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John Wiley & Sons, Ltd.

Journal of Applied Econometrics

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Web page: http://www.interscience.wiley.com/jpages/0883-7252/

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

2006, Volume 21, Issue 4

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!]
749-770 Testing the purchasing power parity through I(2) cointegration techniques
by Luca Fanelli & Emanuele Bacchiocchi [Downloadable!]
771-795 Nonparametric bounds on the returns to language skills
by Libertad González [Downloadable!]
797-810 Distribution approximations for cointegration tests with stationary exogenous regressors
by Jurgen A. Doornik & H. Peter Boswijk [Downloadable!]
811-827 A multi-level panel STAR model for US manufacturing sectors
by Dick van Dijk & Dennis Fok & Philip Hans Franses [Downloadable!]

2005, Volume 20, Issue 5

579-601 Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy
by Yan Shen & Cheng Hsiao & Hiroshi Fujiki [Downloadable!]
603-620 Principal components at work: the empirical analysis of monetary policy with large data sets
by Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia [Downloadable!]
621-639 Nonlinearity in the Fed's monetary policy rule
by Denise R. Osborn & Dong Heon Kim & Marianne Sensier [Downloadable!]
641-664 Inefficiency and heterogeneity in Turkish banking: 1990-2000
by Hulusi Inanoglu & Mahmoud A. El-Gamal [Downloadable!]
665-683 Markov switching causality and the money-output relationship
by Morten O. Ravn & Zacharias Psaradakis & Martin Sola [Downloadable!]
685-690 Validating multiple structural change models-a case study
by Christian Kleiber & Achim Zeileis [Downloadable!]
691-698 A guided tour of TSMod 4.03
by Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy [Downloadable!]

2005, Volume 20, Issue 4

445-465 Counterfactual decomposition of changes in wage distributions using quantile regression
by José Mata & José A. F. Machado [Downloadable!]
467-486 Discrete choice modelling in airline network management
by Michael Scheidler & Reinhard Hujer & Joachim Grammig [Downloadable!]
487-507 Semiparametric estimation of lifetime equivalence scales
by Krishna Pendakur [Downloadable!]
509-527 The effects of the gender of children on expenditure patterns in rural China: a semiparametric analysis
by Ping Zhang & Arthur van Soest & Xiaodong Gong [Downloadable!]
529-548 Walk or wait? An empirical analysis of street crossing decisions
by Mark D. Manuszak & Charles F. Manski & Sanghamitra Das [Downloadable!]
549-562 Analysis of job-training effects on Korean women
by Sang-jun Lee & Myoung-jae Lee [Downloadable!]
563-569 I didn't tell, and I won't tell: dynamic response error in the SIPP
by Martin H. David & Christopher R. Bollinger [Downloadable!]
571-577 Structural time series modelling with STAMP 6.02
by Gilles Teyssière [Downloadable!]

2005, Volume 20, Issue 3

327-344 Valuation ratios and long-horizon stock price predictability
by Mark E. Wohar & David E. Rapach [Downloadable!]
345-376 Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
by Giorgio Valente & Lucio Sarno [Downloadable!]
377-404 Parametric pricing of higher order moments in S&P500 options
by V. L. Martin & G. M. Martin & G. C. Lim [Downloadable!]
405-422 Partially overlapping time series: a new model for volatility dynamics in commodity futures
by Aaron Smith [Downloadable!]
423-437 Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
by Martin Sola & Zacharias Psaradakis & Fabio Spagnolo [Downloadable!]
439-443 Replication of the results in 'learning about heterogeneity in returns to schooling'
by Joshua C. C. Chan [Downloadable!]

