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Content
April 2025, Volume 40, Issue 3
- 249-269 Model Averaging and Double Machine Learning
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann - 270-290 Tracking Economic Activity With Alternative High‐Frequency Data
by Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth - 291-309 Standard Errors for Difference‐in‐Difference Regression
by Bruce E. Hansen - 310-324 Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions
by Bowen Fu & Mengheng Li & Qazi Haque - 325-340 Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure
by Qiang Chen & Zhijie Xiao - 341-348 Belief Shocks and Implications of Expectations About Growth‐at‐Risk
by Maximilian Boeck & Michael Pfarrhofer
March 2025, Volume 40, Issue 2
- 111-130 Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach
by Everett Grant & Julieta Yung - 131-148 Breaks in the Phillips Curve: Evidence From Panel Data
by Simon C. Smith & Allan Timmermann & Jonathan H. Wright - 149-163 Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages
by Reinhard Ellwanger & Hinnerk Gnutzmann & Piotr Śpiewanowski - 164-180 Noisy monetary policy announcements
by Tatjana Dahlhaus & Luca Gambetti - 181-194 Identifying the Sources of the Slowdown in Growth: Demand Versus Supply
by Nicolò Maffei‐Faccioli - 195-213 US Monetary Policy and Indeterminacy
by Giovanni Nicolò - 214-230 Binary Response Model With Many Weak Instruments
by Dakyung Seong - 231-236 Reassessing the Predictive Power of the Yield Spread for Recessions in the United States
by Patrick J. Coe & Shaun P. Vahey - 237-245 A Reassessment of Likelihood Approximation by Integration on Sparse Grids
by Szilárd Madaras & Zsolt Sándor
January 2025, Volume 40, Issue 1
- 3-17 Quantile‐Based Test for Heterogeneous Treatment Effects
by EunYi Chung & Mauricio Olivares - 18-36 Exploiting News Analytics for Volatility Forecasting
by Simon Tranberg Bodilsen & Asger Lunde - 37-56 Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors
by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor - 57-73 Specification Choices in Quantile Regression for Empirical Macroeconomics
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 74-88 Multiple Structural Breaks in Interactive Effects Panel Data Models
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - 89-107 Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens
by Efrem Castelnuovo & Lorenzo Mori
November 2024, Volume 39, Issue 7
- 1201-1219 Agglomerative hierarchical clustering for selecting valid instrumental variables
by Nicolas Apfel & Xiaoran Liang - 1220-1244 Nowcasting Norwegian household consumption with debit card transaction data
by Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen - 1245-1259 Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents
by Cynthia Bansak & Jun Hyung Kim - 1260-1281 The boosted Hodrick‐Prescott filter is more general than you might think
by Ziwei Mei & Peter C. B. Phillips & Zhentao Shi - 1282-1300 Sudden stop: Supply and demand shocks in the German natural gas market
by Jochen Güntner & Magnus Reif & Maik Wolters - 1301-1320 Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks
by Florian Huber & Gary Koop - 1321-1331 The benefits of forecasting inflation with machine learning: New evidence
by Andrea A. Naghi & Eoghan O'Neill & Martina Danielova Zaharieva - 1332-1358 Panel treatment effects measurement: Factor or linear projection modelling?
