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Content
2011, Volume 29, Issue 4
- 455-467 Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
by Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
- 468-480 Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models
by Li, Junye
- 481-492 Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets
by Gerlach, Richard H. & Chen, Cathy W. S. & Chan, Nancy Y. C.
- 493-505 Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data
by Bjelland, Melissa & Fallick, Bruce & Haltiwanger, John & McEntarfer, Erika
- 506-517 Homogenous and Heterogenous Contestants in Piece Rate Tournaments: Theory and Empirical Analysis
by Vukina, Tomislav & Zheng, Xiaoyong
- 518-528 Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
by Xu, Ke-Li & Phillips, Peter C. B.
- 529-540 Lumpy Price Adjustments: A Microeconometric Analysis
by Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick
- 541-551 Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
by Sun, Yiguo & Li, Qi
- 552-563 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
by Creal, Drew & Koopman, Siem Jan & Lucas, André
- 564-578 Testing Cost Inefficiency Under Free Entry in the Real Estate Brokerage Industry
by Han, Lu & Hong, Seung-Hyun
- 579-586 Score Tests for Hyperbolic GARCH Models
by Li, Muyi & Li, Guodong & Li, Wai Keung
- 587-594 A New Approach to Estimating Production Function Parameters: The Elusive Capital–Labor Substitution Elasticity
by Chirinko, Robert S. & Fazzari, Steven M. & Meyer, Andrew P.
- 597-597 Editors’ Report 2011
by Hirano, Keisuke & Wright, Jonathan
2011, Volume 29, Issue 3
- 327-341 Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
by Clark, Todd E.
- 342-355 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
by Loddo, Antonello & Ni, Shawn & Sun, Dongchu
- 356-371 Volatility Jumps
by Todorov, Viktor & Tauchen, George
- 372-381 The Intergenerational Transmission of Income Volatility: Is Riskiness Inherited?
by Shore, Stephen H.
- 382-396 Bayesian Inference in Structural Second-Price Common Value Auctions
by Wegmann, Bertil & Villani, Mattias
- 397-410 Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
by Patton, Andrew J. & Timmermann, Allan
- 411-422 Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
by Gneiting, Tilmann & Ranjan, Roopesh
- 423-438 A Test Against Spurious Long Memory
by Qu, Zhongjun
- 439-454 Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods
by Pakoš, Michal
2011, Volume 29, Issue 2
- 201-215 Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary Returns
by Bayer, Patrick & Khan, Shakeeb & Timmins, Christopher
- 216-227 Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
by Hendry, David F. & Hubrich, Kirstin
- 228-237 Dynamic Censored Regression and the Open Market Desk Reaction Function
by Jong, Robert & Herrera, Ana MarÃa
- 238-249 Robust Inference With Multiway Clustering
by Cameron, A. Colin & Gelbach, Jonah B. & Miller, Douglas L.
- 250-259 Estimation for Non-Negative Lévy-Driven CARMA Processes
by Brockwell, Peter J. & Davis, Richard A. & Yang, Yu
- 260-270 Tests for the Second Order Stochastic Dominance Based on L-Statistics
by Berrendero, José R. & Cárcamo, Javier
- 271-281 The Increasingly Mixed Proportional Hazard Model: An Application to Socioeconomic Status, Health Shocks, and Mortality
by Frijters, Paul & Haisken-DeNew, John P. & Shields, Michael A.
- 282-294 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B.
- 295-306 Local and Global Rank Tests for Multivariate Varying-Coefficient Models
by Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas
- 307-318 Forecast Combination Across Estimation Windows
by Pesaran, M. Hashem & Pick, Andreas
- 319-326 A Comparison of Sales Response Predictions From Demand Models Applied to Store-Level versus Panel Data
by Andrews, Rick L. & Currim, Imran S. & Leeflang, Peter S. H.
2011, Volume 29, Issue 1
- 1-11 Bias-Corrected Matching Estimators for Average Treatment Effects
by Abadie, Alberto & Imbens, Guido W.
- 12-23 The Distributional Impacts of Minimum Wage Increases When Both Labor Supply and Labor Demand Are Endogenous
by Ahn, Tom & Arcidiacono, Peter & Wessels, Walter
- 24-39 Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
by Gabaix, Xavier & Ibragimov, Rustam
- 40-48 Heteroscedastic Transformation Models With Covariate Dependent Censoring
by Khan, Shakeeb & Shin, Youngki & Tamer, Elie
- 49-60 Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence
by Kreider, Brent & Pepper, John V.