2005, Volume 20, Issue 2

147-150 On the dynamics of business cycle analysis: editors' introduction
by Philip Hans Franses & Herman K. van Dijk & Dick van Dijk [Downloadable!]
151-159 A suggested framework for classifying the modes of cycle research
by Adrian Pagan & Don Harding [Downloadable!]
161-183 Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach
by Raf Wouters & Frank Smets [Downloadable!]
185-207 What caused the early millennium slowdown? Evidence based on vector autoregressions
by Gert Peersman [Downloadable!]
209-228 Comparing SVARs and SEMs: two models of the UK economy
by Kenneth F. Wallis & Jan P. A. M. Jacobs [Downloadable!]
229-251 The transmission of US shocks to Latin America
by Fabio Canova [Downloadable!]
253-274 How well do Markov switching models describe actual business cycles? The case of synchronization
by Peter M. Summers & Penelope A. Smith [Downloadable!]
275-289 Convergence in the trends and cycles of Euro-zone income
by Andrew C. Harvey & Vasco M. Carvalho [Downloadable!]
291-309 Nonlinearity and the permanent effects of recessions
by Jeremy Piger & James Morley & Chang-Jin Kim [Downloadable!]
311-323 Business and default cycles for credit risk
by André Lucas & Siem Jan Koopman [Downloadable!]

2005, Volume 20, Issue 1

1-23 Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?
by Muriel Dejemeppe & Bart Cockx [Downloadable!]
25-37 An algorithm to reduce the occupational space in gender segregation studies
by Ricardo Mora & Javier Ruiz-Castillo & Neus Herranz [Downloadable!]
39-54 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
by Jeffrey M. Wooldridge [Downloadable!]
55-77 Robust inference concerning recent trends in US environmental quality
by Daniel L. Millimet & Esfandiar Maasoumi [Downloadable!]
79-98 Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity
by Robert Sollis [Downloadable!]
99-121 Monitoring structural change in dynamic econometric models
by Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis [Downloadable!]
123-130 A review of recent books on credit risk
by Til Schuermann [Downloadable!]
131-139 Bridging the gap between Ox and Gauss using OxGauss
by Jean-Pierre Urbain & Sébastien Laurent [Downloadable!]

2004, Volume 19, Issue 6

647-648 Special issue on the econometrics of social insurance
by Bent Jesper Christensen & Nabanita Datta Gupta & John Rust [Downloadable!]
649-670 How large is the bias in self-reported disability?
by Hugo Benítez-Silva & Moshe Buchinsky & Hiu Man Chan & Sofia Cheidvasser & John Rust [Downloadable!]
671-685 Dynamic programming model estimates of Social Security Disability Insurance application timing
by Richard V. Burkhauser & J. S. Butler & Gulcin Gumus [Downloadable!]
687-704 Multivariate mixed proportional hazard modelling of the joint retirement of married couples
by Mark Y. An & Bent Jesper Christensen & Nabanita Datta Gupta [Downloadable!]
705-721 On the distribution and dynamics of health care costs
by Eric French & John Bailey Jones [Downloadable!]
723-737 Social security, pensions and retirement behaviour within the family
by Alan L. Gustman & Thomas L. Steinmeier [Downloadable!]
739-759 A structural dynamic analysis of retirement behaviour in the Netherlands
by Arjan Heyma [Downloadable!]
761-775 The effects of subjective survival on retirement and Social Security claiming
by Michael D. Hurd & James P. Smith & Julie M. Zissimopoulos [Downloadable!]
777-793 Retirement behaviour of Dutch elderly households
by Mauro Mastrogiacomo & Rob Alessie & Maarten Lindeboom [Downloadable!]
795-807 A dynamic programming approach to model the retirement behaviour of blue-collar workers in Sweden
by Anders Karlstrom & Marten Palme & Ingemar Svensson [Downloadable!]
809-823 Reporting sick: are sporting events contagious?
by Peter Skogman Thoursie [Downloadable!]

