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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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1991, Volume 6, Issue 4

387-401 On Bayesian Routes to Unit Roots
by Schotman, Peter C & van Dijk, Herman K [Downloadable! (restricted)]
403-11 Bayesian Approaches to the 'Unit Root' Problem: A Comment
by Stock, James H [Downloadable! (restricted)]
413-21 The Case for Trend-Stationarity Is Stronger Than We Thought
by DeJong, David N & Whiteman, Charles H [Downloadable! (restricted)]
423-34 To Criticize the Critics: Comment
by Sims, Christopher A [Downloadable! (restricted)]
435-73 Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum
by Phillips, P C B [Downloadable! (restricted)]

1991, Volume 6, Issue 3

225-38 Models for Truncated Counts
by Grogger, J T & Carson, Richard T [Downloadable! (restricted)]
239-54 Price Formation in Commodity Markets
by Lord, M J [Downloadable! (restricted)]
255-69 A Small Linear Model of Wage- and Price-Inflation in the Norwegian Economy
by Nymoen, R [Downloadable! (restricted)]
271-86 Demand for Durable and Nondurable Goods, Environmental Policy and Consumer Welfare
by Conrad, K & Schroder, M [Downloadable! (restricted)]
287-302 The Limiting Distribution of Extremal Exchange Rate Returns
by Hols, Martien C A B & de Vries, Casper G [Downloadable! (restricted)]
303-14 Resampling a Time-Series Process: A Method of Estimating the Probabilities Associated with Alternative Plans for Protecting Pensions against Inflation
by Denton, F T & Spencer, B G [Downloadable! (restricted)]

1991, Volume 6, Issue 2

109-24 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge
by Baillie, Richard T & Myers, Robert J [Downloadable! (restricted)]
125-42 The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market
by Canova, Fabio & Ito, Takatoshi [Downloadable! (restricted)]
143-52 Term Structure of Interest Rates in the Singapore Asian Dollar Market
by Lee, Tom K Y & Tse, Y K [Downloadable! (restricted)]
153-68 Expenditure Allocation across Nondurables, Services, Durables and Savings: An Empirical Study of Separability in the Long Run
by Anderson, G J [Downloadable! (restricted)]
169-80 Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan's Strike Data
by Jaggia, Sanjiv [Downloadable! (restricted)]
181-206 Describing the Separability Properties of Empirical Demand Systems
by Baccouche, Rafiq & Laisney, Francois [Downloadable! (restricted)]
207-12 A Review of STATA 2.1
by Peterson, Steven P [Downloadable! (restricted)]
213-17 Progressive Econometric Modelling (PERM): A Review
by Dineen, Chris [Downloadable! (restricted)]

1991, Volume 6, Issue 1

1-15 Wage and Price Adjustment in a Multimarket Disequilibrium Model
by Salanie, Bernard [Downloadable! (restricted)]
17-30 Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand
by Smith, Marlene A & Smyth, David J [Downloadable! (restricted)]
31-44 Persistent Deficits and the Market Value of Government Debt
by Smith, Gregor W & Zin, Stanley E [Downloadable! (restricted)]
45-66 Toward Efficiency in the Crude-Oil Market
by Green, Steven L & Mork, Knut Anton [Downloadable! (restricted)]
67-76 The Effect of Parameter Uncertainty on Forecast Variances and Confidence Intervals for Unit Root and Trend Stationary Time-Series Models
by Sampson, Michael [Downloadable! (restricted)]
77-90 An Application and Test for a Random Coefficient Model in Bangladesh Agriculture
by Hoque, Asraul [Downloadable! (restricted)]
91-96 Elasticity of Substitution, Technical Progress and Returns to Scale in Branches of Soviet Industry: A New CES Production Function Approach
by Bairam, Erkin [Downloadable! (restricted)]
97-101 Statistical Software Tools (SST) Version 2.0: An Update
by Trivedi, Pravin K [Downloadable! (restricted)]

