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John Wiley & Sons, Ltd.

Journal of Applied Econometrics

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More pages of listings: 0|1|2|3|4

2009, Volume 24, Issue 4

537-559 Risk of catastrophic terrorism: an extreme value approach
by Hamid Mohtadi & Antu Panini Murshid [Downloadable!]
560-582 On portfolio optimization: How and when do we benefit from high-frequency data?
by Qianqiu Liu [Downloadable!]
583-606 Assessing the prudence of economic forecasts in the EU
by G. A. Christodoulakis & E. C. Mamatzakis [Downloadable!]
607-629 Boosting diffusion indices
by Jushan Bai & Serena Ng [Downloadable!]
630-650 Steady-state priors for vector autoregressions
by Mattias Villani [Downloadable!]
651-674 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].

by Eduardo Ley & Mark F.J. Steel [Downloadable!]
675-697 Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods
by Scott E. Atkinson & Jeffrey H. Dorfman [Downloadable!]
698-704 Econometrics with Python
by Christine Choirat & Raffello Seri [Downloadable!]

2009, Volume 24, Issue 1

1-33 Annual miles drive used car prices
by Maxim Engers & Monica Hartmann & Steven Stern [Downloadable!]
35-75 Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
by Nathan S. Balke & Mark E. Wohar [Downloadable!]
77-104 Does the option market produce superior forecasts of noise-corrected volatility measures?
by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!]
105-138 Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions
by Guohua Feng & Apostolos Serletis [Downloadable!]
139-162 International output convergence: evidence from an autocorrelation function approach
by Giovanni Caggiano & Leone Leonida [Downloadable!]
163-185 Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
by Giuseppe Porro & Stefano Maria Iacus [Downloadable!]
187-206 Hours per capita and productivity: evidence from correlated unobserved components models
by Arabinda Basistha [Downloadable!]
207-207 Journal of Applied Econometrics Dissertation Prize
by M. Hashem Pesaran [Downloadable!]

2008, Volume 23, Issue 7

867-869 Introduction to the special issue on the Econometrics of Auctions
by Pierre Dubois & Marc Ivaldi & Thierry Magnac [Downloadable!]
871-896 Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data
by Jingfeng Lu & Isabelle Perrigne [Downloadable!]
897-923 Multi-round procurement auctions with secret reserve prices: theory and evidence
by Lu Ji & Tong Li [Downloadable!]
925-948 Econometrics of auctions by least squares
by Leonardo Rezende [Downloadable!]
949-964 Nonparametric identification and estimation of a class of common value auction models
by Philippe Février [Downloadable!]
965-981 Approximation of Nash equilibria in Bayesian games
by Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard [Downloadable!]

2008, Volume 23, Issue 6

699-728 Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
by Tong Li & Xiaoyong Zheng [Downloadable!]
729-747 R&D and subsidies at the firm level: an application of parametric and semiparametric two-step selection models
by Katrin Hussinger [Downloadable!]
749-766 Efficiency externalities of trade and alternative forms of foreign investment in OECD countries
by Krishna G. Iyer & Alicia N. Rambaldi & Kam Ki Tang [Downloadable!]
767-793 The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity
by Brendan Kline & Justin L. Tobias [Downloadable!]
795-824 Rotterdam model versus almost ideal demand system: will the best specification please stand up?
by William A. Barnett & Ousmane Seck [Downloadable!]
825-842 Semiparametric hedonic price models: assessing the effects of agricultural nonpoint source pollution
by Christophe Bontemps & Michel Simioni & Yves Surry [Downloadable!]
843-860 Are risk-averse agents more optimistic? A Bayesian estimation approach
by Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert [Downloadable!]
861-865 Review of np software for R
by Teresa D. Harrison

2008, Volume 23, Issue 5

525-551 Identifying the new Keynesian Phillips curve
by James M. Nason & Gregor W. Smith [Downloadable!]
553-583 Learning, forecasting and structural breaks
by John M. Maheu & Stephen Gordon [Downloadable!]
585-606 Jumps in cross-sectional rank and expected returns: a mixture model
by Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra [Downloadable!]
607-638 Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests
by Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell [Downloadable!]
639-669 Are output growth-rate distributions fat-tailed? some evidence from OECD countries
by Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini [Downloadable!]
671-682 Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging
by Winford H. Masanjala & Chris Papageorgiou [Downloadable!]
683-696 Bayes estimates of distance-to-market: transactions costs, cooperatives and milk-market development in the Ethiopian highlands
by Garth Holloway & Simeon Ehui & Amare Teklu [Downloadable!]