2004, Volume 19, Issue 5

537-550 Making inferences about the polarization, welfare and poverty of nations: a study of 101 countries 1970-1995
by Gordon Anderson [Downloadable!]
551-565 The asymmetric effects of uncertainty on inflation and output growth
by Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields [Downloadable!]
567-591 The role of environmental factors in growth accounting
by Byung M. Jeon & Robin C. Sickles [Downloadable!]
593-610 Modelling low income transitions
by Lorenzo Cappellari & Stephen P. Jenkins [Downloadable!]
611-636 Convergence in European GDP series: a multivariate common converging trend-cycle decomposition
by Rob Luginbuhl & Siem Jan Koopman [Downloadable!]
637-642 Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
by Albert K. Tsui & Kin-Yip Ho [Downloadable!]

2004, Volume 19, Issue 4

435-453 Keeping off the grass? An econometric model of cannabis consumption in Britain
by Stephen Pudney [Downloadable!]
455-472 Health care reform and the number of doctor visits-an econometric analysis
by Rainer Winkelmann [Downloadable!]
473-503 The dynamics of health in the British Household Panel Survey
by Paul Contoyannis & Andrew M. Jones & Nigel Rice [Downloadable!]
505-524 Nonparametric analysis of returns to scale in the US hospital industry
by Paul W. Wilson & Kathleen Carey [Downloadable!]
525-531 Review of PcGive 10
by Bernd Hayo
533-535 Predictor relevance and extramarital affairs
by QI Li & Jeff Racine [Downloadable!]

2004, Volume 19, Issue 3

295-322 Health insurance and savings over the life cycle-a semiparametric smooth coefficient estimation
by Shin-Yi Chou & Jin-Tan Liu & Cliff J. Huang [Downloadable!]
323-337 Selection correction and sensitivity analysis for ordered treatment effect on count response
by Myoung-Jae Lee [Downloadable!]
339-354 Why were changes in the federal funds rate smaller in the 1990s?
by Arabinda Basistha & Richard Startz [Downloadable!]
355-373 Long-run monetary neutrality and long-horizon regressions
by Patrick J. Coe & James M. Nason [Downloadable!]
375-396 A microeconometric evaluation of rehabilitation of long-term sickness in Sweden
by Markus Frölich & Almas Heshmati & Michael Lechner [Downloadable!]
397-418 Projection pursuit regression and disaggregate productivity effects: the case of the Indian blast furnaces
by Sanghamitra Das & Ramprasad Sengupta [Downloadable!]
419-428 Poverty comparisons with dependent samples
by Buhong Zheng [Downloadable!]
429-434 ExpEnd: GAUSS code for panel count-data models
by Andrés Romeu [Downloadable!]

2004, Volume 19, Issue 2

147-170 More powerful panel data unit root tests with an application to mean reversion in real exchange rates
by L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold [Downloadable!]
171-201 The Solow model with CES technology: nonlinearities and parameter heterogeneity
by Winford H. Masanjala & Chris Papageorgiou [Downloadable!]
203-225 Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models
by Mingliang Li & Dale J. Poirier & Justin L. Tobias [Downloadable!]
227-246 Distance, trade and FDI: a Hausman-Taylor SUR approach
by Peter Egger & Michael Pfaffermayr [Downloadable!]
247-265 Short-term monitoring of fiscal policy discipline
by Gonzalo Camba-Mendez & Ana Lamo [Downloadable!]
267-281 Bayesian geoadditive modelling of breastfeeding initiation in Nigeria
by Samson B. Adebayo [Downloadable!]
283-290 FinMetrics: analysis of financial data in S-PLUS
by Ruud H. Koning [Downloadable!]

2004, Volume 19, Issue 1

1-23 Nonlinear effects of exchange rate volatility on the volume of bilateral exports
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!]
25-48 The stochastic implications of rent maximization: an application to stumpage rates for timber in British Columbia
by M. Ryan Haley & Harry J. Paarsch [Downloadable!]
49-67 Temporary layoffs and split population models
by Kostas G. Mavromaras & Chris D. Orme [Downloadable!]
69-88 On Markov error-correction models, with an application to stock prices and dividends
by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!]
89-98 Mixed signals among tests for cointegration
by Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto [Downloadable!]
99-119 Estimating the economic return to educational levels using data on twins
by Gunnar Isacsson [Downloadable!]
121-133 Can inflation data improve the real-time reliability of output gap estimates?
by Christophe Planas & Alessandro Rossi [Downloadable!]
135-141 LISREL 8.54: A program for structural equation modelling with latent variables
by Dario Cziráky [Downloadable!]

