Content
March 2021, Volume 36, Issue 2
- 165-189 Social interactions and social preferences in social networks
by Chih‐Sheng Hsieh & Xu Lin - 190-208 Early child development and parents' labor supply
by Lukáš Lafférs & Bernhard Schmidpeter - 209-227 The price of forced attendance
by Sacha Kapoor & Matthijs Oosterveen & Dinand Webbink - 228-243 Efficient minimum distance estimation of Pareto exponent from top income shares
by Alexis Akira Toda & Yulong Wang - 244-261 Fueling conflict? (De)escalation and bilateral aid
by Richard Bluhm & Martin Gassebner & Sarah Langlotz & Paul Schaudt - 262-270 Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models
by Florian Huber & Michael Pfarrhofer
January 2021, Volume 36, Issue 1
- 1-17 Measuring the slowly evolving trend in US inflation with professional forecasts
by James M. Nason & Gregor W. Smith - 18-44 Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices
by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran - 45-70 Real‐time detection of regimes of predictability in the US equity premium
by David I. Harvey & Stephen J. Leybourne & Robert Sollis & A.M. Robert Taylor - 71-85 Cointegration and control: Assessing the impact of events using time series data
by Andrew Harvey & Stephen Thiele - 86-97 Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data
by Haroon Mumtaz & Laura Sunder‐Plassmann - 98-124 Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models
by Romain Duval & Davide Furceri & Jakob Miethe - 125-150 Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models
by Sinem Hacıoğlu Hoke & George Kapetanios - 151-161 Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence
by Matei Demetrescu & Christoph Roling & Anna Titova
November 2020, Volume 35, Issue 7
- 797-813 The informativeness of estimation moments
by Bo Honoré & Thomas Jørgensen & Áureo de Paula - 814-840 Direct and indirect effects of continuous treatments based on generalized propensity score weighting
by Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry - 841-859 The evolution of the US family income–schooling relationship and educational selectivity
by Christian Belzil & Jörgen Hansen - 860-878 Testing for correlation in error‐component models
by Koen Jochmans - 879-892 Testing for overconfidence statistically: A moment inequality approach
by Yanchun Jin & Ryo Okui - 893-916 Who benefits from privileged peers? Evidence from siblings in schools
by Marco Bertoni & Giorgio Brunello & Lorenzo Cappellari - 917-939 Average treatment effects for stayers with correlated random coefficient models of panel data
by Valentin Verdier - 940-959 Perceived and actual option values of college enrollment
by Yifan Gong & Todd Stinebrickner & Ralph Stinebrickner - 960-964 Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere
by Yana Petrova & Joakim Westerlund
September 2020, Volume 35, Issue 6
- 653-672 Negative interest rate policy and the yield curve
by Jing Cynthia Wu & Fan Dora Xia - 673-691 Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?
by Lutz Kilian & Xiaoqing Zhou - 692-711 Composite likelihood methods for large Bayesian VARs with stochastic volatility
by Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop - 712-727 Change point estimation in panel data with time‐varying individual effects
by Otilia Boldea & Bettina Drepper & Zhuojiong Gan - 728-750 Differencing versus nondifferencing in factor‐based forecasting
by In Choi & Hanbat Jeong - 751-775 The role of startups for local labor markets
by Gerald Carlino & Thorsten Drautzburg - 776-785 A cross‐section average‐based principal components approach for fixed‐T panels
by Joakim Westerlund - 786-796 Replicating the Levitt and Porter estimates of drunk driving
by Richard A. Dunn & Nathan W. Tefft
August 2020, Volume 35, Issue 5
- 481-504 Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments
by Hans Fricke & Markus Frölich & Martin Huber & Michael Lechner - 505-525 A distributional synthetic control method for policy evaluation
by Yi‐Ting Chen - 526-547 Comparing econometric methods to empirically evaluate activation programs for job seekers
by Paul Muller & Bas van der Klaauw & Arjan Heyma - 548-566 Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set
by Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty - 567-586 Family planning in a life‐cycle model with income risk
by Mette Ejrnæs & Thomas H. Jørgensen - 587-613 Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations
by Norman R. Swanson & Weiqi Xiong & Xiye Yang - 614-628 Is deflation costly after all? The perils of erroneous historical classifications
by Daniel Kaufmann - 629-644 Forecasting stock returns with model uncertainty and parameter instability
by Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang - 645-652 Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)
by Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski
June 2020, Volume 35, Issue 4
- 373-390 Prediction regions for interval‐valued time series
by Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz - 391-409 Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
by Laura Coroneo & Fabrizio Iacone - 410-421 Exchange rate predictability and dynamic Bayesian learning
by Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler - 422-439 Complementary Bayesian method of moments strategies
by A. Ronald Gallant - 440-456 Order‐invariant tests for proper calibration of multivariate density forecasts
by Jonas Dovern & Hans Manner - 457-480 Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing
by Emir Malikov & Shunan Zhao & Subal C. Kumbhakar
April 2020, Volume 35, Issue 3
- 273-293 Assessing international commonality in macroeconomic uncertainty and its effects
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 294-314 Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
by Matthew Harding & Carlos Lamarche & M. Hashem Pesaran - 315-327 Estimation of average treatment effects using panel data when treatment effect heterogeneity depends on unobserved fixed effects
by Shosei Sakaguchi - 328-343 Mixed causal–noncausal autoregressions with exogenous regressors
by Alain Hecq & Joao Victor Issler & Sean Telg - 344-370 Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors
by Antoine A. Djogbenou
March 2020, Volume 35, Issue 2
- 141-159 The effect of oil supply shocks on US economic activity: What have we learned?