2008, Volume 23, Issue 4

395-422 The estimation of utility-consistent labor supply models by means of simulated scores
by Hans G. Bloemen & Arie Kapteyn [Downloadable!]
423-434 An alternative approach to estimate the wage returns to private-sector training
by Edwin Leuven & Hessel Oosterbeek [Downloadable!]
435-462 Comparing smooth transition and Markov switching autoregressive models of US unemployment
by Philippe J. Deschamps [Downloadable!]
463-485 A nonparametric decomposition of the Mexican American average wage gap
by Ricardo Mora [Downloadable!]
487-514 Testing for country heterogeneity in growth models using a finite mixture approach
by Marco Alfo & Giovanni Trovato & Robert J. Waldmann [Downloadable!]
515-523 Maxima: An open source computer algebra system
by Jinhu Li & Jeffrey S. Racine [Downloadable!]

2008, Volume 23, Issue 3

287-304 A bounds analysis of school completion rates in Australia
by Tue Gørgens & Chris Ryan [Downloadable!]
305-327 From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?
by Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini [Downloadable!]
329-349 Inferring disability status from corrupt data
by Brent Kreider & John Pepper [Downloadable!]
351-371 Learning and fatigue during choice experiments: a comparison of online and mail survey modes
by Scott J. Savage & Donald M. Waldman [Downloadable!]
373-389 Sequential numerical integration in nonlinear state space models for microeconometric panel data
by Florian Heiss [Downloadable!]
391-393 March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors
by M. Hashem Pesaran [Downloadable!]

2008, Volume 23, Issue 2

137-172 Is gravity linear?
by Daniel J. Henderson & Daniel L. Millimet [Downloadable!]
173-191 Bayesian counterfactual analysis of the sources of the great moderation
by Chang-Jin Kim & James Morley & Jeremy Piger [Downloadable!]
193-233 Panel cointegration tests of the Fisher effect
by Joakim Westerlund [Downloadable!]
235-256 Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers
by Olivier Parent & James P. LeSage [Downloadable!]
257-278 The effect of seasonal adjustment on the properties of business cycle regimes
by Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi [Downloadable!]
279-286 The GNU|Linux platform and freedom respecting software for economists
by A. Talha Yalta & Riccardo Lucchetti [Downloadable!]

2008, Volume 23, Issue 1

1-16 International dynamic risk sharing
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini [Downloadable!]
17-42 Extreme US stock market fluctuations in the wake of 9|11
by S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff [Downloadable!]
43-64 Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach
by Jose Luis Gallizo & Pilar Gargallo & Manuel Salvador [Downloadable!]
65-90 Structural breaks and GARCH models of exchange rate volatility
by David E. Rapach & Jack K. Strauss [Downloadable!]
91-109 The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
by Surajit Ray & N. E. Savin [Downloadable!]
111-133 A unified approach to standardized-residuals-based correlation tests for GARCH-type models
by Yi-Ting Chen [Downloadable!]

2007, Volume 22, Issue 7

1153-1156 The Econometrics of Industrial Organization
by Luc Bauwens & Alvaro Escribano & Michel Lubrano [Downloadable!]
1157-1177 Consumer benefits from increased competition in shopping outlets: Measuring the effect of Wal-Mart
by Jerry Hausman & Ephraim Leibtag [Downloadable!]
1179-1209 Quantifying the supply-side benefits from forward contracting in wholesale electricity markets
by Frank A. Wolak [Downloadable!]
1211-1226 Finite sample inference methods for dynamic energy demand models
by Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou [Downloadable!]
1227-1246 Semi-structural models of advertising competition
by Joris Pinkse & Margaret Slade [Downloadable!]
1247-1266 Estimating market power in a two-sided market: The case of newspapers
by Elena Argentesi & Lapo Filistrucchi [Downloadable!]
1267-1294 Concessions of infrastructure in Latin America: Government-led renegotiation
by J. Luis Guasch & Jean-Jacques Laffont & Stéphane Straub [Downloadable!]
1295-1313 Bargaining powers and market segmentation in freight transport
by Michel Mouchart & Marie Vandresse [Downloadable!]
1315-1345 Complementarities in automobile production
by Johannes Van Biesebroeck [Downloadable!]
1347-1366 The relationship between R&D collaboration, subsidies and R&D performance: Empirical evidence from Finland and Germany
by Dirk Czarnitzki & Bernd Ebersberger & Andreas Fier [Downloadable!]
1367-1394 Statistical inference for aggregates of Farrell-type efficiencies
by Léopold Simar & Valentin Zelenyuk [Downloadable!]
1395-1395 Journal of Applied Econometrics Dissertation Prize
by M. Hashem Pesaran [Downloadable!]