- 61-72 Estimating Income Poverty in the Presence of Missing Data and Measurement Error
by Nicoletti, Cheti & Peracchi, Franco & Foliano, Francesca
- 73-85 Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
by Jung, Robert C. & Liesenfeld, Roman & Richard, Jean-François
- 86-95 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Harding, Don & Pagan, Adrian
- 96-108 Adaptive Experimental Design Using the Propensity Score
by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
- 109-125 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
by Long, Xiangdong & Su, Liangjun & Ullah, Aman
- 126-137 The Fed and the Stock Market: An Identification Based on Intraday Futures Data
by D’Amico, Stefania & Farka, Mira
- 138-149 A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations
by Audrino, Francesco & Trojani, Fabio
- 150-160 Evaluating Value-at-Risk Models via Quantile Regression
by Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R.
- 161-173 Cointegration and Long-Run Asset Allocation
by Bansal, Ravi & Kiku, Dana
- 174-185 Nonparametric Estimation of Labor Supply and Demand Factors
by Okumura, Tsunao
- 186-200 Autocontours: Dynamic Specification Testing
by González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre
2010, Volume 28, Issue 4
- 453-468 t-Statistic Based Correlation and Heterogeneity Robust Inference
by Ibragimov, Rustam & Müller, Ulrich K.
- 469-482 Estimating Static Models of Strategic Interactions
by Bajari, Patrick & Hong, Han & Krainer, John & Nekipelov, Denis
- 483-502 Volatility Components, Affine Restrictions, and Nonnormal Innovations
by Christoffersen, Peter & Dorion, Christian & Jacobs, Kris & Wang, Yintian
- 503-522 Testing for Multiple Structural Changes in Cointegrated Regression Models
by Kejriwal, Mohitosh & Perron, Pierre
- 523-538 The Common-Scaling Social Cost-of-Living Index
by Crossley, Thomas F. & Pendakur, Krishna
- 539-558 A Pure-Jump Transaction-Level Price Model Yielding Cointegration
by Hurvich, Clifford M. & Wang, Yi
- 559-571 The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection
by Galeano, Pedro & AusÃn, M. Concepción
- 574-574 Editors’ Report 2009
by Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan
2010, Volume 28, Issue 3
- 329-343 Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
by Koopman, Siem Jan & Mallee, Max I. P. & Van der Wel, Michel
- 344-356 Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia
by Damrongplasit, Kannika & Hsiao, Cheng & Zhao, Xueyan
- 357-369 A Bayesian Nonparametric Approach to Inference for Quantile Regression
by Taddy, Matthew A. & Kottas, Athanasios
- 370-379 Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
- 380-396 Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
by Bakshi, Gurdip & Madan, Dilip & Panayotov, George
- 397-409 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
by Kapetanios, George
- 410-422 Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models
by Phillips, Robert F.
- 423-437 A New Class of Tests of Contagion With Applications
by Fry, Renée & Martin, Vance L. & Tang, Chrismin
- 438-451 Derivative Pricing With Wishart Multivariate Stochastic Volatility
by Gourieroux, Christian & Sufana, Razvan
2010, Volume 28, Issue 2
- 201-218 Another Look at the Identification of Dynamic Discrete Decision Processes: An Application to Retirement Behavior
by Aguirregabiria, Victor
- 219-231 Rounding Probabilistic Expectations in Surveys
by Manski, Charles F. & Molinari, Francesca
- 232-245 Modeling Financial Return Dynamics via Decomposition
by Anatolyev, Stanislav & Gospodinov, Nikolay
- 246-255 Testing for Serial Correlation: Generalized Andrews–Ploberger Tests
by Nankervis, John C. & Savin, N. E.
- 256-274 Semiparametric Estimator of Time Series Conditional Variance
by Mishra, Santosh & Su, Liangjun & Ullah, Aman
- 275-290 Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
by Perron, Pierre & Qu, Zhongjun
- 291-307 Nonparametric Discrete Choice Models With Unobserved Heterogeneity
by Briesch, Richard A. & Chintagunta, Pradeep K. & Matzkin, Rosa L.