2003, Volume 18, Issue 6

621-640 Poverty in America 1970-1990: who did gain ground? An application of stochastic dominance criteria employing simultaneous inequality tests in a partial panel
by Gordon Anderson [Downloadable!]
641-663 Value-at-risk for long and short trading positions
by Pierre Giot & Sébastien Laurent [Downloadable!]
665-678 A practical log-linear aggregation method with examples: heterogeneous income growth in the USA
by Pedro H. Albuquerque [Downloadable!]
679-696 Structural estimates of the intergenerational education correlation
An earlier version of this paper was presented at the conference 'The Econometrics of Strategic Decision Making' held at Yale University (Cowles Foundation) in May 2000.

by Christian Belzil & Jörgen Hansen [Downloadable!]
697-723 Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data
by Denis Fougère & Thierry Kamionka [Downloadable!]
725-734 Multivariate GARCH models: software choice and estimation issues
by Gita Persand & Chris Brooks & Simon P. Burke [Downloadable!]

2003, Volume 18, Issue 5

499-499 Special issue on empirical analysis of social interactions
by Steven N. Durlauf & Robert A. Moffitt [Downloadable!]
501-525 Peer effects, financial aid and selection of students into colleges and universities: an empirical analysis
by Holger Sieg & Dennis Epple & Richard Romano [Downloadable!]
527-544 Does peer ability affect student achievement?
by Jacob M. Markman & Eric A. Hanushek & John F. Kain & Steven G. Rivkin [Downloadable!]
545-562 Correlations between sisters and neighbouring girls in their subsequent income as adults
by Marianne E. Page & Gary Solon [Downloadable!]
563-584 Neighbourhood effects and housing demand
by Yannis M. Ioannides & Jeffrey E. Zabel [Downloadable!]
585-604 Interdependence in worker productivity
by Joshua Herries & Daniel I. Rees & Jeffrey S. Zax [Downloadable!]
605-618 Identification of local interaction models with imperfect location data
by Timothy G. Conley & Giorgio Topa [Downloadable!]
619-619 Journal of applied econometrics scholars programme
by M. Hashem Pesaran [Downloadable!]

2003, Volume 18, Issue 4

387-405 Incentive effects in the demand for health care: a bivariate panel count data estimation
by Andreas Million & Regina T. Riphahn & Achim Wambach [Downloadable!]
407-426 Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
by Matthew T. Holt & Andrew M. McKenzie [Downloadable!]
427-443 A new coincident index of business cycles based on monthly and quarterly series
by Roberto S. Mariano & Yasutomo Murasawa [Downloadable!]
445-456 Evaluating interval forecasts of high-frequency financial data
by Michael P. Clements & Nick Taylor [Downloadable!]
457-470 Inferring the private information content of trades: a regime-switching approach
The views presented in the paper are not necessarily shared by the European Central Bank.

by Ken Nyholm [Downloadable!]
471-484 Testing long-run PPP with infinite-variance returns
by Barry Falk & Chun-Hsuan Wang [Downloadable!]
485-491 Review of mathStatica (v.1): an add-on to Mathematica
by H. D. Vinod

2003, Volume 18, Issue 3

251-269 Party loyalty as habit formation
by Ron Shachar [Downloadable!]
271-289 On detrending and cyclical asymmetry
by Zacharias Psaradakis & Martin Sola [Downloadable!]
291-314 Estimation of sons' intergenerational earnings mobility in the presence of censoring
by Alexandra L. Minicozzi [Downloadable!]
315-336 A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond
by Justin L. Tobias & Mingliang Li [Downloadable!]
337-369 Identification and estimation of a class of household production models
by Marcel Kerkhofs & Peter Kooreman [Downloadable!]
371-378 Managing econometric projects using Perl
by Giovanni Baiocchi [Downloadable!]
379-383 Discrete choice methods with simulation, Kenneth E. Train, Cambridge University Press, 2003, ISBN: 0-521-81696-3, pp. 334
by M. Weeks [Downloadable!]

