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September 2023, Volume 38, Issue 6
- 801-819 Testing for multiple level shifts with an integrated or stationary noise component
by Josep Lluís Carrion‐i‐Silvestre & María Dolores Gadea - 820-839 Oil prices uncertainty, endogenous regime switching, and inflation anchoring
by Yoosoon Chang & Ana María Herrera & Elena Pesavento - 840-856 Regression discontinuity design with multivalued treatments
by Carolina Caetano & Gregorio Caetano & Juan Carlos Escanciano - 857-877 Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings
by Eric Hillebrand & Jakob Guldbæk Mikkelsen & Lars Spreng & Giovanni Urga - 878-897 Oil prices in the real economy
by Haicheng Shu & Peter Spencer - 898-919 Nowcasting from cross‐sectionally dependent panels
by Jack Fosten & Shaoni Nandi - 920-939 Multiple testing with covariate adjustment in experimental economics
by John A. List & Azeem M. Shaikh & Atom Vayalinkal - 940-967 Short T dynamic panel data models with individual, time and interactive effects
by Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith - 968-976 The demand for money at the zero interest rate bound
by Tsutomu Watanabe & Tomoyoshi Yabu - 977-985 US weekly economic index: Replication and extension
by Philipp Wegmüller & Christian Glocker
August 2023, Volume 38, Issue 5
- 671-694 Fast and reliable jackknife and bootstrap methods for cluster‐robust inference
by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb - 695-713 On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization
by Kurt Schmidheiny & Sebastian Siegloch - 714-734 Censored density forecasts: Production and evaluation
by James Mitchell & Martin Weale - 735-750 When can we ignore measurement error in the running variable?
by Yingying Dong & Michal Kolesár - 751-766 Understanding trend inflation through the lens of the goods and services sectors
by Yunjong Eo & Luis Uzeda & Benjamin Wong - 767-785 Heavy tailed but not Zipf: Firm and establishment size in the United States
by Illenin O. Kondo & Logan T. Lewis & Andrea Stella - 786-794 Revisiting the effect of growing up in a recession on attitudes towards redistribution
by Jan Bietenbeck & Petra Thiemann
June 2023, Volume 38, Issue 4
- 453-471 Inflation expectations and nonlinearities in the Phillips curve
by Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov - 472-492 Fiscal targets. A guide to forecasters?
by Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros - 493-511 Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
by Nadja Klein & Michael Stanley Smith & David J. Nott - 512-532 Quantifying investor narratives and their role during COVID‐19
by Daniel Borup & Jorge Wolfgang Hansen & Benjamin Dybro Liengaard & Erik Christian Montes Schütte - 533-555 Identifying and interpreting the factors in factor models via sparsity: Different approaches
by Thomas Despois & Catherine Doz - 556-576 Subspace shrinkage in conjugate Bayesian vector autoregressions
by Florian Huber & Gary Koop - 577-595 Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
by Oskar Gustafsson & Mattias Villani & Pär Stockhammar - 596-622 Robust forecast superiority testing with an application to assessing pools of expert forecasters
by Valentina Corradi & Sainan Jin & Norman R. Swanson - 623-643 Inattention and the impact of monetary policy
by Zidong An & Salem Abo‐Zaid & Xuguang Simon Sheng - 644-667 Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models
by Zhongjun Qu & Denis Tkachenko
April 2023, Volume 38, Issue 3
- 271-294 Identifying the effects of sanctions on the Iranian economy using newspaper coverage
by Dario Laudati & M. Hashem Pesaran - 295-320 Macroeconomic forecasting in times of crises
by Pablo Guerróon‐Quintana & Molin Zhong - 321-333 Testing random assignment to peer groups
by Koen Jochmans - 334-357 The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects
by David Slichter - 358-369 Inference in difference‐in‐differences: How much should we trust in independent clusters?
