# John Wiley & Sons, Ltd.

# Journal of Applied Econometrics

This journal is no longer published by John Wiley & Sons, Ltd.. For a followup journal, see Journal of Applied Econometrics, published by John Wiley & Sons, Ltd..
**Order information:**

Web: http://www3.interscience.wiley.com/jcatalog/subscribe.jsp?issn=0883-7252 Email:

**Pricing information:**individual rates available on request

**Editor:**

Additional information is available for the following
registered editor(s): M Hashem Pesaran
**For corrections or technical questions regarding this series, please contact
(Wiley-Blackwell Digital Licensing) or (Christopher F. Baum)**

**Series handle:**repec:jae:japmet

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 1993, Volume 8, Issue 4

**361-81 How Does the Benefit Effect Vary as Unemployment Spells Lengthen?***by*Narendranathan, W & Stewart, Mark B**383-95 A Count-Amount Model with Endogenous Recording of Observations***by*van Praag, B M S & Vermeulen, E M**397-411 A Latent Class Poisson Regression Model for Heterogeneous Count Data***by*Wedel, M, et al**413-19 Microsoft 3.0: A Review***by*McKenzie, C R

### 1993, Volume 8, Issue 3

**231-47 Detrending, Stylized Facts and the Business Cycle***by*Harvey, A C & Jaeger, A**249-76 Income and Wealth Inequality and the Life Cycle: A Non-parametric Analysis for China***by*Pudney, Stephen**277-94 Production Cost Structure of U.S. Hospital Pharmacies: Time-Series, Cross-Sectional Bed Size Evidence***by*Okunade, Albert Ade**295-306 The Long-Run Implications of the Production Smoothing Model of Inventories: An Empirical Test***by*Rossana, R J**307-24 GAUSS and MATLAB: A Comparison***by*Rust, John

### 1993, Volume 8, Issue 2

**115-28 Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration***by*DeJong, David N**129-48 Compositional Change, Aggregation, and Dynamic Factor Demand: Estimates on a Panel of Manufacturing Firms***by*Wolfson, P**149-62 Structural Shifts in the Manufacturing Export Performance of OECD Economies***by*Landesmann, M & Snell, A**163-74 International Real Interest Rate Equalization: A Multivariate Time-Series Approach***by*Kugler, Peter & Neusser, K**175-94 An Adjustment Cost Model of Long-Term Employment in Japan***by*Nakamura, Shinichiro**195-211 Joint Tests for Regularity and Autocorrelation in Allocation Systems***by*Deschamps, P J**213-19 Review of S-Plus***by*Hallman, J**221-25 PC-Naive 6.01: A Review***by*Kilduff, A P

### 1993, Volume 8, Issue 1

**1-13 New Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate***by*Goodhart, C A E, et al**15-30 Intra-day Futures Price Volatility: Information Effects and Variance Persistence***by*Locke, P R & Sayers, C L**31-49 Threshold Arch Models and Asymmetries in Volatility***by*Rabemananjara, R & Zakoian, J M**51-69 Testing the Differences between the Determinants of Moody's and Standard & Poor's Ratings: An Application of Smooth Simulated Maximum Likelihood Estimation***by*Moon, Choon-Geol & Stotsky, Janet G**71-80 The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency Units and Hours Worked***by*Hansen, G D**81-92 On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade***by*Kinal, T & Lahiri, K**93-100 An Analysis of Publication Lags in Econometrics***by*Trivedi, Pravin K**101-07 Software Reviews: GAIM 1.1***by*Harrison, A

### 1992, Volume 7, Issue S

**S1-7 Nonlinear Dynamics and Econometrics: An Introduction***by*Pesaran, M Hashem & Potter, Simon M**S9-23 Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data***by*Day, R H**S25-39 Using the Correlation Exponent to Decide whether an Economic Series is Chaotic***by*Liu, T & Granger, C W J & Heller, W P**S41-60 Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis***by*Dechert, W D & Gencay, R**S61-82 The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP***by*Hansen, Bruce E**S83-100 Merger Waves and the Structure of Merger and Acquisition Time-Series***by*Town, R J**S101-18 Nonlinear Dynamics in a Structural Model of Employment***by*Burgess, S M**S119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models***by*Terasvirta, T & Anderson, H M**S137-49 Forecast Improvements Using a Volatility Index***by*LeBaron, Blake**S151-63 Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates***by*Mizrach, B**S165-85 Nonlinear Time-Series Analysis of Stock Volatilities***by*Cao, C Q & Tsay, R S**S187-95 The Comparative Power of the TR Test against Simple Threshold Models***by*Rothman, P

### 1992, Volume 7, Issue 4

**339-67 Market Structure and Spells of Employment and Unemployment: Evidence from the Construction Sector in Egypt***by*Tunali, Insan & Assaad, Ragui**369-94 Stochastic Trends and Economic Fluctuations in a Small Open Economy***by*Mellander, Erik & Vredin, A & Warne, A**395-411 Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach***by*Koop, G**413-21 Simple Tests for Sample Selection Bias in Censored and Discrete Choice Models***by*Vella, F**423-29 MicroTSP Version 7.0: A Review***by*Higgins, Matthew L & Ltaifa, Nabil