2007, Volume 22, Issue 6

995-1011 An extortionary guerrilla movement
by Norman Offstein [Downloadable!]
1013-1031 Meta-analysis in model implementation: choice sets and the valuation of air quality improvements
by H. Spencer Banzhaf & V. Kerry Smith [Downloadable!]
1033-1062 Growth, technological interdependence and spatial externalities: theory and evidence
by Cem Ertur & Wilfried Koch [Downloadable!]
1063-1093 Permanent and transitory wages of British men, 1975-2001: year, age and cohort effects
by Adriaan S. Kalwij & Rob Alessie [Downloadable!]
1095-1125 Identification of parameters in normal error component logit-mixture (NECLM) models
by Joan L. Walker & Moshe Ben-Akiva & Denis Bolduc [Downloadable!]
1127-1144 Efficiency of the California electricity reserves market
by Konstantinos Metaxoglou & Aaron Smith [Downloadable!]
1145-1152 EViews 5.1
by C. R. McKenzie & Sumiko Takaoka [Downloadable!]

2007, Volume 22, Issue 5

855-889 Model-free evaluation of directional predictability in foreign exchange markets
by Jaehun Chung & Yongmiao Hong [Downloadable!]
891-921 Asymmetric power distribution: Theory and applications to risk measurement
by Ivana Komunjer [Downloadable!]
923-950 An evaluation of the life cycle effects of minimum pensions on retirement behavior
by Sergi Jiménez-Martín & Alfonso R. Sánchez Martín [Downloadable!]
951-969 International welfare comparisons and nonparametric testing of multivariate stochastic dominance
by Brian McCaig & Adonis Yatchew [Downloadable!]
971-993 Semi-nonparametric competing risks analysis of recidivism
by Herman J. Bierens & Jose R. Carvalho [Downloadable!]

2007, Volume 22, Issue 4

703-728 The policy environment and relative price efficiency of Egyptian private sector manufacturing: 1987|88-1995|96
by Lullit Getachew & Robin C. Sickles [Downloadable!]
729-745 Identifying technically efficient fishing vessels: a non-empty, minimal subset approach
by Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier [Downloadable!]
747-765 Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship
by Jonathan B. Hill [Downloadable!]
767-793 Money demand function estimation by nonlinear cointegration
by Youngsoo Bae & Robert M. de Jong [Downloadable!]
795-816 Nonparametric estimation of concave production technologies by entropic methods
by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro [Downloadable!]
817-838 Bayesian inference for the gravity model
by Priya Ranjan & Justin L. Tobias [Downloadable!]
839-848 Small-sample bias in synthetic cohort models of labor supply
by Paul J. Devereux [Downloadable!]
849-854 GRETL 1.6.0 and its numerical accuracy
by A. Talha Yalta & A. Yasemin Yalta [Downloadable!]

