Content
November 2017, Volume 32, Issue 7
- 1226-1243 A discrete†choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
by Lena Boneva & Oliver Linton - 1244-1260 Nonparametric methods and local†time†based estimation for dynamic power law distributions
by Ricardo T. Fernholz - 1261-1276 An endogenously clustered factor approach to international business cycles
by Neville Francis & Michael T. Owyang & Ozge Savascin - 1277-1297 Efficient estimation of Bayesian VARMAs with time†varying coefficients
by Joshua C.C. Chan & Eric Eisenstat - 1298-1313 Combining density forecasts using focused scoring rules
by Anne Opschoor & Dick van Dijk & Michel van der Wel - 1314-1328 Loss functions for predicted click†through rates in auctions for online advertising
by Patrick Hummel & R. Preston McAfee - 1329-1347 Economies of diversification in the US credit union sector
by Emir Malikov & Shunan Zhao & Subal C. Kumbhakar - 1348-1366 Unobserved selection heterogeneity and the gender wage gap
by Cecilia Machado - 1367-1369 Estimating the economic costs of organized crime by synthetic control methods
by Martin Becker & Stefan Klößner
September 2017, Volume 32, Issue 6
- 1055-1068 Anchoring the yield curve using survey expectations
by Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa - 1069-1086 Structural FECM: Cointegration in large‐scale structural FAVAR models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten - 1087-1106 Model selection with estimated factors and idiosyncratic components
by Jack Fosten - 1107-1122 Efficient estimation of factor models with time and cross‐sectional dependence
by Alexander Heinemann - 1123-1144 Identifying relevant and irrelevant variables in sparse factor models
by Sylvia Kaufmann & Christian Schumacher - 1145-1155 Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US
by Katarina Juselius & Katrin Assenmacher - 1156-1177 Fat tails and spurious estimation of consumption‐based asset pricing models
by Alexis Akira Toda & Kieran James Walsh - 1178-1196 Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Leopoldo Catania & Anna Gloria Billé - 1197-1205 The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models
by Muhammad Asali & Aamer S. Abu‐Qarn & Michael Beenstock
August 2017, Volume 32, Issue 5
- 931-951 Have Standard VARS Remained Stable Since the Crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 952-964 The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
by Carlo Altavilla & Domenico Giannone - 965-982 Monetary Policy and Asset Prices: A Markov‐Switching DSGE Approach
by Joonyoung Hur - 983-1002 An Empirical Comparison Between the Synthetic Control Method and HSIAO et al.'s Panel Data Approach to Program Evaluation
by Javier Gardeazabal & Ainhoa Vega‐Bayo - 1003-1026 Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models
by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas - 1027-1032 The Robust Relationship Between us Food Aid and Civil Conflict
by Chi‐Yang Chu & Daniel J. Henderson & Le Wang - 1033-1038 Credit Booms Gone Bust: Replication of Schularick and Taylor (AER 2012)
by Peter M. Summers - 1039-1042 Economic Transition and Growth: A Replication
by Joachim Schnurbus & Harry Haupt & Verena Meier - 1043-1053 Work Ethic, Social Ethic, no Ethic: Measuring the Economic Values of Modern Christians
by Christopher L. Colvin & Matthew McCracken
June 2017, Volume 32, Issue 4
- 725-743 Dynamic Panel Data Models With Irregular Spacing: With an Application to Early Childhood Development
by Daniel L. Millimet & Ian K. McDonough - 744-763 Estimating the Competitive Storage Model with Trending Commodity Prices
by Christophe Gouel & Nicolas Legrand - 764-782 Loan Supply Shocks and the Business Cycle
by Luca Gambetti & Alberto Musso - 783-801 Density Forecasts With Midas Models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo - 802-818 Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
by Matthieu Droumaguet & Anders Warne & Tomasz Woźniak - 819-840 On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA
by Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers - 841-857 MM Algorithm for General Mixed Multinomial Logit Models
by Jonathan James - 858-876 Using a Structural‐Form Model to Analyze the Impact of Home Ownership on Unemployment Duration