by Ana María Herrera & Sandeep Kumar Rangaraju - 160-175 The shale revolution and shifting crude dynamics
by Malick Sy & Liuren Wu - 176-197 Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - 198-216 Interval censored regression with fixed effects
by Jason Abrevaya & Chris Muris - 217-247 Estimation of a dynamic stochastic frontier model using likelihood‐based approaches
by Hung‐pin Lai & Subal C. Kumbhakar - 248-272 Multivariate dynamic intensity peaks‐over‐threshold models
by Nikolaus Hautsch & Rodrigo Herrera
January 2020, Volume 35, Issue 1
- 1-18 Estimating and accounting for the output gap with large Bayesian vector autoregressions
by James Morley & Benjamin Wong - 19-45 Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
by Christian Conrad & Onno Kleen - 46-60 Modeling the conditional distribution of financial returns with asymmetric tails
by Stephen Thiele - 61-81 Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach
by Christian Gross & Pierre L. Siklos - 82-98 Interpreting shocks to the relative price of investment with a two‐sector model
by Luca Guerrieri & Dale Henderson & Jinill Kim - 99-113 The next hundred years of growth and convergence
by Richard Startz - 114-129 Introducing the Bank of Canada staff economic projections database
by Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel - 130-140 Refining the workhorse oil market model
by Xiaoqing Zhou
November 2019, Volume 34, Issue 7
- 1027-1049 Large time‐varying parameter VARs: A nonparametric approach
by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti - 1050-1072 Macroeconomic forecast accuracy in a data‐rich environment
by Rachidi Kotchoni & Maxime Leroux & Dalibor Stevanovic - 1073-1085 Likelihood evaluation of models with occasionally binding constraints
by Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong - 1086-1101 Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance
by Arkadiusz Szydłowski - 1102-1120 Measurement error in discrete health facility choice models: An example from urban Senegal
by Christopher J. Cronin & David K. Guilkey & Ilene S. Speizer - 1121-1140 Extreme returns and intensity of trading
by Wei Lin & Gloria González‐Rivera
September 2019, Volume 34, Issue 6
- 865-882 Measuring mortgage credit availability: A frontier estimation approach
by Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven Molloy - 883-892 Structural changes in heterogeneous panels with endogenous regressors
by Badi H. Baltagi & Qu Feng & Chihwa Kao - 893-910 Mostly harmless simulations? Using Monte Carlo studies for estimator selection
by Arun Advani & Toru Kitagawa & Tymon Słoczyński - 911-933 Two applications of wild bootstrap methods to improve inference in cluster‐IV models
by Keith Finlay & Leandro M. Magnusson - 934-950 Decomposing the effects of monetary policy using an external instruments SVAR
by Aeimit Lakdawala - 951-971 Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
by Giovanni Angelini & Luca Fanelli - 972-993 Tax shocks with high and low uncertainty
by Fabio Bertolotti & Massimiliano Marcellino - 994-1015 Estimation in a generalization of bivariate probit models with dummy endogenous regressors
by Sukjin Han & Sungwon Lee - 1016-1028 Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity
by Jaeho Kim & Le Wang
August 2019, Volume 34, Issue 5
- 621-640 Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
by Florian Huber & Gregor Kastner & Martin Feldkircher - 641-660 Bayesian parametric and semiparametric factor models for large realized covariance matrices
by Xin Jin & John M. Maheu & Qiao Yang - 661-672 The response of asset prices to monetary policy shocks: Stronger than thought
by Lucia Alessi & Mark Kerssenfischer - 673-687 Monetary policy, housing rents, and inflation dynamics
by Daniel A. Dias & João B. Duarte - 688-706 Mixed‐frequency models with moving‐average components
by Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic - 707-723 The demand for season of birth