2003, Volume 18, Issue 2

127-135 A rational rank four demand system
by Arthur Lewbel [Downloadable!]
137-155 Long-range dependence in Spanish political opinion poll series
by Laura Mayoral & Juan J. Dolado & Jesús Gonzalo [Downloadable!]
157-177 Individual heterogeneity and censoring in panel data estimates of tobacco expenditure
by Andrew M. Jones & José M. Labeaga [Downloadable!]
179-207 Asymmetry in first-price auctions with affiliated private values
by Quang Vuong & Sandra Campo & Isabelle Perrigne [Downloadable!]
209-236 Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model
by Philippe J. Deschamps [Downloadable!]
237-239 Retesting Fair's (1978) model on infidelity
by Curt Wells [Downloadable!]
241-247 2002: A LIMDEP odyssey
by C. R. McKenzie & Sumiko Takaoka [Downloadable!]

2003, Volume 18, Issue 1

1-22 Computation and analysis of multiple structural change models
by Jushan Bai & Pierre Perron [Downloadable!]
23-46 A simple framework for analysing bull and bear markets
by Adrian R. Pagan & Kirill A. Sossounov [Downloadable!]
47-59 Are differences in firm size transitory or permanent?
by G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters [Downloadable!]
61-77 Precautionary motives and portfolio decisions
by Stefan Hochguertel [Downloadable!]
79-104 Evidence on agglomeration economies, diseconomies, and growth
by Christopher H. Wheeler [Downloadable!]
105-110 GRETL: Econometric software for the GNU generation
by Giovanni Baiocchi & Walter Distaso [Downloadable!]
111-111 Introducing a replication section
by Hashem Pesaran [Downloadable!]
113-118 A structural model of aggregate US job flows: another look
by Philipp Schmidt-Dengler [Downloadable!]

2002, Volume 17, Issue 6

617-639 Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
by Keith Vorkink & Douglas J. Hodgson & Oliver Linton [Downloadable!]
641-666 Divergence in alternative Hicksian welfare measures: the case of revealed preference for public amenities
by Sudip Chattopadhyay [Downloadable!]
667-689 The stochastic volatility in mean model: empirical evidence from international stock markets
by Siem Jan Koopman & Eugenie Hol Uspensky [Downloadable!]
691-699 How to compute the BDS test: a software comparison
by Jorge Belaire-Franch & Dulce Contreras [Downloadable!]
701-704 Stated choice methods: analysis and application, Jordan J. Louviere, David A. Hensher and Joffre D. Swait, Cambridge University Press, ISBN: 0-521-78830-7
by Wiebke Kuklys [Downloadable!]

2002, Volume 17, Issue 5

419-424 Financial volatility: an introduction
by Philip Hans Franses & Michael McAleer [Downloadable!]
425-446 New frontiers for arch models
by Robert Engle [Downloadable!]
447-456 Some comments on risk
by Clive W. J. Granger [Downloadable!]
457-477 Estimating quadratic variation using realized variance
by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
479-508 A theoretical comparison between integrated and realized volatility
by Nour Meddahi [Downloadable!]
509-534 Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence
by Felix Chan & Michael McAleer [Downloadable!]
535-548 Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model
by Lars Forsberg & Tim Bollerslev [Downloadable!]
549-564 GO-GARCH: a multivariate generalized orthogonal GARCH model
by Roy van der Weide [Downloadable!]
565-578 Time irreversibility and EGARCH effects in US stock index returns
by Yi-Ting Chen & Chung-Ming Kuan [Downloadable!]
579-600 Detecting multiple breaks in financial market volatility dynamics
by Elena Andreou & Eric Ghysels [Downloadable!]
601-616 Modelling and forecasting level shifts in absolute returns
by Richard Paap & Philip Hans Franses & Marco Van Der Leij [Downloadable!]