1990, Volume 5, Issue 4

309-25 A Re-examination of the Q Theory of Investment Using U.S. Firm Data
by Schaller, Huntley [Downloadable! (restricted)]
327-50 Unions and the Financial Performance of British Private Sector Establishments
by Machin, Stephen J & Stewart, Mark B [Downloadable! (restricted)]
351-65 Cointegration in a Macroeconomic System
by Kunst, Robert & Neusser, Klaus [Downloadable! (restricted)]
367-79 Purchasing Power Parity as a Long-Run Relation
by Patel, Jayendu [Downloadable! (restricted)]
381-92 Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
by Fair, Ray C & Taylor, John B [Downloadable! (restricted)]
393-99 An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models
by Hall, S G & Stephenson, M J [Downloadable! (restricted)]
401-06 On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
by Baltagi, Badi H & Khanti-Akom, Sophon [Downloadable! (restricted)]

1990, Volume 5, Issue 3

203-27 From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral
by Monfort, A & Rabemananjara, R [Downloadable! (restricted)]
229-43 Asymptotic Least-Squares Estimation Efficiency Considerations and Applications
by Kodde, D A & Palm, Franz C & Pfann, G A [Downloadable! (restricted)]
245-62 The Dynamics of Job Separation: The Case of Federal Employees
by Black, Matthew & Moffitt, Robert & Warner, John T [Downloadable! (restricted)]
263-68 The Dynamics of Job Separation: The Case of Federal Employees: Comment
by Gotz, Glenn A [Downloadable! (restricted)]
269-72 The Dynamics of Job Separation: The Case of the Federal Employees: Reply
by Black, Matthew & Moffitt, Robert & Warner, John T [Downloadable! (restricted)]
273-91 A Comparison among Partial Adjustment, Rational Expectations and Error Correction Estimates of the Canadian Demand for Money
by Keil, M W & Richardson, W [Downloadable! (restricted)]
293-98 'XploRe'-ing the World of Nonparametric Analysis
by Ng, Pin T & Sickles, Robin C [Downloadable! (restricted)]
299-304 N-Kernel: A Review
by Delgado, Miguel A & Stengos, Thanasis [Downloadable! (restricted)]

1990, Volume 5, Issue 2

99-135 Semiparametric Efficiency Bounds
by Newey, Whitney K [Downloadable! (restricted)]
137-50 Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models
by Sterbenz, Frederic P & Calzolari, Giorgio [Downloadable! (restricted)]
151-66 The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey
by Alessie, Rob & Gradus, Raymond H J M & Melenberg, Bertrand [Downloadable! (restricted)]
167-87 The Measurement of Rationing and the Treatment of Structural Change in the UK Mortgage Market
by Meen, Geoffrey P [Downloadable! (restricted)]
189-96 Distribution of Personal Income: Development of a New Model and Its Application to U.S. Income Data
by Majumder, Amita & Chakravarty, Satya Ranjan [Downloadable! (restricted)]

1990, Volume 5, Issue 1

1-28 Flexible Parametric Estimation of Duration and Competing Risk Models
by Han, Aaron & Hausman, Jerry A [Downloadable! (restricted)]
29-46 Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand
by Domowitz, Ian & Hakkio, Craig S [Downloadable! (restricted)]
47-58 Seasonal Adjustment and Measuring Persistence in Output
by Jaeger, Albert & Kunst, Robert M [Downloadable! (restricted)]
59-74 Estimating Stochastic Frontier Systems with Unbalanced Panel Data: The Case of Floor Tile Manufactories in Egypt
by Seale, James M, Jr [Downloadable! (restricted)]
75-85 On Measuring Economic Efficiency
by Kalirajan, K P [Downloadable! (restricted)]

1989, Volume 4, Issue S

S5-27 Planning, Criticism, and Revision
by Leamer, Edward E [Downloadable! (restricted)]
S29-59 Diagnostic Tests for Models Based on Individual Data: A Survey
by Pagan, Adrian & Vella, Frank [Downloadable! (restricted)]
S61-86 Specification Testing in Censored Regression Models: Parametric and Semiparametric Methods
by Horowitz, Joel L & Neumann, George R [Downloadable! (restricted)]
S87-130 Strategic Bargaining Models and Interpretation of Strike Data
by Kennan, John & Wilson, Robert [Downloadable! (restricted)]
S131-44 Self-Selection in the Residential Electricity Time-of-Use Pricing Experiments
by Aigner, Dennis J & Ghali, Khalifa [Downloadable! (restricted)]
S145-59 Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models
by Granger, C W J & Lee, T H [Downloadable! (restricted)]
S161-78 Monetary Policy and the Stability of Macroeconomic Relationships
by Taylor, John B [Downloadable! (restricted)]