by Bruno Ferman - 370-387 The shale oil revolution and the global oil supply curve
by Claudia Foroni & Livio Stracca - 388-406 The multifaceted impact of US trade policy on financial markets
by Lukas Boer & Lukas Menkhoff & Malte Rieth - 407-422 Testing identifying assumptions in bivariate probit models
by Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni - 423-431 New evidence on the importance of instruction time for student achievement on international assessments
by Jan Bietenbeck & Matthew Collins - 432-449 Global financial uncertainty
by Giovanni Caggiano & Efrem Castelnuovo
March 2023, Volume 38, Issue 2
- 137-163 On the real‐time predictive content of financial condition indices for growth
by Aaron J. Amburgey & Michael W. McCracken - 164-185 Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
by Michael P. Clements & Ana Beatriz Galvão - 186-201 Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies
by Katarzyna Budnik & Gerhard Rünstler - 202-221 Real‐time macroeconomic projection using narrative central bank communication
by Jianhao Lin & Jiacheng Fan & Yifan Zhang & Liangyuan Chen - 222-241 Forward guidance and expectation formation: A narrative approach
by Christopher S. Sutherland - 242-259 Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet
by Denise Desjardins & Georges Dionne & Yang Lu - 260-267 Reassessing the dependence between economic growth and financial conditions since 1973
by Tony Chernis & Patrick J. Coe & Shaun P. Vahey
January 2023, Volume 38, Issue 1
- 3-23 The role of observed and unobserved heterogeneity in the duration of unemployment
by Hie Joo Ahn - 24-48 Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach
by Yoonseok Lee & Mary E. Lovely & Hoang Pham - 49-68 Structural VAR and financial networks: A minimum distance approach to spatial modeling
by Daniela Scidá - 69-87 General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer - 88-104 Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Fed's forecasting
by Andrew C. Chang & Trace J. Levinson - 105-122 Equity‐premium prediction: Attention is all you need
by Luiz Renato Lima & Lucas Lúcio Godeiro - 123-133 Workplace heterogeneity and wage inequality in Denmark
by Annaïg Morin
November 2022, Volume 37, Issue 7
- 1277-1294 Regression with an imputed dependent variable
by Thomas F. Crossley & Peter Levell & Stavros Poupakis - 1295-1313 Normal but skewed?
by Dante Amengual & Xinyue Bei & Enrique Sentana - 1314-1333 Forecasting low‐frequency macroeconomic events with high‐frequency data
by Ana Beatriz Galvão & Michael Owyang - 1334-1355 Long‐run predictability tests are even worse than you thought
by Erik Hjalmarsson & Tamas Kiss - 1356-1378 Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong
by Badi H. Baltagi & Peter H. Egger & Michaela Kesina - 1379-1402 Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany
by Costanza Naguib - 1403-1409 Reevaluating the evidence on seasonality in housing market match quality: Replication of Ngai and Tenreyro (2014)
by Dean Scrimgeour
September 2022, Volume 37, Issue 6
- 1093-1120 Covariate distribution balance via propensity scores
by Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu - 1121-1137 Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations
by Koen Jochmans & Vincenzo Verardi - 1138-1159 Do words hurt more than actions? The impact of trade tensions on financial markets
by Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari - 1160-1181 Count Roy model with finite mixtures
by Murat K. Munkin - 1182-1203 Trade openness and growth: A network‐based approach
by Georg Duernecker & Moritz Meyer & Fernando Vega‐Redondo - 1204-1229 Matching theory and evidence on Covid‐19 using a stochastic network SIR model
by M. Hashem Pesaran & Cynthia Fan Yang - 1230-1255 Macroeconomic forecasting in a multi‐country context
by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 1256-1265 Identification of dynamic latent factor models of skill formation with translog production
by Emilia Del Bono & Josh Kinsler & Ronni Pavan - 1266-1274 Do rural banks matter that much? Burgess and Pande (2005) reconsidered
by Nino Buliskeria & Jaromir Baxa
August 2022, Volume 37, Issue 5
- 843-866 Nowcasting tail risk to economic activity at a weekly frequency
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 867-881 Oil prices, gasoline prices, and inflation expectations
by Lutz Kilian & Xiaoqing Zhou - 882-895 The role of precautionary and speculative demand in the global market for crude oil
by Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran - 896-919 Making text count: Economic forecasting using newspaper text
by Eleni Kalamara & Arthur Turrell & Chris Redl & George Kapetanios & Sujit Kapadia - 920-964 How is machine learning useful for macroeconomic forecasting?
by Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant - 965-987 Optimal forecast under structural breaks
by Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah - 988-1009 Extremal connectedness of hedge funds
by Linda Mhalla & Julien Hambuckers & Marie Lambert - 1010-1030 Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters
by Matei Demetrescu & Christoph Hanck & Robinson Kruse‐Becher - 1031-1054 Recurrent conditional heteroskedasticity
by Trong‐Nghia Nguyen & Minh‐Ngoc Tran & Robert Kohn - 1055-1078 Generalized band spectrum estimation with an application to the New Keynesian Phillips curve
by Jinho Choi & Juan Carlos Escanciano & Junjie Guo - 1079-1090 ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
by Kleanthis Natsiopoulos & Nickolaos G. Tzeremes
June 2022, Volume 37, Issue 4
- 667-687 Measuring real activity using a weekly economic index
by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi - 688-699 How to estimate a vector autoregression after March 2020
by Michele Lenza & Giorgio E. Primiceri - 700-721 The global component of inflation volatility
by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino - 722-745 Identifying factor‐augmented vector autoregression models via changes in shock variances
by Yohei Yamamoto & Naoko Hara - 746-770 The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections
by Jakob de Haan & Rasmus Wiese - 771-787 Early‐life famine exposure, hunger recall, and later‐life health
by Zichen Deng & Maarten Lindeboom - 788-810 A regularization approach to common correlated effects estimation
by Artūras Juodis - 811-819 Revisiting Sweden's comprehensive school reform: Effects on education and earnings
by Martin Fischer & Gawain Heckley & Martin Karlsson & Therese Nilsson - 820-828 Small world: Narrow, wide, and long replication of Goyal, van der Leij and Moraga‐Gonzélez (JPE 2006) and a comparison of EconLit and Scopus
by Michael E. Rose
April 2022, Volume 37, Issue 3
- 461-476 Common factors of commodity prices
by Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone - 477-499 (Un)expected monetary policy shocks and term premia
by Martin Kliem & Alexander Meyer‐Gohde - 500-520 Expanding health insurance for the elderly of the Philippines
by Michael R.M. Abrigo & Timothy J. Halliday & Teresa Molina - 521-536 The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach
by Mauro Laudicella & Paolo Li Donni - 537-562 Nonparametric tests of tail behavior in stochastic frontier models
by William C. Horrace & Yulong Wang - 563-582 Real estate agents' influence on housing search
by Seung‐Hyun Hong - 583-602 An automated prior robustness analysis in Bayesian model comparison
by Joshua C. C. Chan & Liana Jacobi & Dan Zhu - 603-639 Does model complexity add value to asset allocation? Evidence from machine learning forecasting models
by Iason Kynigakis & Ekaterini Panopoulou - 640-656 Individual forecaster perceptions of the persistence of shocks to GDP
by Michael P. Clements - 657-664 Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil
by Raphael Gouvêa
March 2022, Volume 37, Issue 2
- 227-241 Dynamic evaluation of job search assistance
by Stephen Kastoryano & Bas van der Klaauw - 242-269 Dynamic treatment effects of job training
by Jorge Rodríguez & Fernando Saltiel & Sergio Urzúa - 270-285 Dependence‐robust inference using resampled statistics
by Michael P. Leung - 286-304 Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA
by Senay Sokullu & Christine Valente - 305-329 The bilateral trade effects of announcement shocks: Brexit as a natural field experiment
by Mustapha Douch & Terence Huw Edwards - 330-350 Declining discount rates in Singapore's market for privately developed apartments
by Eric Fesselmeyer & Haoming Liu & Alberto Salvo - 351-367 A Bayesian approach to account for misclassification in prevalence and trend estimation
by Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray - 368-391 Information gains from using short‐dated options for measuring and forecasting volatility
by Viktor Todorov & Yang Zhang - 392-414 Commodity prices and inflation risk
by Anthony Garratt & Ivan Petrella - 415-432 Contagious switching
by Michael T. Owyang & Jeremy Piger & Daniel Soques - 433-449 Encompassing measures of international consumption risk sharing and their link with trade and financial globalization
by Gerdie Everaert & Lorenzo Pozzi - 450-458 The deposits channel revisited
by Matthew Schaffer & Nimrod Segev
January 2022, Volume 37, Issue 1
- 3-22 Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models
by Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli - 23-41 Forecast uncertainty, disagreement, and the linear pool
by Malte Knüppel & Fabian Krüger - 42-62 Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions
by Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino - 63-81 News media versus FRED‐MD for macroeconomic forecasting
by Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud - 82-115 The economics of state fragmentation: Assessing the economic impact of secession
by Jo Reynaerts & Jakob Vanschoonbeek - 116-130 Cyclical labour income risk in Great Britain
by Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley - 131-160 International spillovers of forward guidance shocks
by Callum Jones & Mariano Kulish & Daniel M. Rees - 161-186 Aggregate consumption and wealth in the long run: The impact of financial liberalization