2002, Volume 17, Issue 3

197-223 A structural model of US aggregate job flows
by Fabrice Collard & Patrick Fève & François Langot & Corinne Perraudin [Downloadable!]
225-247 Learning and communication in sender-receiver games: an econometric investigation
by Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin [Downloadable!]
249-268 The relation between wealth and labour market transitions: an empirical study for the Netherlands
by Hans G. Bloemen [Downloadable!]
269-289 Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets
by Michael S. Haigh & Matthew T. Holt [Downloadable!]
291-299 A review of TSW: the Windows version of the TRAMO-SEATS program
by D. S. G. Pollock [Downloadable!]

2002, Volume 17, Issue 2

95-106 Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
by I. A. Moosa & J. L. Baxter [Downloadable!]
107-125 Quantifying the uncertainty about the half-life of deviations from PPP
by Lutz Kilian & Tao Zha [Downloadable!]
127-147 Stochastic frontier models with random coefficients
by Efthymios G. Tsionas [Downloadable!]
149-174 Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
by Christopher Otrok & B. Ravikumar & Charles H. Whiteman [Downloadable!]
175-189 Using R to teach econometrics
by Jeff Racine & Rob Hyndman [Downloadable!]
191-193 Book Reviews : Introductory Econometrics: A Modern Approach, Jeffrey M. Wooldridge, South-Western College Publishing, 2000
by Melvyn Weeks

2002, Volume 17, Issue 1

1-23 Transitions from home to marriage of young Americans
by Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper [Downloadable!]
25-48 Labour market institutions and employment in France
by Guy Laroque & Bernard Salanie [Downloadable!]
49-59 A segment-level hazard approach to studying household purchase timing decisions
by Demetrios Vakratsas & Frank M. Bass [Downloadable!]
61-80 This is what the leading indicators lead
by Maximo Camacho & Gabriel Perez-Quiros [Downloadable!]
81-83 A simple and efficient method for estimating the magnitude and precision of welfare changes: comment
by Ian J. Irvine & William A. Sims [Downloadable!]
85-90 A review of SORITEC for Windows
by Richard A. March [Downloadable!]

2001, Volume 16, Issue 6

657-669 Measuring predictability: theory and macroeconomic applications
by Francis X. Diebold & Lutz Kilian [Downloadable!]
671-708 Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
by Alex Maynard & Peter C. B. Phillips [Downloadable!]
709-726 Estimating economic relationships subject to firm- and time-varying equality and inequality constraints
by Christopher J. O'Donnell & Alicia N. Rambaldi & Howard E. Doran [Downloadable!]
727-748 The demand for M3 in the euro area
by G. Coenen & J.-L. Vega [Downloadable!]
749-753 Review of Measurement error and latent variables in econometrics, Tom Wansbeek and Erik Meijer, advanced textbooks in economics: editors C. Bliss and M. D. Intriligator, North-Holland, Amsterdam
by Melvyn Weeks

2001, Volume 16, Issue 5

563-576 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark F. J. Steel [Downloadable!]
577-597 A score test for non-nested hypotheses with applications to discrete data models
by J. M. C. Santos Silva [Downloadable!]
599-617 Income distribution and income dynamics in the United Kingdom
by Jayasri Dutta & J. A. Sefton & M. R. WEALE [Downloadable!]
619-636 Unemployment insurance and subsequent job duration: job matching versus unobserved heterogeneity
by Christian Belzil [Downloadable!]

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This page was last updated on 2009-11-21.

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