1989, Volume 4, Issue 4

317-44 Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications
by Turner, David S & Wallis, Kenneth F & Whitley, John D [Downloadable! (restricted)]
345-59 Models of Military Expenditure
by Smith, R P [Downloadable! (restricted)]
361-82 A Monte Carlo Comparison of Semiparametric Tobit Estimators
by Moon, Choon-Geol [Downloadable! (restricted)]
383-91 Statistical Properties of Data Stretching
by Greenberg, E & Pollard, W A & Alpert, W T [Downloadable! (restricted)]
393-414 Survival Analysis Software on MS/PC-DTS Computers
by Goldstein, Richard, et al [Downloadable! (restricted)]

1989, Volume 4, Issue 3

213-37 Output and Unemployment Dynamics in the United States: 1950-1985
by Evans, George W [Downloadable! (restricted)]
239-50 The Relationship between the Level and Variability of Inflation: Theory and Evidence
by Demetriades, Panikos O [Downloadable! (restricted)]
251-64 A Qualitative Response Analysis of UK Firms' Employment and Output Decisions
by McIntosh, James & Schiantarelli, Fabio & Low, William [Downloadable! (restricted)]
265-82 An Examination of the Equilibrium Specification and Structure of Production for Canadian Telecommunications
by Bernstein, Jeffrey I [Downloadable! (restricted)]
283-93 Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period
by Kohli, U [Downloadable! (restricted)]
295-303 A Random Walk through the Gibson Paradox
by Corbae, Dean & Ouliaris, Sam [Downloadable! (restricted)]
305-07 Forecast Master: A Review
by Baillie, Richard T [Downloadable! (restricted)]

1989, Volume 4, Issue 2

103-17 The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence
by Crafts, N F R & Leybourne, S J & Mills, Terence C [Downloadable! (restricted)]
119-38 Tests of International CAPM with Time-Varying Covariances
by Engel, Charles & Rodrigues, Anthony P [Downloadable! (restricted)]
139-59 Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation
by Shea, Gary S [Downloadable! (restricted)]
161-79 Fiscal and Monetary Policy Co-ordination: A Differential Game Approac h
by Petit, Maria Luisa [Downloadable! (restricted)]
181-93 Does School Matter for Educational Achievement? A Two-Way Nested-Error Components Analysis
by Montmarquette, Claude & Mahseredjian, Sophie [Downloadable! (restricted)]
195-204 Structural Time Series Analysis and Modelling Package: A Review
by Diebold, Francis X [Downloadable! (restricted)]
205-06 MTS: A Review
by Watson, Mark W [Downloadable! (restricted)]

1989, Volume 4, Issue 1

1-21 The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model
by Diebold, Francis X & Nerlove, Marc [Downloadable! (restricted)]
23-39 A Double-Hurdle Model of Cigarette Consumption
by Jones, Andrew M [Downloadable! (restricted)]
41-56 Constructing the True Cost of Living Index from the Engel Curves of the Piglog Model
by Fry, Vanessa & Pashardes, Panos [Downloadable! (restricted)]
57-71 Production of Public Safety: Are Socioeconomic Characteristics of Local Communities Important Factors?
by Gyimah-Brempong, Kwabena [Downloadable! (restricted)]
73-92 Econometric Modelling on Microcomputers: A Review of Major Software Packages
by Brillet, Jean-Louis [Downloadable! (restricted)]
93-96 NAG Fortran Workstation Library: A Review
by White, Kenneth J [Downloadable! (restricted)]

1988, Volume 3, Issue 4

255-66 Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n
by Osborn, Denise R [Downloadable! (restricted)]
267-77 Tobin's Marginal 'q' and Tests of the Firm's Dynamic Equilibrium
by Galeotti, Marzio [Downloadable! (restricted)]
279-94 Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch
by Chou, Ray Yeutien [Downloadable! (restricted)]
295-305 Are Price Equations Really Money Demand Equations on Their Heads?
by Mackinnon, James G & Milbourne, Ross D [Downloadable! (restricted)]
307-14 The Information in the Term Structure: Some Further Results
by Mishkin, Frederic S [Downloadable! (restricted)]