by Aico Van Vuuren - 877-895 Out‐of‐Sample Return Predictability: A Quantile Combination Approach
by Luiz Renato Lima & Fanning Meng - 896-918 Textual Analysis in Real Estate
by Adam Nowak & Patrick Smith - 919-922 Narrow Replication of Fisman and Miguel's (2007a) ‘Corruption, Norms, and Legal Enforcement: Evidence from Diplomatic Parking Tickets’
by Matheus Albergaria & Luiz Paulo Fávero - 923-930 Human Capital Spillovers and Regional Development
by Marcos Sanso‐Navarro & Maria Vera‐Cabello & Domingo P. Ximénez‐De‐Embún
April 2017, Volume 32, Issue 3
- 477-503 Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion
by Cem Ertur & Antonio Musolesi - 504-532 Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 533-553 Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting
by Todd E. Clark & Michael W. McCracken - 554-574 Testing for Predictability in panels with General Predictors
by Joakim Westerlund & Hande Karabiyik & Paresh Narayan - 575-599 Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data
by Jiaying Gu & Roger Koenker - 600-620 Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes
by Roman Liesenfeld & Jean‐François Richard & Jan Vogler - 621-642 The Millennium Peak in Club Convergence: A New Look at Distributional Changes in The Wealth of Nations
by Melanie Krause - 643-660 Teacher Quality and Student Achievement: Evidence from a Sample of Dutch Twins
by Sander Gerritsen & Erik Plug & Dinand Webbink - 661-682 Confronting Price Endogeneity in a Duration Model of Residential Subdivision Development
by Douglas H. Wrenn & H. Allen Klaiber & David A. Newburn - 683-703 Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - 704-718 In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
by Patrick Fève & Jean‐Guillaume Sahuc - 719-724 Income and Democracy: A Smooth Varying Coefficient Redux
by Alexander L. Lundberg & Kim P. Huynh & David T. Jacho‐Chávez
March 2017, Volume 32, Issue 2
- 233-254 Wild Bootstrap Inference for Wildly Different Cluster Sizes
by James G. MacKinnon & Matthew D. Webb - 255-274 Estimation and Solution of Models with Expectations and Structural Changes
by Mariano Kulish & Adrian Pagan - 275-295 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - 296-317 Global Credit Risk: World, Country and Industry Factors
by Bernd Schwaab & Siem Jan Koopman & André Lucas - 318-341 Forecasting With the Standardized Self‐Perturbed Kalman Filter
by Stefano Grassi & Nima Nonejad & Paolo Santucci De Magistris - 342-358 Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences
by Matthew Harding & Carlos Lamarche - 359-378 Spotting the Danger Zone: Forecasting Financial Crises With Classification Tree Ensembles and Many Predictors
by Felix Ward - 379-400 Skewness Risk and Bond Prices
by Francisco Ruge‐Murcia - 401-421 Conventional Monetary Policy Transmission During Financial Crises: An Empirical Analysis
by Tatjana Dahlhaus - 422-439 Transitions at Different Moments in Time: A Spatial Probit Approach
by J. Paul Elhorst & Pim Heijnen & Anna Samarina & Jan P. A. M. Jacobs - 440-462 Absenteeism, Gender and the Morbidity–Mortality Paradox
by Daniel Avdic & Per Johansson - 463-469 Subjective Well‐Being and Income: A Re‐Examination of Satiation Using the Regression Kink Model With an Unknown Threshold
by Donald Lien & Yue Hu & Long Liu - 470-476 Differences Between Classical and Bayesian Estimates for Mixed Logit Models: A Replication Study
by Ossama Elshiewy & German Zenetti & Yasemin Boztug
January 2017, Volume 32, Issue 1
- 1-15 Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock - 16-36 Average and Marginal Returns to Upper Secondary Schooling in Indonesia
by Pedro Carneiro & Michael Lokshin & Nithin Umapathi - 37-55 Estimation of Poverty Transition Matrices with Noisy Data
by Nayoung Lee & Geert Ridder & John Strauss - 56-79 Sharp IV Bounds on Average Treatment Effects on the Treated and Other Populations Under Endogeneity and Noncompliance
by Martin Huber & Lukas Laffers & Giovanni Mellace - 80-102 Identification and Estimation of Online Price Competition With an Unknown Number of Firms
by Yonghong An & Michael R. Baye & Yingyao Hu & John Morgan & Matt Shum - 103-119 Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models
by Anders Warne & Günter Coenen & Kai Christoffel - 120-139 How to Identify and Forecast Bull and Bear Markets?