2007, Volume 22, Issue 3

479-510 Unemployment and liquidity constraints
by Yannis M. Ioannides & Vassilis A. Hajivassiliou [Downloadable!]
511-531 The interrelated dynamics of unemployment and low-wage employment
by Mark B. Stewart [Downloadable!]
533-557 Assessing the performance of matching algorithms when selection into treatment is strong
by Jochen Kluve & Boris Augurzky [Downloadable!]
559-580 Sectoral adjustment of employment to shifts in outsourcing and trade: evidence from a dynamic fixed effects multinomial logit model
by Michael Pfaffermayr & Peter Egger & Andrea Weber [Downloadable!]
581-598 The welfare cost of means-testing: pensioner participation in income support
by Stephen Pudney & Monica Hernandez & Ruth Hancock [Downloadable!]
599-624 A discrete-choice model with social interactions: with an application to high school teen behavior
by Peter Kooreman & Adriaan R. Soetevent [Downloadable!]
625-640 Habits and heterogeneity in demands: a panel data analysis
by M. Dolores Collado & Martin Browning [Downloadable!]
641-656 Discounting the distant future: How much does model selection affect the certainty equivalent rate?
by Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou [Downloadable!]
657-675 Correcting for bias in retrospective data
by Zvi Eckstein & Ron Shachar [Downloadable!]
677-694 Finite sample evidence of IV estimators under weak instruments
by Alfonso Flores-Lagunes [Downloadable!]
695-699 Nonparametric estimation of a hedonic price function
by Daniel J. Henderson & Christopher F. Parmeter & Subal C. Kumbhakar [Downloadable!]
701-701 Journal of Applied Econometrics Annual Lecture Series
by Mark Watson [Downloadable!]

2007, Volume 22, Issue 2

229-232 Heterogeneity and cross section dependence in panel data models: theory and applications introduction
by M. Hashem Pesaran & Badi H. Baltagi [Downloadable!]
233-264 Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
by Timothy K. Chue & In Choi [Downloadable!]
265-312 A simple panel unit root test in the presence of cross-section dependence
by M. Hashem Pesaran [Downloadable!]
313-338 Dynamic factor extraction of cross-sectional dependence in panel unit root tests
by George Kapetanios [Downloadable!]
339-360 Panel unit root tests and spatial dependence
by Georges Bresson & Badi H. Baltagi & Alain Pirotte [Downloadable!]
361-381 Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors
by Yongcheol Shin & Laura Serlenga [Downloadable!]
383-400 An empirical analysis of nonstationarity in a panel of interest rates with factors
by Benoit Perron & Hyungsik Roger Moon [Downloadable!]
401-428 Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units
by Stefano Fachin [Downloadable!]
429-451 Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach
by Peter Pedroni [Downloadable!]
453-475 Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients
by Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang [Downloadable!]

2007, Volume 22, Issue 1

1-38 Exploring the international linkages of the euro area: a global VAR analysis
by Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran [Downloadable!]
39-61 The transmission mechanism in a changing world
by Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino [Downloadable!]
63-87 Nonlinear autoregressive leading indicator models of output in G-7 countries
by George Athanasopoulos & Heather M. Anderson & Farshid Vahid [Downloadable!]
89-119 Unravelling financial market linkages during crises
by Vance L. Martin & Mardi Dungey [Downloadable!]
121-136 An evaluation of the forecasts of the federal reserve: a pooled approach
by Fred Joutz & Michael P. Clements & Herman O. Stekler [Downloadable!]
137-159 Codependence in cointegrated autoregressive models
by Christoph Schleicher [Downloadable!]
161-178 Expectation horizon and the Phillips Curve: the solution to an empirical puzzle
by Charles R. Nelson & Jaejoon Lee [Downloadable!]
179-213 Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
by Marc P. Giannoni [Downloadable!]
215-223 I ran four million probits last night: HPC clustering with ParallelKnoppix
by Michael Creel [Downloadable!]

2006, Volume 21, Issue 8

1111-1134 Inter-state dynamics of invention activities, 1930-2000
by John S. Landon-Lane & Catherine Y. Co & Myeong-Su Yun [Downloadable!]
1135-1155 Small-sample confidence intervals for multivariate impulse response functions at long horizons
by Barbara Rossi & Elena Pesavento [Downloadable!]
1157-1168 Nonlinear dynamics of interest rate and inflation
by Markku Lanne [Downloadable!]
1169-1198 Is there a risk-return trade-off? Evidence from high-frequency data
by Lin Peng & Turan G. Bali [Downloadable!]
1199-1219 Modelling multi-period inflation uncertainty using a panel of density forecasts
by Fushang Liu & Kajal Lahiri [Downloadable!]
1221-1247 An empirical model of the multi-unit, sequential, clock auction
by Harry J. Paarsch & Stephen G. Donald & Jacques Robert [Downloadable!]
1249-1264 A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
by Paul Mizen & Anindya Banerjee [Downloadable!]
1265-1293 Intergenerational mobility and sample selection in short panels
by Cheti Nicoletti & Marco Francesconi [Downloadable!]
1295-1326 Identification and estimation of bounds on school performance measures: a nonparametric analysis of a mixture model with verification
by Robert P. Sherman & Jeff Dominitz [Downloadable!]