### 1992, Volume 7, Issue 3

**225-41 Survey Evidence on the Rationality of Expectations***by*Ivaldi, Marc**243-57 Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function***by*Nijman, Theo & Verbeek, Marno**259-79 Alternative Estimators for Factor GARCH Models--A Monte Carlo Comparison***by*Lin, Wen-Ling**281-93 International Evidence on Persistence in Output in the Presence of an Episodic Change***by*Raj, Baldev**295-308 The Relationship between Power and Level for Generic Unit Root Tests in Finite Samples***by*Blough, Stephen R**309-22 Polynomial Approximations in Cross-Sectional Models***by*Byron, R P**323-28 A Review of the Econometrics Toolkit (ET)***by*Kidd, Michael P

### 1992, Volume 7, Issue 2

**115-29 The Role of the List Price in Housing Markets: Theory and an Econometric Model***by*Horowitz, Joel L**131-48 The Relationship between Forecast Dispersion and Forecast Uncertainty: Evidence from a Survey Data-ARCH Model***by*Rich, R W & Raymond, J E & Butler, J S**149-65 Automobile Insurance Ratemaking in the Presence of Asymmetrical Information***by*Dionne, G & Vanasse, C**167-74 Estimation of Data Measured with Error and Subject to Linear Restrictions***by*Weale, Martin**175-89 Some Strange Properties of Panel Data Estimators***by*Robertson, D & Symons, J**191-201 Hypotheses Testing Concerning Relationships between Spot Prices of Various Types of Coffee***by*Vogelvang, E**203-09 The Stationarity of British Economic and Productivity Growth 1856-1913***by*Greasley, D**211-13 Erratum [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**215-19 The GAUSS Programming System: A Review***by*Anderson, Richard G

### 1992, Volume 7, Issue 1

**5-30 Time Aggregation and the Distributional Shape of Unemployment Duration***by*Bergstrom, R & Edin, P-A**31-51 Classification and Aggregation: An Application to Industrial Classification in CPS Data***by*Cotterman, R & Peracchi, F**53-64 Estimation of a Continuous-Time Dynamic Demand System***by*Chambers, Marcus J**65-82 'Objective' Bayesian Unit Root Tests***by*Koop, Gary**83-91 Testing a Discrete Switching Disequilibrium Model of the UK Labour Market***by*Hall, S G & Henry, S G B & Pemberton, M**93-99 Bootstrapping the Process of Model Selection: An Econometric Example***by*Veall, Michael R**101-03 MICRO-EBA: Leamer's Extreme Bounds Analysis on GAUSS***by*Shiba, Tsunemasa**105-07 Review of PCBRAP***by*Koop, Gary

### 1991, Volume 6, Issue 4

**333-64 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends***by*Phillips, P C B**365-70 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment***by*Koop, Gary & Steel, Mark F J**371-73 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: Comment***by*Leamer, Edward E**375-80 Flat Priors vs. Ignorance Priors in the Analysis of the AR(1) Model***by*Kim, In-Moo & Maddala, G S**381-86 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment***by*Poirier, Dale J**387-401 On Bayesian Routes to Unit Roots***by*Schotman, Peter C & van Dijk, Herman K**403-11 Bayesian Approaches to the 'Unit Root' Problem: A Comment***by*Stock, James H**413-21 The Case for Trend-Stationarity Is Stronger Than We Thought***by*DeJong, David N & Whiteman, Charles H**423-34 To Criticize the Critics: Comment***by*Sims, Christopher A**435-73 Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum***by*Phillips, P C B

### 1991, Volume 6, Issue 3

**225-38 Models for Truncated Counts***by*Grogger, J T & Carson, Richard T**239-54 Price Formation in Commodity Markets***by*Lord, M J**255-69 A Small Linear Model of Wage- and Price-Inflation in the Norwegian Economy***by*Nymoen, R**271-86 Demand for Durable and Nondurable Goods, Environmental Policy and Consumer Welfare***by*Conrad, K & Schroder, M**287-302 The Limiting Distribution of Extremal Exchange Rate Returns***by*Hols, Martien C A B & de Vries, Casper G**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

### 1991, Volume 6, Issue 2

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

### 1991, Volume 6, Issue 1

**1-15 Wage and Price Adjustment in a Multimarket Disequilibrium Model***by*Salanie, Bernard**17-30 Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand***by*Smith, Marlene A & Smyth, David J**31-44 Persistent Deficits and the Market Value of Government Debt***by*Smith, Gregor W & Zin, Stanley E**45-66 Toward Efficiency in the Crude-Oil Market***by*Green, Steven L & Mork, Knut Anton**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**77-90 An Application and Test for a Random Coefficient Model in Bangladesh Agriculture***by*Hoque, Asraul**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**97-101 Statistical Software Tools (SST) Version 2.0: An Update***by*Trivedi, Pravin K

