version of Record online: 11 OCT 2016 | DOI: 10.1002/jae.2549

    6. Confronting Price Endogeneity in a Duration Model of Residential Subdivision Development

      Douglas H. Wrenn, H. Allen Klaiber and David A. Newburn

      Version of Record online: 26 SEP 2016 | DOI: 10.1002/jae.2546

    7. 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

  8. 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

  9. 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

  10. Replication

  11. 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

  12. 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

  13. 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. 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

  14. Replication

  15. 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. Absenteeism, Gender and the Morbidity–Mortality Paradox

      Daniel Avdic and Per Johansson

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

    4. 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

  16. Replication

    1. 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

  17. Research Articles

    1. 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

    2. 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

    3. 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


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