2006, Volume 21, Issue 7

897-917 Cannabis, cocaine and jobs
by Jan C. van Ours [Downloadable!]
919-934 The costs of motherhood: an analysis using matching estimators
by Lars Skipper & Marianne Simonsen [Downloadable!]
935-953 Health insurance and retirement of married couples
by Donna B. Gilleskie & David M. Blau [Downloadable!]
955-980 A dynamic model of contraceptive choice of Spanish couples
by Pedro Mira & Jesús M. Carro [Downloadable!]
981-998 Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates
by Kosei Fukuda [Downloadable!]
999-1018 The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition
by Farshid Vahid & Pushkar Maitra [Downloadable!]
1019-1038 The Engel curve for alcohol and the rank of demand systems
by Takashi Unayama [Downloadable!]
1039-1079 The welfare effects of restricted hospital choice in the US medical care market
by Katherine Ho [Downloadable!]
1081-1099 Bayesian analysis of the two-part model with endogeneity: application to health care expenditure
by Murat K. Munkin & Partha Deb & Pravin K. Trivedi [Downloadable!]
1101-1102 Convergence of productivity: a comment
by Zijun Wang [Downloadable!]
1103-1107 Teaching undergraduate econometrics with GRETL
by Ryan J. Smith & J. Wilson Mixon Jr [Downloadable!]

2006, Volume 21, Issue 6

683-702 A small monetary system for the euro area based on German data
by Helmut Lütkepohl & Ralf Brüggemann [Downloadable!]
703-725 How quickly do forecasters incorporate news? Evidence from cross-country surveys
by Kajal Lahiri & Gultekin Isiklar & Prakash Loungani [Downloadable!]
727-744 The emerging market crisis and stock market linkages: further evidence
by Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li [Downloadable!]
745-779 Estimation and comparison of treasury auction formats when bidders are asymmetric
by Erwann SbaÏ & Olivier Armantier [Downloadable!]
781-802 Semi-parametric estimation of consumption-based equivalence scales: the case of Germany
by Ralf A. Wilke [Downloadable!]
803-826 Sectoral labour supply, choice restrictions and functional form
by Steinar StrØm & John K. Dagsvik [Downloadable!]
827-833 The case against JIVE
by James G. MacKinnon & Russell Davidson [Downloadable!]
835-838 Comment on 'The case against JIVE'
by Paul J. Devereux & Daniel A. Ackerberg [Downloadable!]
839-841 The case against JIVE: a comment
by Matz Dahlberg & Sören Blomquist [Downloadable!]
843-844 Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
by James G. MacKinnon & Russell Davidson [Downloadable!]
845-860 Wealth dynamics: reducing noise in panel data
by Daniel H. Hill [Downloadable!]
861-878 How do respondents process stated choice experiments? Attribute consideration under varying information load
by David A. Hensher [Downloadable!]
879-891 Assessing the effects of measurement errors on the estimation of production functions
by Carmine Ornaghi [Downloadable!]
893-896 Calculus attainment and grades received in intermediate economic theory
by Justin L. Tobias & Mingliang Li [Downloadable!]

2006, Volume 21, Issue 5

549-562 Deriving target selection rules from endogenously selected samples
by Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker [Downloadable!]
563-587 Disaggregate evidence on the persistence of consumer price inflation
by Todd E. Clark [Downloadable!]
589-604 A nonparametric measure of convergence towards purchasing power parity
by Mototsugu Shintani [Downloadable!]
605-628 Empirical evidence of income dynamics across EU regions
by Roberto Zelli & Maria Grazia Pittau [Downloadable!]
629-639 Estimates of semiparametric equivalence scales
by Yiguo Sun & Thanasis Stengos & Dianqin Wang [Downloadable!]
641-653 Modelling firm-size distribution using Box-Cox heteroscedastic regression
by Y. K. Tse & Z. L. Yang [Downloadable!]
655-668 Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
by David A. Peel & Ivan Paya [Downloadable!]
669-676 Inference in dynamic stochastic frontier models
by Efthymios G. Tsionas [Downloadable!]
677-682 A review of TESTU01
by B. D. McCullough [Downloadable!]