1988, Volume 3, Issue 3

169-86 Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results
by Kiefer, Nicholas M [Downloadable! (restricted)]
187-202 Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity
by McCurdy, Thomas H & Morgan, Ieuan G [Downloadable! (restricted)]
203-14 A Stochastic Frontier Cost Function for Residential Child Care Provision
by Hughes, Michael D [Downloadable! (restricted)]
215-28 Money Stock Targeting and Money Supply: An Intertemporal Optimization Approach (with an Application to Canada)
by Mercenier, Jean & Sekkat, Khalid [Downloadable! (restricted)]
229-34 Choice of Employment Status and the Wages of Employees and the Self-employed: Some Further Evidence
by Gill, Andrew M [Downloadable! (restricted)]
235-39 Statistical Software Tools (SST) Version 1.1: A Review
by Trivedi, Pravin K [Downloadable! (restricted)]
240-44 AUTOBOX: A Review
by Bewley, Ronald [Downloadable! (restricted)]
245-47 SHAZAM: A Response
by White, K J [Downloadable! (restricted)]

1988, Volume 3, Issue 2

87-105 The Econometric Analysis of Models with Risk Terms
by Pagan, Adrian & Ullah, Aman [Downloadable! (restricted)]
107-23 In Pursuit of Monopoly Power: Recent Quantitative Work in Industrial Economics
by Geroski, Paul A [Downloadable! (restricted)]
125-37 Formation of Firms' Production Decisions in Finnish Manufacturing Industries
by Rahiala, Markku & Terasvirta, Timo [Downloadable! (restricted)]
139-47 Asymptotic Theory and Econometric Practice
by Koenker, Roger [Downloadable! (restricted)]
149-55 Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
by Cornwell, Christopher & Rupert, Peter [Downloadable! (restricted)]
157-64 Professor Chow's Econometrics: A Review
by Hughes Hallett, Andrew J [Downloadable! (restricted)]

1988, Volume 3, Issue 1

1-33 A Keynesian Macro-econometric Model of the UK: 1955-1984
by Desai, Meghnad & Weber, Guglielmo [Downloadable! (restricted)]
35-51 Semiparametric Econometrics: A Survey
by Robinson, P M [Downloadable! (restricted)]
53-67 Prices, Wages, and Import Prices in Israel: 1970-1983
by Melnick, Rafi [Downloadable! (restricted)]
69-80 A Test for the Existence of Allocative Inefficiency in Firms
by Melfi, C A & Rogers, Alan J [Downloadable! (restricted)]

1987, Volume 2, Issue 4

259-307 A Stock-flow Consistent Macro-econometric Model of the UK Economy--Part II
by Davis, E P [Downloadable! (restricted)]
309-33 A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence from Norway and the United Kingdom
by Edison, Hali J & Klovland, Jan Tore [Downloadable! (restricted)]
335-49 Sluggish Quantity Adjustment in a Non-clearing Market--A Disequilibrium Econometric Application to the Loan Market
by Browne, F X [Downloadable! (restricted)]

1987, Volume 2, Issue 3

171-92 Cliometrics, 1971-1986: A Survey
by Crafts, N F R [Downloadable! (restricted)]
193-214 Minute to Minute: Efficiency, Normality, and Randomness in Intra-daily Asset Prices
by Feinstone, Lauren J [Downloadable! (restricted)]
215-26 A Micro-econometric Analysis of Vacation Behaviour
by van Soest, Arthur & Kooreman, Peter [Downloadable! (restricted)]
227-35 A Parametric Test of the Negativity of the Substitution Matrix
by Kodde, David A & Palm, Franz C [Downloadable! (restricted)]
237-45 Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic
by Smith, Richard J [Downloadable! (restricted)]
247-49 Unemployment, Disequilibrium and the Short-run Phillips Curve: Correction and Extension
by Quandt, Richard E & Rosen, Harvey S [Downloadable! (restricted)]