by Damian Clarke & Sonia Oreffice & Climent Quintana‐Domeque - 724-745 To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
by Wendun Wang & Xinyu Zhang & Richard Paap - 746-761 CCE in fixed‐T panels
by Joakim Westerlund & Yana Petrova & Milda Norkute - 762-778 Tests of asset pricing with time‐varying factor loads
by Antonio F. Galvao & Gabriel Montes‐Rojas & Jose Olmo - 779-794 Telling tales from the tails: High‐dimensional tail interdependence
by Arnold Polanski & Evarist Stoja & Frank Windmeijer - 795-810 Estimating the U.S. output gap with state‐level data
by Manuel González‐Astudillo - 811-819 Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks
by Helmut Herwartz - 820-821 A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”
by Davaajargal Luvsannyam & Khuslen Batmunkh - 822-826 Bubbles and crises: Replicating the Anundsen et al. (2016) results
by Bowen Fu - 827-835 Heterogeneity in risk aversion and risk sharing regressions
by Pierfederico Asdrubali & Simone Tedeschi & Luigi Ventura - 836-842 Testing for time variation in the natural rate of interest
by Tino Berger & Bernd Kempa - 843-849 Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach
by Haitao Huang & Liang Peng & Vincent W. Yao - 850-857 Does global inflation help forecast inflation in industrialized countries?
by Christian Gillitzer & Martin McCarthy - 858-864 Expected market returns: SVIX, realized volatility, and the role of dividends
by Matthijs Lof
June 2019, Volume 34, Issue 4
- 463-481 Panel parametric, semiparametric, and nonparametric construction of counterfactuals
by Cheng Hsiao & Qiankun Zhou - 482-501 Sibling spillover effects in school achievement
by Cheti Nicoletti & Birgitta Rabe - 502-525 Catching up to girls: Understanding the gender imbalance in educational attainment within race
by Esteban M. Aucejo & Jonathan James - 526-546 Estimation of linear dynamic panel data models with time‐invariant regressors
by Sebastian Kripfganz & Claudia Schwarz - 547-565 Controlling for ability using test scores
by Benjamin Williams - 566-587 The signal quality of grades across academic fields
by James Thomas - 588-605 Towards causal estimates of children's time allocation on skill development
by Gregorio Caetano & Josh Kinsler & Hao Teng - 606-611 Ethnic capital and intergenerational transmission of educational attainment
by Agnieszka Postepska - 612-619 A robust approach to estimating production functions: Replication of the ACF procedure
by Kyoo il Kim & Yao Luo & Yingjun Su
April 2019, Volume 34, Issue 3
- 325-346 Dynamic specification tests for dynamic factor models
by Gabriele Fiorentini & Enrique Sentana - 347-364 NETS: Network estimation for time series
by Matteo Barigozzi & Christian Brownlees - 365-384 Systemic risk and bank business models
by Maarten van Oordt & Chen Zhou - 385-402 Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
by Francisco H.G. Ferreira & Sergio Firpo & Antonio F. Galvao - 403-424 Modeling the effects of grade retention in high school
by Bart Cockx & Matteo Picchio & Stijn Baert - 425-436 Measuring the natural rate of interest: A note on transitory shocks
by Kurt F. Lewis & Francisco Vazquez‐Grande - 437-455 Uncertainty across volatility regimes
by Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli - 456-462 Real‐time forecast combinations for the oil price
by Anthony Garratt & Shaun P. Vahey & Yunyi Zhang
March 2019, Volume 34, Issue 2
- 161-180 Commodity prices and fiscal policy design: Procyclical despite a rule
by Hilde C. Bjørnland & Leif Anders Thorsrud - 181-204 An empirical investigation of direct and iterated multistep conditional forecasts
by Michael W. McCracken & Joseph T. McGillicuddy - 205-220 Selecting structural innovations in DSGE models
by Filippo Ferroni & Stefano Grassi & Miguel A. León‐Ledesma - 221-246 Structural VARs and noninvertible macroeconomic models
by Mario Forni & Luca Gambetti & Luca Sala - 247-267 Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions
by Yohei Yamamoto - 268-284 CCE estimation of factor‐augmented regression models with more factors than observables