by Cheng Hsiao & Qiankun Zhou - 1359-1378 Heterogeneous autoregressions in short T panel data models
by M. Hashem Pesaran & Liying Yang - 1379-1395 Optimal multi‐action treatment allocation: A two‐phase field experiment to boost immigrant naturalization
by Achim Ahrens & Alessandra Stampi‐Bombelli & Selina Kurer & Dominik Hangartner - 1396-1402 The effect of plough agriculture on gender roles: A machine learning approach
by Anna Baiardi & Andrea A. Naghi - 1403-1407 Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension
by Akram Shavkatovich Hasanov & Robert Brooks & Sirojiddin Abrorov & Aktam Usmanovich Burkhanov
September 2024, Volume 39, Issue 6
- 969-999 Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics
by Lars Peter Hansen & Thomas J. Sargent - 1000-1020 The shale oil boom and the US economy: Spillovers and time‐varying effects
by Hilde C. Bjørnland & Julia Skretting - 1021-1044 Estimating separable matching models
by Alfred Galichon & Bernard Salanié - 1045-1064 Quantiles of the gain distribution of an early childhood intervention
by Erich Battistin & Carlos Lamarche & Enrico Rettore - 1065-1081 The stability and economic relevance of output gap estimates
by Alessandro Barbarino & Travis J. Berge & Andrea Stella - 1082-1103 The propagation of business expectations within the European Union
by Anja Sebbesen & Harald Oberhofer - 1104-1122 Testing for differences in survey‐based density expectations: A compositional data approach
by Jonas Dovern & Alexander Glas & Geoff Kenny - 1123-1148 Identifying program benefits when participation is misreported
by Denni Tommasi & Lina Zhang - 1149-1171 Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis
by Franziska Zimmert & Michael Zimmert - 1172-1179 The US structural transformation and regional convergence: Racial heterogeneity
by Minki Kim & Munseob Lee - 1180-1189 Robots at work? Pitfalls of industry‐level data
by Karim Bekhtiar & Benjamin Bittschi & Richard Sellner - 1190-1197 Explaining the decline of China's labor share: A wide replication of Oberfield and Raval (2021)
by Hong Yang & Wen Zhang
August 2024, Volume 39, Issue 5
- 723-745 Identification and forecasting of bull and bear markets using multivariate returns
by Jia Liu & John M. Maheu & Yong Song - 746-765 How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area
by Michele Lenza & Jiri Slacalek - 766-789 Corporate debt booms, financial constraints, and the investment nexus
by Bruno Albuquerque - 790-812 Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
by James Mitchell & Aubrey Poon & Dan Zhu - 813-832 Real‐time weakness of the global economy
by Danilo Leiva‐León & Gabriel Perez Quiros & Eyno Rots - 833-849 Scaling and measurement error sensitivity of scoring rules for distribution forecasts
by Onno Kleen - 850-869 Tests for equal forecast accuracy under heteroskedasticity
by David I. Harvey & Stephen J. Leybourne & Yang Zu - 870-886 Gains from trade: Demand, supply, and idiosyncratic shocks
by Ruben Dewitte & Bruno Merlevede & Glenn Rayp - 887-905 Nowcasting Euro area GDP with news sentiment: A tale of two crises
by Julian Ashwin & Eleni Kalamara & Lorena Saiz - 906-925 Terrorism and education: Evidence from instrumental variables estimators
by Marco Alfano & Joseph‐Simon Görlach - 926-942 Expecting the unexpected: Stressed scenarios for economic growth
by Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz - 943-951 Revisiting the effects of conventional and unconventional monetary policies
by Eul Noh - 952-959 The heterogeneous role of party affiliation in the runner‐up effect
by Umair Khalil & Mandar Oak & Sundar Ponnusamy - 960-966 News or animal spirits? Consumer confidence and economic activity: Redux
by Sangyup Choi & Jaehun Jeong & Dohyeon Park & Donghoon Yoo
June 2024, Volume 39, Issue 4
- 525-542 Peer desirability and academic achievement
by Adrian Mehic - 543-563 Empirical evidence on the Euler equation for investment in the US
by Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis - 564-588 A flexible stochastic production frontier model with panel data
by Taining Wang & Feng Yao & Subal C. Kumbhakar - 589-606 Should we trust cross‐sectional multiplier estimates?
by Fabio Canova - 607-619 US fiscal policy shocks: Proxy‐SVAR overidentification via GMM
by Allan W. Gregory & James McNeil & Gregor W. Smith - 620-639 Statistical identification in panel structural vector autoregressive models based on independence criteria
by Helmut Herwartz & Shu Wang - 640-658 Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
by Fei Jin & Lung‐fei Lee & Kai Yang - 659-678 Hours worked and the US distribution of real annual earnings 1976–2019
by Iván Fernández‐Val & Aico van Vuuren & Francis Vella & Franco Peracchi - 679-696 Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
by Michael Bates & Seolah Kim - 697-704 Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
by Frank C. Z. Wu - 705-713 Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries
by Alexandra de Gendre & Jan Feld & Nicolás Salamanca - 714-720 Exploring skill distribution tails through stochastic dominance
by Petra Besenhard
April 2024, Volume 39, Issue 3
- 365-382 Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
by Samuele Centorrino & María Pérez‐Urdiales & Boris Bravo‐Ureta & Alan Wall - 383-400 Addressing sample selection bias for machine learning methods
by Dylan Brewer & Alyssa Carlson - 401-421 The macroeconomy as a random forest
by Philippe Goulet Coulombe - 422-437 Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
by Jetro Anttonen & Markku Lanne & Jani Luoto - 438-461 Identifying factors via automatic debiased machine learning
by Esfandiar Maasoumi & Jianqiu Wang & Zhuo Wang & Ke Wu - 462-480 Advance layoff notices and aggregate job loss
by Pawel M. Krolikowski & Kurt G. Lunsford - 481-497 A high‐dimensional multinomial logit model
by Didier Nibbering - 498-512 How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?