### 1990, Volume 5, Issue 4

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

### 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**229-43 Asymptotic Least-Squares Estimation Efficiency Considerations and Applications***by*Kodde, D A & Palm, Franz C & Pfann, G A**245-62 The Dynamics of Job Separation: The Case of Federal Employees***by*Black, Matthew & Moffitt, Robert & Warner, John T**263-68 The Dynamics of Job Separation: The Case of Federal Employees: Comment***by*Gotz, Glenn A**269-72 The Dynamics of Job Separation: The Case of the Federal Employees: Reply***by*Black, Matthew & Moffitt, Robert & Warner, John T**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**293-98 'XploRe'-ing the World of Nonparametric Analysis***by*Ng, Pin T & Sickles, Robin C**299-304 N-Kernel: A Review***by*Delgado, Miguel A & Stengos, Thanasis

### 1990, Volume 5, Issue 2

**99-135 Semiparametric Efficiency Bounds***by*Newey, Whitney K**137-50 Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models***by*Sterbenz, Frederic P & Calzolari, Giorgio**151-66 The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey***by*Alessie, Rob & Gradus, Raymond H J M & Melenberg, Bertrand**167-87 The Measurement of Rationing and the Treatment of Structural Change in the UK Mortgage Market***by*Meen, Geoffrey P**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

### 1990, Volume 5, Issue 1

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

### 1989, Volume 4, Issue S

**S5-27 Planning, Criticism, and Revision***by*Leamer, Edward E**S29-59 Diagnostic Tests for Models Based on Individual Data: A Survey***by*Pagan, Adrian & Vella, Frank**S61-86 Specification Testing in Censored Regression Models: Parametric and Semiparametric Methods***by*Horowitz, Joel L & Neumann, George R**S87-130 Strategic Bargaining Models and Interpretation of Strike Data***by*Kennan, John & Wilson, Robert**S131-44 Self-Selection in the Residential Electricity Time-of-Use Pricing Experiments***by*Aigner, Dennis J & Ghali, Khalifa**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**S161-78 Monetary Policy and the Stability of Macroeconomic Relationships***by*Taylor, John B

### 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**345-59 Models of Military Expenditure***by*Smith, R P**361-82 A Monte Carlo Comparison of Semiparametric Tobit Estimators***by*Moon, Choon-Geol**383-91 Statistical Properties of Data Stretching***by*Greenberg, E & Pollard, W A & Alpert, W T**393-414 Survival Analysis Software on MS/PC-DTS Computers***by*Goldstein, Richard, et al

### 1989, Volume 4, Issue 3

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

### 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**119-38 Tests of International CAPM with Time-Varying Covariances***by*Engel, Charles & Rodrigues, Anthony P**139-59 Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation***by*Shea, Gary S**161-79 Fiscal and Monetary Policy Co-ordination: A Differential Game Approac h***by*Petit, Maria Luisa**181-93 Does School Matter for Educational Achievement? A Two-Way Nested-Error Components Analysis***by*Montmarquette, Claude & Mahseredjian, Sophie**195-204 Structural Time Series Analysis and Modelling Package: A Review***by*Diebold, Francis X**205-06 MTS: A Review***by*Watson, Mark W

### 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**23-39 A Double-Hurdle Model of Cigarette Consumption***by*Jones, Andrew M**41-56 Constructing the True Cost of Living Index from the Engel Curves of the Piglog Model***by*Fry, Vanessa & Pashardes, Panos**57-71 Production of Public Safety: Are Socioeconomic Characteristics of Local Communities Important Factors?***by*Gyimah-Brempong, Kwabena**73-92 Econometric Modelling on Microcomputers: A Review of Major Software Packages***by*Brillet, Jean-Louis**93-96 NAG Fortran Workstation Library: A Review***by*White, Kenneth J

### 1988, Volume 3, Issue 4

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

### 1988, Volume 3, Issue 3

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

### 1988, Volume 3, Issue 2

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

### 1988, Volume 3, Issue 1

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

### 1987, Volume 2, Issue 4

**259-307 A Stock-flow Consistent Macro-econometric Model of the UK Economy--Part II***by*Davis, E P**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**335-49 Sluggish Quantity Adjustment in a Non-clearing Market--A Disequilibrium Econometric Application to the Loan Market***by*Browne, F X

### 1987, Volume 2, Issue 3

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

### 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**111-32 A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I***by*Davis, E P**133-44 Macroeconometric Model Comparison and Evaluation Techniques: A Practical Appraisal***by*Parke, William R**145-58 An Empirical Model of a Household's Choice of Activities***by*Montmarquette, Claude & Monty, Luc**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

### 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**27-45 A Bayesian Approach to Assessing the Robustness of Hedonic Property***by*Atkinson, Scott E & Crocker, Thomas D**47-60 A Forward Looking Model of the Exchange Rate***by*Hall, S G**61-68 Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis***by*Gregory, Allan W & Veall, Michael R**69-75 On Estimating Dynamic Factor Demands***by*Mahmud, S F & Robb, A L & Scarth, William M

### 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**317-32 An Adjustment Procedure for Predicting Systematic Risk***by*Bera, Anil K & Kannan, Srinivasan**333-44 A Flexible Dynamic Model of Multiproduct Technology for the West German Economy***by*Nakamura, Shinichiro