- 308-319 Optimal Binary Prediction for Group Decision Making
by Lieli, Robert P. & Nieto-Barthaburu, Augusto
- 320-328 Default Estimation and Expert Information
by Kiefer, Nicholas M.
2010, Volume 28, Issue 1
- 1-12 Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions
by Gospodinov, Nikolay
- 13-25 Instrumental Variables Estimation With Flexible Distributions
by Hansen, Christian & McDonald, James B. & Newey, Whitney K.
- 26-35 March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis
by Koenker, Roger & Bassett Jr., Gilbert W.
- 36-51 Backtesting Parametric Value-at-Risk With Estimation Risk
by Escanciano, J. Carlos & Olmo, Jose
- 52-66 Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
by Juárez, Miguel A. & Steel, Mark F. J.
- 67-81 Multi-Index Binary Response Analysis of Large Data Sets
by Naik, Prasad A. & Wedel, Michel & Kamakura, Wagner
- 82-95 Missing Treatments
by Molinari, Francesca
- 96-114 Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
by Hong, Seung Hyun & Phillips, Peter C. B.
- 115-127 A Prior for Impulse Responses in Bayesian Structural VAR Models
by Kocięcki, Andrzej
- 128-144 Wild Bootstrap Tests for IV Regression
by Davidson, Russell & MacKinnon, James G.
- 145-158 Estimating Panel Models With Internal and External Habit Formation
by Korniotis, George M.
- 159-168 Structural Vector Autoregressions With Nonnormal Residuals
by Lanne, Markku & Lütkepohl, Helmut
- 169-180 Testing for Stochastic Dominance Efficiency
by Scaillet, Olivier & Topaloglou, Nikolas
- 181-189 Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms
by Pendakur, Krishna & Woodcock, Simon
- 190-199 The Quality Adjusted Price Index in the Pure Characteristics Demand Model
by Song, Minjae
2009, Volume 27, Issue 4
- 417-427 Real-Time Measurement of Business Conditions
by Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara
- 428-440 Forecast Combination With Entry and Exit of Experts
by Capistrán, Carlos & Timmermann, Allan
- 441-454 Tests of Equal Predictive Ability With Real-Time Data
by Clark, Todd E. & McCracken, Michael W.
- 455-467 Information in the Revision Process of Real-Time Datasets
by Corradi, Valentina & Fernandez, Andres & Swanson, Norman R.
- 468-479 Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset
by Faust, Jon & Wright, Jonathan H.
- 480-491 Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
by Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P.
- 492-503 Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
by Rudebusch, Glenn D. & Williams, John C.
- 504-516 Forecasting Professional Forecasters
by Ghysels, Eric & Wright, Jonathan H.
- 517-527 Predictability of Interest Rates and Interest-Rate Portfolios
by Bali, Turan & Heidari, Massoud & Wu, Liuren
- 528-543 Do Leading Indicators Lead Peaks More Than Troughs?
by Paap, Richard & Segers, Rene & van Dijk, Dick
- 544-552 Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept
by Knüppel, Malte
- 553-563 Forecasting With Judgment
by Manganelli, Simone
- 566-566 Editors' Report 2008
by Ng, Serena & Lewbel, Arthur
2009, Volume 27, Issue 3
- 293-311 Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
by Kleibergen, Frank & Mavroeidis, Sophocles
- 311-315 Comment
by Canova, Fabio
- 316-318 Comment
by Chao, John C. & Swanson, Norman R.
- 318-321 Comment
by Dufour, Jean-Marie
- 322-323 Comment
by Mikusheva, Anna
- 323-326 Comment
by Wright, Jonathan H.
- 326-328 Comment
by Yogo, Motohiro
- 328-331 Comment
by Zivot, Eric & Chaudhuri, Saraswata
- 331-339 Rejoinder
by Kleibergen, Frank & Mavroeidis, Sophocles
- 340-353 Bias From Censored Regressors
by Rigobon, Roberto & Stoker, Thomas M.
- 354-368 Robust Nonparametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985–2004
by Wheelock, David C. & Wilson, Paul W.
- 369-396 Testing for Shifts in Trend With an Integrated or Stationary Noise Component
by Perron, Pierre & Yabu, Tomoyoshi
- 397-415 On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies
by Millimet, Daniel L. & Tchernis, Rusty
2009, Volume 27, Issue 2
- 131-148 A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects
by Bester, C. Alan & Hansen, Christian
- 149-160 Nonparametric Retrospection and Monitoring of Predictability of Financial Returns
by Anatolyev, Stanislav
- 161-175 Local Transformation Kernel Density Estimation of Loss Distributions
by Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O.