by Robert Bernhardt & David Munro & Erin L. Wolcott - 513-521 Mandatory seatbelt laws and traffic fatalities: A reassessment
by D. Mark Anderson & Yang Liang & Joseph J. Sabia
March 2024, Volume 39, Issue 2
- 237-255 Sample selection in linear panel data models with heterogeneous coefficients
by Alyssa Carlson & Riju Joshi - 256-268 Revisiting the analysis of matched‐pair and stratified experiments in the presence of attrition
by Yuehao Bai & Meng Hsuan Hsieh & Jizhou Liu & Max Tabord‐Meehan - 269-291 Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
by Jan Prüser & Florian Huber - 292-307 Panel data nowcasting: The case of price–earnings ratios
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas - 308-326 Partial identification and inference in duration models with endogenous censoring
by Shosei Sakaguchi - 327-337 Disease and development—The predicted mortality instrument revisited
by David Kreitmeir & Thomas Überfuhr - 338-355 Forecasting GDP in Europe with textual data
by Luca Barbaglia & Sergio Consoli & Sebastiano Manzan - 356-362 Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)
by Claudia Troccoli
January 2024, Volume 39, Issue 1
- 3-21 The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation
by Mohitosh Kejriwal & Xiaoxiao Li & Linh Nguyen & Evan Totty - 22-40 Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages
by Eva F. Janssens & Robin L. Lumsdaine - 41-65 Penalized sieve estimation of zero‐inefficiency stochastic frontiers
by Jun Cai & William C. Horrace & Christopher F. Parmeter - 66-85 Forecasting and stress testing with quantile vector autoregression
by Sulkhan Chavleishvili & Simone Manganelli - 86-106 Outlier robust inference in the instrumental variable model with applications to causal effects
by Jens Klooster & Mikhail Zhelonkin - 107-127 Partial identification and inference for conditional distributions of treatment effects
by Sungwon Lee - 128-149 Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
by Antoine A. Djogbenou - 150-173 Heterogeneity and dynamics in network models
by Enzo D'Innocenzo & André Lucas & Anne Opschoor & Xingmin Zhang - 174-199 Did marginal propensities to consume change with the housing boom and bust?
by Yunho Cho & James Morley & Aarti Singh - 200-216 A maximum likelihood bunching estimator of the elasticity of taxable income
by Thomas Aronsson & Katharina Jenderny & Gauthier Lanot - 217-224 Narrow and wide replication of Chalfin and McCrary (REStat, 2018)
by Federico Crudu & Advait Moharir - 225-234 Reassessing growth vulnerability
by Dooyeon Cho & Seunghwa Rho
November 2023, Volume 38, Issue 7
- 989-1006 Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance
by Wenting Liao & Jun Ma & Chengsi Zhang - 1007-1017 Employment reconciliation and nowcasting
by Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden - 1018-1047 Heterogeneous responses to corporate marginal tax rates: Evidence from small and large firms
by Ruhollah Eskandari & Morteza Zamanian - 1048-1067 Recent changes in the nature of the distribution dynamics of the US county incomes
by Seonyoung Park & Donggyun Shin - 1068-1076 A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models
by Shiu‐Sheng Chen - 1077-1084 Approximating grouped fixed effects estimation via fuzzy clustering regression
by Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner‐Rodgers - 1085-1092 Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited
by Sebastian K. Rüth & Wouter Van der Veken - 1093-1100 Was Harold Zurcher myopic after all? Replicating Rust's engine replacement estimates
by Christopher Ferrall - 1101-1111 The Federal Reserve's output gap: The unreliability of real‐time reliability tests
by Josefine Quast & Maik H. Wolters
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