by Malin Gardberg & Lorenzo Pozzi - 187-209 Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China
by Xiao Ke & Cheng Hsiao - 210-217 Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari - 218-223 Are there no wage returns to compulsory schooling in Germany? A reassessment
by Kamila Cygan‐Rehm
November 2021, Volume 36, Issue 7
- 861-877 Permutation tests for equality of distributions of functional data
by Federico A. Bugni & Joel L. Horowitz - 878-897 Endogenous health groups and heterogeneous dynamics of the elderly
by Dante Amengual & Jesús Bueren & Julio A. Crego - 898-916 Tracking and specialization of high schools: Heterogeneous effects of school choice
by Olivier De Groote & Koen Declercq - 917-937 What time use surveys can (and cannot) tell us about labor supply
by Cheng Chou & Ruoyao Shi - 938-961 How does the financial market update beliefs about the real economy? Evidence from the oil market
by Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva - 962-988 Semiparametric estimation and variable selection for single‐index copula models
by Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long - 989-1012 Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors
by Simon Beyeler & Sylvia Kaufmann - 1013-1046 Inferring financial bubbles from option data
by Robert A. Jarrow & Simon S. Kwok - 1047-1064 Transitory and permanent shocks in the global market for crude oil
by Nooman Rebei & Rashid Sbia - 1065-1073 Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators
by Daniel Kuehnle & Michael Oberfichtner & Kerstin Ostermann
September 2021, Volume 36, Issue 6
- 639-662 Ranking intersecting distribution functions
by Rolf Aaberge & Tarjei Havnes & Magne Mogstad - 663-685 If not now, when? The timing of childbirth and labor market outcomes
by Matteo Picchio & Claudia Pigini & Stefano Staffolani & Alina Verashchagina - 686-702 Labour supply, service intensity, and contracts: Theory and evidence on physicians
by Bernard Fortin & Nicolas Jacquemet & Bruce Shearer - 703-727 Sparse change‐point VAR models
by Arnaud Dufays & Zhuo Li & Jeroen V.K. Rombouts & Yong Song - 728-743 Interpretation of point forecasts with unknown directive
by Patrick Schmidt & Matthias Katzfuss & Tilmann Gneiting - 744-759 The government spending multiplier at the zero lower bound: International evidence from historical data
by Mathias Klein & Roland Winkler - 760-783 The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network
by Everett Grant & Julieta Yung - 784-807 Consumer inflation expectations, income changes and economic downturns
by Sarantis Tsiaplias - 808-832 Productivity effects of internationalisation through the domestic supply chain
by Bruno Merlevede & Angelos Theodorakopoulos - 833-841 A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense
by Héctor M. Núñez & Jesús Otero - 842-852 The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence
by Luke Chicoine & Emily Lyons & Alexia Sahue - 853-858 Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results
by Jeremy Edwards
August 2021, Volume 36, Issue 5
- 495-516 No‐arbitrage priors, drifting volatilities, and the term structure of interest rates
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 517-543 Focused Bayesian prediction
by Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier - 544-565 Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
by Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor - 566-586 Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data
by Arnoud Stevens & Joris Wauters - 587-613 Measurement of factor strength: Theory and practice
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - 614-627 Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction
by Mengheng Li & Siem Jan Koopman - 628-635 Estimating household consumption insurance
by Arpita Chatterjee & James Morley & Aarti Singh
June 2021, Volume 36, Issue 4
- 369-392 How far can we forecast? Statistical tests of the predictive content
by Jörg Breitung & Malte Knüppel - 393-415 Migration in China: To work or to wed?
by Arnaud Dupuy - 416-436 Counterfactual analysis under partial identification using locally robust refinement
by Nathan Canen & Kyungchul Song - 437-452 When are instruments generated from geographic characteristics in bilateral relationships invalid?
by Sabine Deij & Jakob B. Madsen & Laura Puzzello - 453-473 Understanding women's wage growth using indirect inference with importance sampling
by Robert M. Sauer & Christopher Taber - 474-483 Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data
by Stephen P. Jenkins & Fernando Rios‐Avila - 484-491 Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results
by Andrés Ramírez‐Hassan
April 2021, Volume 36, Issue 3
- 273-292 Supply flexibility in the shale patch: Evidence from North Dakota
by Hilde C. Bjørnland & Frode Martin Nordvik & Maximilian Rohrer - 293-303 Measuring global economic activity
by James D. Hamilton - 304-327 Combining shrinkage and sparsity in conjugate vector autoregressive models
by Niko Hauzenberger & Florian Huber & Luca Onorante - 328-345 Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
by Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie - 346-366 Testing monotonicity of conditional treatment effects under regression discontinuity designs
by Yu‐Chin Hsu & Shu Shen
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