- 176-192 Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation
by León, à ngel & MencÃa, Javier & Sentana, Enrique
- 193-205 Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data
by Lee, Sokbae & Wilke, Ralf A.
- 206-223 Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
by Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M.
- 224-234 Inhomogeneous Dependence Modeling with Time-Varying Copulae
by Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir
- 235-250 Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model
by Bester, C. Alan & Hansen, Christian
- 251-265 Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
by Awartani, Basel & Corradi, Valentina & Distaso, Walter
- 266-278 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
by Campbell, Sean D. & Diebold, Francis X.
- 279-291 An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs
by Kessels, Roselinde & Jones, Bradley & Goos, Peter & Vandebroek, Martina
2009, Volume 27
- 1-17 Statistical Inference with Generalized Gini Indices of Inequality, Poverty, and Welfare
by Barrett, Garry F. & Donald, Stephen G.
- 18-29 Testing Conditional Uncorrelatedness
by Su, Liangjun & Ullah, Aman
- 30-41 Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters
by Engelberg, Joseph & Manski, Charles F. & Williams, Jared
- 42-51 Nonmarket Household Time and the Cost of Children
by Koulovatianos, Christos & Schrder, Carsten & Schmidt, Ulrich
- 52-70 IT and Beyond: The Contribution of Heterogeneous Capital to Productivity
by Wilson, Daniel J.
- 71-83 Sequential Causal Models for the Evaluation of Labor Market Programs
by Lechner, Michael
- 84-94 Reduced-Form Versus Structural Models of Water Demand Under Nonlinear Prices
by Olmstead, Sheila M.
- 95-112 How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?
by Maheu, John M. & McCurdy, Thomas H.
- 113-127 Temporary Increases in Tariffs and Investment: The Chilean Experience
by Kasahara, Hiroyuki
January 2008, Volume 26
- 1-8 Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions
by Startz, Richard
- 9-17 Robust Nonnested Testing and the Demand for Money
by Choi, Hwan-Sik & Kiefer, Nicholas M.
- 18-32 Bayesian Analysis of the Output Gap
by Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele
- 33-41 Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
by Kapetanios, George & Labhard, Vincent & Price, Simon
- 42-49 A Comparison of the Real-Time Performance of Business Cycle Dating Methods
by Chauvet, Marcelle & Piger, Jeremy
- 50-65 Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity
by Prodan, Ruxandra
- 66-77 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
by Giordani, Paolo & Kohn, Robert
- 78-89 Model-Based Clustering of Multiple Time Series
by Fruhwirth-Schnatter, Sylvia & Kaufmann, Sylvia
- 90-104 Monotonic Regression Based on Bayesian PSplines: An Application to Estimating Price Response Functions From Store-Level Scanner Data
by Brezger, Andreas & Steiner, Winfried J.
- 105-112 Foreign Technology Transfer and Productivity: Evidence From a Matched Sample
by Yasar, Mahmut & Morrison Paul, Catherine J.