1987, Volume 2, Issue 2

85-109 The Performance of Coal-Burning Electric Generating Units in the United States: 1960-1980
by Joskow, Paul L & Schmalensee, Richard [Downloadable! (restricted)]
111-32 A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I
by Davis, E P [Downloadable! (restricted)]
133-44 Macroeconometric Model Comparison and Evaluation Techniques: A Practical Appraisal
by Parke, William R [Downloadable! (restricted)]
145-58 An Empirical Model of a Household's Choice of Activities
by Montmarquette, Claude & Monty, Luc [Downloadable! (restricted)]
159-68 Empirical Evidence on the Sign of the Slope of the Hazard Rate from Unemployment from a Fixed Effects Model
by Alaouze, Chris M [Downloadable! (restricted)]

1987, Volume 2, Issue 1

1-25 Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982
by Turnovsky, Stephen J & Wohar, Mark E [Downloadable! (restricted)]
27-45 A Bayesian Approach to Assessing the Robustness of Hedonic Property
by Atkinson, Scott E & Crocker, Thomas D [Downloadable! (restricted)]
47-60 A Forward Looking Model of the Exchange Rate
by Hall, S G [Downloadable! (restricted)]
61-68 Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis
by Gregory, Allan W & Veall, Michael R [Downloadable! (restricted)]
69-75 On Estimating Dynamic Factor Demands
by Mahmud, S F & Robb, A L & Scarth, William M [Downloadable! (restricted)]

1986, Volume 1, Issue 4

297-316 An Econometric Model of U.K. Manufacturing Employment Using Survey Data on Expected Output
by Wren-Lewis, Simon [Downloadable! (restricted)]
317-32 An Adjustment Procedure for Predicting Systematic Risk
by Bera, Anil K & Kannan, Srinivasan [Downloadable! (restricted)]
333-44 A Flexible Dynamic Model of Multiproduct Technology for the West German Economy
by Nakamura, Shinichiro [Downloadable! (restricted)]
345-53 Differential Mortality in Rural Bangladesh
by McIntosh, James & Satchell, Stephen E & Nasim, Anjum [Downloadable! (restricted)]
355-65 Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis
by Cuthbertson, Keith & Taylor, Mark P [Downloadable! (restricted)]

1986, Volume 1, Issue 3

211-34 Capital Utilization and Capital Accumulation: Theory and Evidence
by Shapiro, Matthew D [Downloadable! (restricted)]
235-53 Unemployment, Disequilibrium and the Short Run Phillips Curve: An Econometric Approach
by Quandt, Richard E & Rosen, Harvey S [Downloadable! (restricted)]
255-75 The Behaviour of U.K. Export Prices of Manufactured Goods 1970-1983
by Cuthbertson, Keith [Downloadable! (restricted)]
277-86 Zero Expenditures and the Estimation of Engel Curves
by Keen, Michael [Downloadable! (restricted)]
287-94 The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence
by Raj, Baldev & Siklos, Pierre L [Downloadable! (restricted)]

1986, Volume 1, Issue 2

109-26 An Event History Approach to the Evaluation of Training, Recruitment and Employment Programmes
by Ridder, G [Downloadable! (restricted)]
127-41 Exact Inference in the Inequality Constrained Normal Linear Regression Model
by Geweke, John [Downloadable! (restricted)]
143-62 An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate
by Smith, P N & Wickens, M R [Downloadable! (restricted)]
163-83 Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model
by Hall, S G & Henry, S G B & Johns, C B [Downloadable! (restricted)]
185-208 Commodity and Asset Demands with and without Quantity Constraints in the Labour Market
by Bronsard, Camille & Salvas-Bronsard, Lise [Downloadable! (restricted)]

1986, Volume 1, Issue 1

5-28 Nobel Memorial Lecture 1984: The Accounts of Society
by Stone, Richard [Downloadable! (restricted)]
29-53 Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests
by Cameron, A Colin & Trivedi, Pravin K [Downloadable! (restricted)]
55-80 Selection Criteria for a Microeconometric Model of Labour Supply
by Blundell, Richard & Meghir, Costas [Downloadable! (restricted)]
81-93 On Estimating the Effects of Peak Demand Pricing
by Veall, Michael R [Downloadable! (restricted)]
95-108 An Empirical Analysis of Self-employment in the U.K
by Rees, Hedley & Shah, Anup [Downloadable! (restricted)]

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