by Hande Karabiyik & Jean‐Pierre Urbain & Joakim Westerlund - 285-314 Steady‐state modeling and macroeconomic forecasting quality
by Dimitrios P. Louzis - 315-324 The cyclicality of R&D investment revisited
by Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun
January 2019, Volume 34, Issue 1
- 1-17 Simultaneous confidence bands: Theory, implementation, and an application to SVARs
by José Luis Montiel Olea & Mikkel Plagborg‐Møller - 18-25 The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
by Mark Kerssenfischer - 26-42 Cartel dating
by H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel - 43-65 Switching generalized autoregressive score copula models with application to systemic risk
by Mauro Bernardi & Leopoldo Catania - 66-81 The two‐sample linear regression model with interval‐censored covariates
by David Pacini - 82-109 (Under)Mining local residential property values: A semiparametric spatial quantile autoregression
by Emir Malikov & Yiguo Sun & Diane Hite - 110-128 Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India
by Arthur Alik‐Lagrange & Martin Ravallion - 129-148 Information flows and stock market volatility
by Chew Lian Chua & Sarantis Tsiaplias - 149-154 The approximate solution of finite‐horizon discrete‐choice dynamic programming models
by Philipp Eisenhauer - 155-159 Private returns to R&D in the presence of spillovers, revisited
by Giovanni Millo
November 2018, Volume 33, Issue 7
- 937-965 Should we use linearized models to calculate fiscal multipliers?
by Jesper Lindé & Mathias Trabandt - 966-985 Dynamic discrete copula models for high‐frequency stock price changes
by Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor - 986-1006 Realized networks
by Christian Brownlees & Eulàlia Nualart & Yucheng Sun - 1007-1025 Risk‐neutral moment‐based estimation of affine option pricing models
by Bruno Feunou & Cédric Okou - 1026-1043 A test of general asymmetric dependence
by Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu - 1044-1063 Girls and boys: Economic crisis, fertility, and birth outcomes
by Soohyung Lee & Chiara Orsini - 1064-1080 Collective decisions, household production, and labor force participation
by Olivier Donni & Eleonora Matteazzi - 1081-1097 Barriers to price convergence
by Marina Glushenkova & Andros Kourtellos & Marios Zachariadis - 1098-1108 How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005
by Susan Dynarski & Brian Jacob & Daniel Kreisman - 1109-1116 Flexible Estimation of Demand Systems: A Copula Approach
by Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez
September 2018, Volume 33, Issue 6
- 763-779 National natural rates of interest and the single monetary policy in the euro area
by Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne - 780-796 Testing for optimal monetary policy via moment inequalities
by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro - 797-815 Homogeneity pursuit in panel data models: Theory and application
by Wuyi Wang & Peter C. B. Phillips & Liangjun Su - 816-836 Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
by Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang - 837-852 Testing the rationality of expectations of qualitative outcomes
by Carlos Madeira - 853-873 Risk premia and seasonality in commodity futures
by Constantino Hevia & Ivan Petrella & Martin Sola - 874-897 Indirect inference with time series observed with error
by Eduardo Rossi & Paolo Santucci de Magistris - 898-935 Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach
by Julien Hambuckers & Andreas Groll & Thomas Kneib
August 2018, Volume 33, Issue 5
- 625-642 Dynamic factor model with infinite‐dimensional factor space: Forecasting
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - 643-661 UK term structure decompositions at the zero lower bound
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista - 662-679 What are the macroeconomic effects of high‐frequency uncertainty shocks?