by Erik Kole & Dick Dijk - 140-158 Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice
by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros - 159-170 Forecasting Tail Risks
by Gianni De Nicolò & Marcella Lucchetta - 171-191 Modeling Financial Sector Joint Tail Risk in the Euro Area
by André Lucas & Bernd Schwaab & Xin Zhang - 192-217 State Prices of Conditional Quantiles: New Evidence on Time Variation in the Pricing Kernel
by Konstantinos Metaxoglou & Aaron Smith - 218-223 Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
by Badi H. Baltagi & Pallab Kumar Ghosh - 224-232 The Early Millennium Slowdown: Replicating the Peersman (2005) Results
by Angelia L. Grant
November 2016, Volume 31, Issue 7
- 1197-1214 Mismatch Shocks and Unemployment During the Great Recession
by Francesco Furlanetto & Nicolas Groshenny - 1215-1233 Time Variation in Macro‐Financial Linkages
by Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino - 1234-1253 On the Importance of Sectoral and Regional Shocks for Price‐Setting
by Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino - 1254-1275 Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
by Kajal Lahiri & George Monokroussos & Yongchen Zhao - 1276-1290 Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
by Jacopo Cimadomo & Antonello D'Agostino - 1291-1311 Bubbles and Crises: The Role of House Prices and Credit
by André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen - 1312-1332 Optimal Portfolio Choice Under Decision‐Based Model Combinations
by Davide Pettenuzzo & Francesco Ravazzolo - 1333-1351 Nonlinear Granger Causality: Guidelines for Multivariate Analysis
by Cees Diks & Marcin Wolski - 1352-1370 Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - 1371-1391 Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - 1392-1406 Noncausal Bayesian Vector Autoregression
by Markku Lanne & Jani Luoto - 1407-1429 A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010
by Emir Malikov & Subal C. Kumbhakar & Mike G. Tsionas - 1430-1444 Optimal Control of Heteroscedastic Macroeconomic Models
by Vito Polito & Peter Spencer - 1445-1466 Outlier‐Robust Bayesian Multinomial Choice Modeling
by Dries F. Benoit & Stefan Van Aelst & Dirk Van den Poel - 1467-1477 Demographics and Business Cycle Volatility: A Spurious Relationship?
by Gerdie Everaert & Hauke Vierke - 1478-1483 Replicating the Results in ‘A New Model of Trend Inflation’ Using Particle Markov Chain Monte Carlo
by Nima Nonejad
September 2016, Volume 31, Issue 6
- 929-960 Exponent of Cross‐Sectional Dependence: Estimation and Inference
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - 961-981 Panicca: Panic on Cross‐Section Averages
by Simon Reese & Joakim Westerlund - 982-1004 Error Correction Testing in Panels with Common Stochastic Trends
by Christian Gengenbach & Jean‐Pierre Urbain & Joakim Westerlund - 1005-1025 Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions
by Tim Bollerslev & Andrew J. Patton & Wenjing Wang - 1026-1047 Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling
by Siddhartha Chib & Liana Jacobi - 1048-1064 Accounting for the Political Uncertainty Factor
by Eric M. Scheffel - 1065-1082 State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries
by Stefanos Dimitrakopoulos & Michalis Kolossiatis - 1083-1099 Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts
by Christoph Frey & Frieder Mokinski - 1100-1119 Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
by George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao - 1120-1139 Effect of Online Dating on Assortative Mating: Evidence from South Korea
by Soohyung Lee - 1140-1158 Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
by Arnab Mukherji & Satrajit Roychoudhury & Pulak Ghosh & Sarah Brown - 1159-1182 Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models
by Helmut Herwartz & Nadja Klein & Christoph Strumann - 1183-1191 Reassessing the Relative Power of the Yield Spread in Forecasting Recessions
by Dean Croushore & Katherine Marsten - 1192-1196 Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth
by Christos S. Savva
August 2016, Volume 31, Issue 5
- 773-804 Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models
by Jason R. Blevins - 805-820 Modelling Inflation Volatility
by Eric Eisenstat & Rodney W. Strachan - 821-842 Factor‐Based Identification‐Robust Interference in IV Regressions
by Georges Kapetanios & Lynda Khalaf & Massimiliano Marcellino - 843-864 A Semi‐Parametric Analysis of Two‐Sided Markets: An Application to the Local Daily Newspapers in the USA
by Senay Sokullu - 865-891 Borrowing Constraints and Credit Demand in a Developing Economy
by Jaime Ruiz‐Tagle & Francis Vella - 892-911 Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables
by Lance A. Fisher & Hyeon‐Seung Huh & Adrian R. Pagan - 912-919 Reanalyzing Zero Returns to Education in Germany
by Daniel A. Kamhöfer & Hendrik Schmitz - 920-928 Successful Scientific Replication and Extension of Levitt (2008): Child Seats are Still No Safer Than Seat Belts