2006, Volume 21, Issue 4

409-417 Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
by Stefan C. Norrbin & Aaron D. Smallwood [Downloadable!]
419-438 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti [Downloadable!]
439-462 A joint model for the term structure of interest rates and the macroeconomy
by Marco Lyrio & Hans Dewachter & Konstantijn Maes [Downloadable!]
463-487 Structural break threshold VARs for predicting US recessions using the spread
by Ana Beatriz C. Galvao [Downloadable!]
489-519 Estimating the effect of smoking on birth outcomes using a matched panel data approach
by Jason Abrevaya [Downloadable!]
521-542 Permanent vs transitory components and economic fundamentals
by Donald Robertson & Anthony Garratt & Stephen Wright [Downloadable!]
543-547 Estimating an economic model of crime using panel data from North Carolina
by Badi H. Baltagi [Downloadable!]

2006, Volume 21, Issue 3

275-305 How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
by Sylvia Kaufmann & Sylvia Frühwirth-Schnatter [Downloadable!]
307-336 Normal mixture GARCH(1,1): applications to exchange rate modelling
by Emese Lazar & Carol Alexander [Downloadable!]
337-344 Magazine prices revisited
by Jonathan L. Willis [Downloadable!]
345-369 Estimating and predicting multivariate volatility thresholds in global stock markets
by Fabio Trojani & Francesco Audrino [Downloadable!]
371-386 Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
by E. Zacharias & T. Stengos [Downloadable!]
387-407 Smoothed binary regression quantiles
by Gregory Kordas [Downloadable!]

2006, Volume 21, Issue 2

147-173 Estimation of multivariate models for time series of possibly different lengths
by Andrew J. Patton [Downloadable!]
175-190 Timing structural change: a conditional probabilistic approach
by David N. DeJong & Roman Liesenfeld & Jean-Francois Richard [Downloadable!]
191-212 Bayes model averaging of cyclical decompositions in economic time series
by Richard Kleijn & Herman K. van Dijk [Downloadable!]
213-226 A bivariate count data model for household tourism demand
by Jörgen Hellström [Downloadable!]
227-244 Measuring welfare effects in models with random coefficients
by Erik Meijer & Jan Rouwendal [Downloadable!]
245-272 Job separation in a non-stationary search model: a structural estimation to evaluate alternative unemployment insurance systems
by J. Ignacio García-Pérez [Downloadable!]

2006, Volume 21, Issue 1

1-22 An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
by Allan Timmermann & Massimo Guidolin [Downloadable!]
23-53 High school completion and future youth unemployment: new evidence from High School and Beyond
by Mingliang Li [Downloadable!]
55-77 The policy preferences of the US Federal Reserve
by Richard Dennis [Downloadable!]
79-109 Multivariate GARCH models: a survey
by Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts [Downloadable!]
111-132 Economic development and the return to human capital: a smooth coefficient semiparametric approach
by Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos [Downloadable!]
133-141 gnuplot 4.0: a portable interactive plotting utility
by Jeff Racine [Downloadable!]

2005, Volume 20, Issue 7

829-840 Periodically expanding discounted debt: a threat to fiscal policy sustainability?
by Troy Davig [Downloadable!]
841-872 The cross-Euler equation approach to intertemporal substitution in import demand
by Shin-Ichi Nishiyama [Downloadable!]
873-889 A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
by Asger Lunde & Peter R. Hansen [Downloadable!]
891-910 Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
by Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde [Downloadable!]
911-930 Testing chaotic dynamics via Lyapunov exponents
by Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix [Downloadable!]
931-942 The Bias Against Guns: why almost everything you've heard about gun control is wrong. John Lott Jr., Regnery Publishing, Inc. 2003, pp. 349
by John V. Pepper [Downloadable!]

2005, Volume 20, Issue 6

699-721 Semiparametric three-step estimation methods for simultaneous equation systems
by Stefan Sperlich & Juan M. Rodríguez-Póo & Ana I. Fernández [Downloadable!]
723-747 Semiparametric Bayesian inference in multiple equation models
by Dale J. Poirier & Gary Koop & Justin Tobias [Downloadable!]

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This page was last updated on 2009-7-3.

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