by Laurent Ferrara & Pierre Guérin - 680-689 How the baby boomers' retirement wave distorts model‐based output gap estimates
by Maik H. Wolters - 690-707 Structural estimation of behavioral heterogeneity
by Zhentao Shi & Huanhuan Zheng - 708-726 Exploiting tail shape biases to discriminate between stable and student t alternatives
by Pengfei Sun & Casper G. de Vries - 727-747 Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions
by Roberto A. De Santis & Srečko Zimic - 748-762 Ancestry and development: New evidence
by Enrico Spolaore & Romain Wacziarg
June 2018, Volume 33, Issue 4
- 485-508 Private debt overhang and the government spending multiplier: Evidence for the United States
by Marco Bernardini & Gert Peersman - 509-532 Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
by Joshua C. C. Chan & Eric Eisenstat - 533-552 Cyclicality in losses on bank loans
by Bart Keijsers & Bart Diris & Erik Kole - 553-567 Exact computation of GMM estimators for instrumental variable quantile regression models
by Le‐Yu Chen & Sokbae Lee - 568-579 A kink that makes you sick: The effect of sick pay on absence
by Petri Böckerman & Ohto Kanninen & Ilpo Suoniemi - 580-593 Intergenerational mobility: New evidence from consumption data
by Gustaf Bruze - 594-616 Information shocks and the empirical evaluation of training programs during unemployment spells
by Bruno Crépon & Marc Ferracci & Gregory Jolivet & Gerard J. van den Berg - 617-623 Genetic distance, trade, and the diffusion of development
by Vincenzo Bove & Gunes Gokmen
April 2018, Volume 33, Issue 3
- 297-318 Improving Markov switching models using realized variance
by Jia Liu & John M. Maheu - 319-331 Policy uncertainty and aggregate fluctuations
by Haroon Mumtaz & Paolo Surico - 332-354 Time series copulas for heteroskedastic data
by Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn - 355-377 A multilevel factor model: Identification, asymptotic theory and applications
by In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark - 378-397 A generalized focused information criterion for GMM
by Minsu Chang & Francis J. DiTraglia - 398-415 Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements
by Marco Bee & Debbie J. Dupuis & Luca Trapin - 416-434 Self‐employment among women: Do children matter more than we previously thought?
by Anastasia Semykina - 435-456 Identification issues in the public/private wage gap, with an application to Italy
by Domenico Depalo - 457-472 Increasing the credibility of the twin birth instrument
by Helmut Farbmacher & Raphael Guber & Johan Vikström - 473-478 Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets
by Andrew C. Chang & Phillip Li & Shawn M. Martin - 479-484 Measuring the diffusion of housing prices across space and over time: Replication and further evidence
by Shulin Shen & Jindong Pang
March 2018, Volume 33, Issue 2
- 165-178 Multivariate choices and identification of social interactions
by Ethan Cohen‐Cole & Xiaodong Liu & Yves Zenou - 179-197 Binary response panel data models with sample selection and self‐selection
by Anastasia Semykina & Jeffrey M. Wooldridge - 198-211 Do contractionary monetary policy shocks expand shadow banking?
by Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis - 212-226 Business, housing, and credit cycles
by Gerhard Rünstler & Marente Vlekke - 227-250 Identifying contagion
by Mardi Dungey & Eric Renault - 251-270 An efficient Bayesian approach to multiple structural change in multivariate time series
by John M. Maheu & Yong Song - 271-289 Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis
by Sebastian Opitz & Henry Seidel & Alexander Szimayer - 290-296 Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007)
by Kenneth G. Stewart
January 2018, Volume 33, Issue 1
- 1-15 Estimating global bank network connectedness
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz - 16-28 The evolution of scale economies in US banking
by David C. Wheelock & Paul W. Wilson - 29-51 Estimating the effects of the minimum wage in a developing country: A density discontinuity design approach
by Hugo Jales - 52-72 Estimating the distribution of welfare effects using quantiles
by Stefan Hoderlein & Anne Vanhems - 73-90 Difference‐in‐differences when the treatment status is observed in only one period
by Irene Botosaru & Federico H. Gutierrez - 91-108 Decomposing economic mobility transition matrices
by Jeremiah Richey & Alicia Rosburg - 109-125 Weak‐instrument robust inference for two‐sample instrumental variables regression
by Jaerim Choi & Jiaying Gu & Shu Shen - 126-140 A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models
by Mark Bognanni & Edward Herbst - 141-159 Sequentially testing polynomial model hypotheses using power transforms of regressors
by Jin Seo Cho & Peter C. B. Phillips - 160-163 Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?”
by Anton Pak
November 2017, Volume 32, Issue 7
- 1207-1225 Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae Lee & Ryo Okui & Yoon†Jae Whang