by Lauren E. Jones & Nicolas R. Ziebarth
June 2016, Volume 31, Issue 4
- 613-629 ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
by Lars Winkelmann & Markus Bibinger & Tobias Linzert - 630-651 The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
by Yasuo Hirose & Atsushi Inoue - 652-677 Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous
by Daniel L. Millimet & Jayjit Roy - 678-706 GMM with Multiple Missing Variables
by Saraswata Chaudhuri & David K. Guilkey - 707-733 A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market
by A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta - 734-755 Maintaining (Locus of) Control? Data Combination for the Identification and Inference of Factor Structure Models
by Rémi Piatek & Pia Pinger - 756-761 Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment
by Zhou Xun & Michel Lubrano - 762-771 Estimating Bayesian Decision Problems with Heterogeneous Expertise
by Stephen Hansen & Michael McMahon & Sorawoot Srisuma
April 2016, Volume 31, Issue 3
- 457-486 Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures
by Sergio Firpo & Cristine Pinto - 487-506 Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification
by John K. Dagsvik & Zhiyang Jia - 507-532 Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
by Barbara Rossi & Tatevik Sekhposyan - 533-550 The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters
by Joshua Abel & Robert Rich & Joseph Song & Joseph Tracy - 551-565 A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - 566-583 On the Low‐Frequency Relationship Between Public Deficits and Inflation
by Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz - 584-602 Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity
by Enrique Moral‐Benito - 603-610 Flexible Estimation of Copulas: An Application to the US Housing Crisis
by Anson T. Y. Ho & Kim P. Huynh & David T. Jacho‐Chávez
March 2016, Volume 31, Issue 2
- 301-319 A Social Interactions Model with Endogenous Friendship Formation and Selectivity
by Chih‐Sheng Hsieh & Lung Fei Lee - 320-337 Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design
by Marianne Simonsen & Lars Skipper & Niels Skipper - 338-356 An Empirical Test of Pricing Kernel Monotonicity
by Brendan K. Beare & Lawrence D. W. Schmidt - 357-386 Bayesian Graphical Models for STructural Vector Autoregressive Processes
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - 387-402 An Extension of the J‐Test to a Spatial Panel Data Framework
by Harry H. Kelejian & Gianfranco Piras - 403-419 A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression
by Tai‐kuang Ho & Cheng‐chung Lai - 420-449 Identifying the Independent Sources of Consumption Variation
by Matteo Barigozzi & Alessio Moneta - 450-454 Lasso for Instrumental Variable Selection: A Replication Study
by Martin Spindler
January 2016, Volume 31, Issue 1
- 1-3 Cross‐Sectional Dependence in Panel Data Models: A Special Issue
by Jushan Bai & Badi Baltagi & Hashem Pesaran - 4-31 Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models
by Matei Demetrescu & Ulrich Homm - 32-57 Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets
by Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques - 58-84 Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
by Liudas Giraitis & George Kapetanios & Anne Wetherilt & Filip ŽIKEŠ - 85-105 Estimation of Dynamic Panel Data Models with Cross‐Sectional Dependence: Using Cluster Dependence for Efficiency
by Valentin Verdier - 106-132 Growth Determinants Revisited Using Limited‐Information Bayesian Model Averaging
by Alin Mirestean & Charalambos G. Tsangarides - 133-162 Identification of Spatial Durbin Panel Models
by Lung‐fei Lee & Jihai Yu - 163-191 Panel Data Models with Grouped Factor Structure Under Unknown Group Membership
by Tomohiro Ando & Jushan Bai - 192-213 The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
by Lena Boneva & Oliver Linton & Michael Vogt - 214-248 Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach
by Badi H. Baltagi & Peter H. Egger & Michaela Kesina - 249-280 A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - 281-297 Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin
November 2015, Volume 30, Issue 7
- 1013-1028 What Drives Oil Prices? Emerging Versus Developed Economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - 1029-1046 The Measurement and Characteristics of Professional Forecasters' Uncertainty
by Gianna Boero & Jeremy Smith & Kenneth F. Wallis - 1047-1072 Fiscal Policies and Credit Regimes: A TVAR Approach
by Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo - 1073-1089 Extracting Nonlinear Signals from Several Economic Indicators
by Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela - 1090-1114 Anticipating Long‐Term Stock Market Volatility
by Christian Conrad & Karin Loch - 1115-1143 Estimating Incentive and Selection Effects in the Medigap Insurance Market: An Application with Dirichlet Process Mixture Model