- 113-127 A Simple Test for Nonstationarity in Mixed Panels
by Ng, Serena
2008, Volume 26
- 261-310 The Identification Power of Equilibrium in Simple Games
by Aradillas-Lopez, Andres & Tamer, Elie
- 311-328 The Sensitivity of Productivity Estimates
by Van Biesebroeck, Johannes
- 329-344 Who Does Not Respond in the Household Expenditure Survey
by Schechtman, Edna & Yitzhaki, Shlomo & Artsev, Yevgeny
- 345-353 Consumer Search Behavior in the Changing Credit Card Market
by Kerr, Sougata & Dunn, Lucia
- 354-368 Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
by Balduzzi, Pierluigi & Robotti, Cesare
- 369-378 Count Models Based on Weibull Interarrival Times
by McShane, Blake & Adrian, Moshe & Bradlow, Eric T & Fader, Peter S
- 379-397 The Effects of Birth Inputs on Birthweight
by Abrevaya, Jason & Dahl, Christian M
- 398-422 Estimation With Many Instrumental Variables
by Hansen, Christian & Hausman, Jerry & Newey, Whitney
- 423-434 Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
by Li, Qi & Racine, Jeffrey S
- 435-445 Dynamic Treatment Assignment
by Fredriksson, Peter & Johansson, Per
- 446-459 Semiparametric Analysis With Grouped Dependent Variables and Application to Physicians' Provision of Charity Care
by Das, Mitali
- 460-471 Clustering of Auto Supplier Plants in the United States
by Klier, Thomas & McMillen, Daniel P
- 472-485 Health Risk and Portfolio Choice
by Edwards, Ryan D
- 486-509 Interregional Price Difference in the New Orleans Auctions Market for Slaves
by Choo, Eugene & Eid, Jean
- 510-525 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
by Koopman, Siem Jan & Lucas, André
- 526-535 Educational Attainment and the Cyclical Sensitivity of Employment
by Jefferson, Philip N
- 536-545 The Henderson Smoother in Reproducing Kernel Hilbert Space
by Dagum, Estela Bee & Bianconcini, Silvia
- 546-554 Macroeconomic Forecasting With Mixed-Frequency Data
by Clements, Michael P & Galvão, Ana Beatriz
- 557-557 Editors' Report 2007
by Ng, Serena & Lewbel, Arthur
April 2008, Volume 26
- 131-143 Asset Prices Under Habit Formation and Reference-Dependent Preferences
by Yogo, Motohiro
- 144-160 Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis
by Wang, Shanshan & Jank, Wolfgang & Shmueli, Galit
- 161-175 True or Spurious Long Memory? A New Test
by Ohanissian, Arek & Russell, Jeffrey R. & Tsay, Ruey S.
- 176-193 A Simulation-Based Specification Test for Diffusion Processes
by Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R.
- 194-210 The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
by Lux, Thomas
- 211-226 Dynamic Factors and the Source of Momentum Profits
by Yao, Tong
- 227-236 Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem
by Roskelley, Kenneth D.
- 237-252 VARMA versus VAR for Macroeconomic Forecasting
by Athanasopoulos, George & Vahid, Farshid
- 253-260 Marginal Comparisons With the Best and the Efficiency Measurement Problem
by Kim, Yangseon & Schmidt, Peter
April 2007, Volume 25
- 123-143 On the Fit of New Keynesian Models
by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael
- 143-151 Comment
by Christiano, Lawrence J.
- 151-152 Comment
by Gallant, A. Ronald
- 152-154 Comment
by Sims, Christopher A.
- 154-156 Comment
by Faust, Jon
- 156-159 Comment
by Kilian, Lutz
- 159-162 Rejoinder
by Negro, Marco Del & Schorfheide, Frank & Smets, Frank & Wouters, Rafael
- 163-176 Intrinsic Bayesian Estimation of Vector Autoregression Impulse Responses
by Ni, Shawn & Sun, Dongchu & Sun, Xiaoqian
- 177-190 Comparing Density Forecasts via Weighted Likelihood Ratio Tests
by Amisano, Gianni & Giacomini, Raffaella
- 191-200 Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence From the Survey of Professional Forecasters
by Campbell, Sean D.
- 201-212 Market-Based Measures of Monetary Policy Expectations
by Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P.
- 213-225 Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods
by Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre
- 226-238 Dynamic Efficiency Estimation: An Application to U.S. Electric Utilities
by Rungsuriyawiboon, Supawat & Stefanou, Spiro E.
- 239-246 The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes
by Silver, Mick & Heravi, Saeed
January 2007, Volume 25
- 1-1 Editorial Announcement
by Andersen, Torben G.
- 2-11 Common Features in Economics and Finance: An Overview of Recent Developments
by Urga, Giovanni
- 12-20 A Note on Common Cycles, Common Trends, and Convergence
by Carvalho, Vasco & Harvey, Andrew & Trimbur, Thomas
- 21-32 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
by Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu
- 33-51 Co-Breaking: Recent Advances and a Synopsis of the Literature
by Hendry, David F. & Massmann, Michael
- 52-60 Determining the Number of Primitive Shocks in Factor Models
by Bai, Jushan & Ng, Serena
- 61-75 A Multivariate Generalized Orthogonal Factor GARCH Model
by Lanne, Markku & Saikkonen, Pentti
- 76-90 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
by Anderson, Heather M. & Vahid, Farshid
- 91-96 Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
by Amengual, Dante & Watson, Mark W.
- 97-109 Estimating and Combining National Income Distributions Using Limited Data
by Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada
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