by Xuequn Hu & Murat K. Munkin & Pravin K. Trivedi - 1144-1168 A Test of the Conditional Independence Assumption in Sample Selection Models
by Martin Huber & Blaise Melly - 1169-1191 Isolating the Roles of Individual Covariates in Reweighting Estimation
by Todd E. Elder & John H. Goddeeris & Steven J. Haider - 1192-1209 Refining Stylized Facts from Factor Models of Inflation
by Ferre De Graeve & Karl Walentin - 1210-1234 A Hidden Markov Model Approach to Information‐Based Trading: Theory and Applications
by Xiangkang Yin & Jing Zhao
September 2015, Volume 30, Issue 6
- 857-873 Commodity Price Volatility and the Sources of Growth
by Tiago V. De V. Cavalcanti & Kamiar Mohaddes & Mehdi Raissi - 874-903 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki - 904-923 On the Empirical Failure of Purchasing Power Parity Tests
by Matteo Pelagatti & Emilio Colombo - 924-947 Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
by Efrem Castelnuovo & Luca Fanelli - 948-967 The Environmental Kuznets Curve, Cointegration and Nonlinearity
by Martin Wagner - 968-986 Macroeconomic Effects of Precautionary Demand for Oil
by Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani - 987-1009 Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model
by Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo - 1010-1010 Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication
by Tamer Kulaksizoglu
August 2015, Volume 30, Issue 5
- 705-717 Spline Regression in the Presence of Categorical Predictors
by Shujie Ma & Jeffrey S. Racine & Lijian Yang - 718-738 Combining Matching and Nonparametric Instrumental Variable Estimation: Theory and An Application to the Evaluation of Active Labour Market Policies
by Markus Frölich & Michael Lechner - 739-762 Replacing Sample Trimming with Boundary Correction in Nonparametric Estimation of First‐Price Auctions
by Brent R. Hickman & Timothy P. Hubbard - 763-786 Doubly Robust Estimation of Causal Effects with Multivalued Treatments: An Application to the Returns to Schooling
by S. Derya Uysal - 787-805 When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions
by Pauline Givord & Lionel Wilner - 806-825 A New Utility‐Consistent Econometric Approach to Multivariate Count Data Modeling
by Chandra R. Bhat & Rajesh Paleti & Marisol Castro - 826-847 Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis
by Camilla Mastromarco & Léopold Simar - 848-855 Gender‐Biased Breastfeeding in Egypt: Examining the Fertility Preference Hypotheses of Jayachandran and Kuziemko (2011)
by Abhishek Chakravarty
June 2015, Volume 30, Issue 4
- 529-550 Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts
by Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci - 551-575 Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility
by Todd E. Clark & Francesco Ravazzolo - 576-595 Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting
by Julieta Fuentes & Pilar Poncela & Julio Rodríguez - 596-620 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - 621-649 Speculation in the Oil Market
by Luciana Juvenal & Ivan Petrella - 650-674 Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
by Joshua C. C. Chan & Justin L. Tobias - 675-702 Simple Identification and Specification of Cointegrated Varma Models
by Christian Kascha & Carsten Trenkler - 703-704 Narrow Replication of ‘A Spatio‐Temporal Model of House Prices in the Usa’ Using R
by Giovanni Millo
April 2015, Volume 30, Issue 3
- 353-376 A Bayesian Semiparametric Competing Risk Model with Unobserved Heterogeneity
by Martin Burda & Matthew Harding & Jerry Hausman - 377-397 Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation
by Fulvio Corsi & Stefano Peluso & Francesco Audrino - 398-421 Analysis of Hospital Production: An Output Index Approach
by Martin S. Gaynor & Samuel A. Kleiner & William B. Vogt - 422-446 Regression Discontinuity Applications with Rounding Errors in the Running Variable
by Yingying Dong - 447-467 Visual Attention and Attribute Attendance in Multi‐Attribute Choice Experiments
by Kelvin Balcombe & Iain Fraser & Eugene McSorley - 468-486 Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach
by Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper - 487-508 Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures
by Erich Battistin & Michele De Nadai - 509-528 Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
by Badi H. Baltagi & Georges Bresson & Jean‐Michel Etienne
March 2015, Volume 30, Issue 2
- 177-198 Is infrastructure capital productive? A dynamic heterogeneous approach
by César Calderón & Enrique Moral‐Benito & Luis Servén - 199-218 Monetary Policy and the Housing Market: A Structural Factor Analysis
by Matteo Luciani - 219-240 Dsge Models in the Frequency Domains
by Luca Sala - 241-262 Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?
by Fabio Canova & Alain Schlaepfer - 263-290 Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec