This file is part of IDEAS, which uses RePEc data

John Wiley & Sons, Ltd.

Journal of Applied Econometrics

Contact information of John Wiley & Sons, Ltd.:
Web page: http://www.interscience.wiley.com/jpages/0883-7252/

Order information:
Email:
Web: http://www3.interscience.wiley.com/jcatalog/subscribe.jsp?issn=0883-7252
Pricing information: individual rates available on request
Editor:
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:jae:japmet

More pages of listings: 0|1|2|3|4

2008, Volume 23, Issue 6

699-728 Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
by Tong Li & Xiaoyong Zheng [Downloadable!]
729-747 R&D and subsidies at the firm level: an application of parametric and semiparametric two-step selection models
by Katrin Hussinger [Downloadable!]
749-766 Efficiency externalities of trade and alternative forms of foreign investment in OECD countries
by Krishna G. Iyer & Alicia N. Rambaldi & Kam Ki Tang [Downloadable!]
767-793 The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity
by Brendan Kline & Justin L. Tobias [Downloadable!]
795-824 Rotterdam model versus almost ideal demand system: will the best specification please stand up?
by William A. Barnett & Ousmane Seck [Downloadable!]
825-842 Semiparametric hedonic price models: assessing the effects of agricultural nonpoint source pollution
by Christophe Bontemps & Michel Simioni & Yves Surry [Downloadable!]
843-860 Are risk-averse agents more optimistic? A Bayesian estimation approach
by Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert [Downloadable!]
861-865 Review of np software for R
by Teresa D. Harrison

2008, Volume 23, Issue 5

525-551 Identifying the new Keynesian Phillips curve
by James M. Nason & Gregor W. Smith [Downloadable!]
553-583 Learning, forecasting and structural breaks
by John M. Maheu & Stephen Gordon [Downloadable!]
585-606 Jumps in cross-sectional rank and expected returns: a mixture model
by Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra [Downloadable!]
607-638 Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests
by Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell [Downloadable!]
639-669 Are output growth-rate distributions fat-tailed? some evidence from OECD countries
by Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini [Downloadable!]
671-682 Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging
by Winford H. Masanjala & Chris Papageorgiou [Downloadable!]
683-696 Bayes estimates of distance-to-market: transactions costs, cooperatives and milk-market development in the Ethiopian highlands
by Garth Holloway & Simeon Ehui & Amare Teklu [Downloadable!]

2008, Volume 23, Issue 4

395-422 The estimation of utility-consistent labor supply models by means of simulated scores
by Hans G. Bloemen & Arie Kapteyn [Downloadable!]
423-434 An alternative approach to estimate the wage returns to private-sector training
by Edwin Leuven & Hessel Oosterbeek [Downloadable!]
435-462 Comparing smooth transition and Markov switching autoregressive models of US unemployment
by Philippe J. Deschamps [Downloadable!]
463-485 A nonparametric decomposition of the Mexican American average wage gap
by Ricardo Mora [Downloadable!]
487-514 Testing for country heterogeneity in growth models using a finite mixture approach
by Marco Alfo & Giovanni Trovato & Robert J. Waldmann [Downloadable!]
515-523 Maxima: An open source computer algebra system
by Jinhu Li & Jeffrey S. Racine [Downloadable!]

2008, Volume 23, Issue 3

287-304 A bounds analysis of school completion rates in Australia
by Tue Gørgens & Chris Ryan [Downloadable!]
305-327 From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?
by Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini [Downloadable!]
329-349 Inferring disability status from corrupt data
by Brent Kreider & John Pepper [Downloadable!]
351-371 Learning and fatigue during choice experiments: a comparison of online and mail survey modes
by Scott J. Savage & Donald M. Waldman [Downloadable!]
373-389 Sequential numerical integration in nonlinear state space models for microeconometric panel data
by Florian Heiss [Downloadable!]
391-393 March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors
by M. Hashem Pesaran [Downloadable!]

2008, Volume 23, Issue 2

137-172 Is gravity linear?
by Daniel J. Henderson & Daniel L. Millimet [Downloadable!]
173-191 Bayesian counterfactual analysis of the sources of the great moderation
by Chang-Jin Kim & James Morley & Jeremy Piger [Downloadable!]
193-233 Panel cointegration tests of the Fisher effect
by Joakim Westerlund [Downloadable!]
235-256 Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers
by Olivier Parent & James P. LeSage [Downloadable!]
257-278 The effect of seasonal adjustment on the properties of business cycle regimes
by Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi [Downloadable!]
279-286 The GNU|Linux platform and freedom respecting software for economists
by A. Talha Yalta & Riccardo Lucchetti [Downloadable!]

2008, Volume 23, Issue 1

1-16 International dynamic risk sharing
by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini [Downloadable!]
17-42 Extreme US stock market fluctuations in the wake of 9|11
by S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff [Downloadable!]
43-64 Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach
by Jose Luis Gallizo & Pilar Gargallo & Manuel Salvador [Downloadable!]
65-90 Structural breaks and GARCH models of exchange rate volatility
by David E. Rapach & Jack K. Strauss [Downloadable!]
91-109 The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
by Surajit Ray & N. E. Savin [Downloadable!]
111-133 A unified approach to standardized-residuals-based correlation tests for GARCH-type models
by Yi-Ting Chen [Downloadable!]

2007, Volume 22, Issue 7

1153-1156 The Econometrics of Industrial Organization
by Luc Bauwens & Alvaro Escribano & Michel Lubrano [Downloadable!]
1157-1177 Consumer benefits from increased competition in shopping outlets: Measuring the effect of Wal-Mart
by Jerry Hausman & Ephraim Leibtag [Downloadable!]
1179-1209 Quantifying the supply-side benefits from forward contracting in wholesale electricity markets
by Frank A. Wolak [Downloadable!]
1211-1226 Finite sample inference methods for dynamic energy demand models
by Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou [Downloadable!]
1227-1246 Semi-structural models of advertising competition
by Joris Pinkse & Margaret Slade [Downloadable!]
1247-1266 Estimating market power in a two-sided market: The case of newspapers
by Elena Argentesi & Lapo Filistrucchi [Downloadable!]
1267-1294 Concessions of infrastructure in Latin America: Government-led renegotiation
by J. Luis Guasch & Jean-Jacques Laffont & Stéphane Straub [Downloadable!]
1295-1313 Bargaining powers and market segmentation in freight transport
by Michel Mouchart & Marie Vandresse [Downloadable!]
1315-1345 Complementarities in automobile production
by Johannes Van Biesebroeck [Downloadable!]
1347-1366 The relationship between R&D collaboration, subsidies and R&D performance: Empirical evidence from Finland and Germany
by Dirk Czarnitzki & Bernd Ebersberger & Andreas Fier [Downloadable!]
1367-1394 Statistical inference for aggregates of Farrell-type efficiencies
by Léopold Simar & Valentin Zelenyuk [Downloadable!]
1395-1395 Journal of Applied Econometrics Dissertation Prize
by M. Hashem Pesaran [Downloadable!]

2007, Volume 22, Issue 6

995-1011 An extortionary guerrilla movement
by Norman Offstein [Downloadable!]
1013-1031 Meta-analysis in model implementation: choice sets and the valuation of air quality improvements
by H. Spencer Banzhaf & V. Kerry Smith [Downloadable!]
1033-1062 Growth, technological interdependence and spatial externalities: theory and evidence
by Cem Ertur & Wilfried Koch [Downloadable!]
1063-1093 Permanent and transitory wages of British men, 1975-2001: year, age and cohort effects
by Adriaan S. Kalwij & Rob Alessie [Downloadable!]
1095-1125 Identification of parameters in normal error component logit-mixture (NECLM) models
by Joan L. Walker & Moshe Ben-Akiva & Denis Bolduc [Downloadable!]
1127-1144 Efficiency of the California electricity reserves market
by Konstantinos Metaxoglou & Aaron Smith [Downloadable!]
1145-1152 EViews 5.1
by C. R. McKenzie & Sumiko Takaoka [Downloadable!]

2007, Volume 22, Issue 5

855-889 Model-free evaluation of directional predictability in foreign exchange markets
by Jaehun Chung & Yongmiao Hong [Downloadable!]
891-921 Asymmetric power distribution: Theory and applications to risk measurement
by Ivana Komunjer [Downloadable!]
923-950 An evaluation of the life cycle effects of minimum pensions on retirement behavior
by Sergi Jiménez-Martín & Alfonso R. Sánchez Martín [Downloadable!]
951-969 International welfare comparisons and nonparametric testing of multivariate stochastic dominance
by Brian McCaig & Adonis Yatchew [Downloadable!]
971-993 Semi-nonparametric competing risks analysis of recidivism
by Herman J. Bierens & Jose R. Carvalho [Downloadable!]

2007, Volume 22, Issue 4

703-728 The policy environment and relative price efficiency of Egyptian private sector manufacturing: 1987|88-1995|96
by Lullit Getachew & Robin C. Sickles [Downloadable!]
729-745 Identifying technically efficient fishing vessels: a non-empty, minimal subset approach
by Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier [Downloadable!]
747-765 Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship
by Jonathan B. Hill [Downloadable!]
767-793 Money demand function estimation by nonlinear cointegration
by Youngsoo Bae & Robert M. de Jong [Downloadable!]
795-816 Nonparametric estimation of concave production technologies by entropic methods
by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro [Downloadable!]
817-838 Bayesian inference for the gravity model
by Priya Ranjan & Justin L. Tobias [Downloadable!]
839-848 Small-sample bias in synthetic cohort models of labor supply
by Paul J. Devereux [Downloadable!]
849-854 GRETL 1.6.0 and its numerical accuracy
by A. Talha Yalta & A. Yasemin Yalta [Downloadable!]

2007, Volume 22, Issue 3

479-510 Unemployment and liquidity constraints
by Yannis M. Ioannides & Vassilis A. Hajivassiliou [Downloadable!]
511-531 The interrelated dynamics of unemployment and low-wage employment
by Mark B. Stewart [Downloadable!]
533-557 Assessing the performance of matching algorithms when selection into treatment is strong
by Jochen Kluve & Boris Augurzky [Downloadable!]
559-580 Sectoral adjustment of employment to shifts in outsourcing and trade: evidence from a dynamic fixed effects multinomial logit model
by Michael Pfaffermayr & Peter Egger & Andrea Weber [Downloadable!]
581-598 The welfare cost of means-testing: pensioner participation in income support
by Stephen Pudney & Monica Hernandez & Ruth Hancock [Downloadable!]
599-624 A discrete-choice model with social interactions: with an application to high school teen behavior
by Peter Kooreman & Adriaan R. Soetevent [Downloadable!]
625-640 Habits and heterogeneity in demands: a panel data analysis
by M. Dolores Collado & Martin Browning [Downloadable!]
641-656 Discounting the distant future: How much does model selection affect the certainty equivalent rate?
by Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou [Downloadable!]
657-675 Correcting for bias in retrospective data
by Zvi Eckstein & Ron Shachar [Downloadable!]
677-694 Finite sample evidence of IV estimators under weak instruments
by Alfonso Flores-Lagunes [Downloadable!]
695-699 Nonparametric estimation of a hedonic price function
by Daniel J. Henderson & Christopher F. Parmeter & Subal C. Kumbhakar [Downloadable!]
701-701 Journal of Applied Econometrics Annual Lecture Series
by Mark Watson [Downloadable!]

2007, Volume 22, Issue 2

229-232 Heterogeneity and cross section dependence in panel data models: theory and applications introduction
by M. Hashem Pesaran & Badi H. Baltagi [Downloadable!]
233-264 Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
by Timothy K. Chue & In Choi [Downloadable!]
265-312 A simple panel unit root test in the presence of cross-section dependence
by M. Hashem Pesaran [Downloadable!]
313-338 Dynamic factor extraction of cross-sectional dependence in panel unit root tests
by George Kapetanios [Downloadable!]
339-360 Panel unit root tests and spatial dependence
by Georges Bresson & Badi H. Baltagi & Alain Pirotte [Downloadable!]
361-381 Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors
by Yongcheol Shin & Laura Serlenga [Downloadable!]
383-400 An empirical analysis of nonstationarity in a panel of interest rates with factors
by Benoit Perron & Hyungsik Roger Moon [Downloadable!]
401-428 Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units
by Stefano Fachin [Downloadable!]
429-451 Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach
by Peter Pedroni [Downloadable!]
453-475 Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients
by Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang [Downloadable!]

2007, Volume 22, Issue 1

1-38 Exploring the international linkages of the euro area: a global VAR analysis
by Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran [Downloadable!]
39-61 The transmission mechanism in a changing world
by Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino [Downloadable!]
63-87 Nonlinear autoregressive leading indicator models of output in G-7 countries
by George Athanasopoulos & Heather M. Anderson & Farshid Vahid [Downloadable!]
89-119 Unravelling financial market linkages during crises
by Vance L. Martin & Mardi Dungey [Downloadable!]
121-136 An evaluation of the forecasts of the federal reserve: a pooled approach
by Fred Joutz & Michael P. Clements & Herman O. Stekler [Downloadable!]
137-159 Codependence in cointegrated autoregressive models
by Christoph Schleicher [Downloadable!]
161-178 Expectation horizon and the Phillips Curve: the solution to an empirical puzzle
by Charles R. Nelson & Jaejoon Lee [Downloadable!]
179-213 Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
by Marc P. Giannoni [Downloadable!]
215-223 I ran four million probits last night: HPC clustering with ParallelKnoppix
by Michael Creel [Downloadable!]

2006, Volume 21, Issue 8

1111-1134 Inter-state dynamics of invention activities, 1930-2000
by John S. Landon-Lane & Catherine Y. Co & Myeong-Su Yun [Downloadable!]
1135-1155 Small-sample confidence intervals for multivariate impulse response functions at long horizons
by Barbara Rossi & Elena Pesavento [Downloadable!]
1157-1168 Nonlinear dynamics of interest rate and inflation
by Markku Lanne [Downloadable!]
1169-1198 Is there a risk-return trade-off? Evidence from high-frequency data
by Lin Peng & Turan G. Bali [Downloadable!]
1199-1219 Modelling multi-period inflation uncertainty using a panel of density forecasts
by Fushang Liu & Kajal Lahiri [Downloadable!]
1221-1247 An empirical model of the multi-unit, sequential, clock auction
by Harry J. Paarsch & Stephen G. Donald & Jacques Robert [Downloadable!]
1249-1264 A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
by Paul Mizen & Anindya Banerjee [Downloadable!]
1265-1293 Intergenerational mobility and sample selection in short panels
by Cheti Nicoletti & Marco Francesconi [Downloadable!]
1295-1326 Identification and estimation of bounds on school performance measures: a nonparametric analysis of a mixture model with verification
by Robert P. Sherman & Jeff Dominitz [Downloadable!]

2006, Volume 21, Issue 7

897-917 Cannabis, cocaine and jobs
by Jan C. van Ours [Downloadable!]
919-934 The costs of motherhood: an analysis using matching estimators
by Lars Skipper & Marianne Simonsen [Downloadable!]
935-953 Health insurance and retirement of married couples
by Donna B. Gilleskie & David M. Blau [Downloadable!]
955-980 A dynamic model of contraceptive choice of Spanish couples
by Pedro Mira & Jesús M. Carro [Downloadable!]
981-998 Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates
by Kosei Fukuda [Downloadable!]
999-1018 The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition
by Farshid Vahid & Pushkar Maitra [Downloadable!]
1019-1038 The Engel curve for alcohol and the rank of demand systems
by Takashi Unayama [Downloadable!]
1039-1079 The welfare effects of restricted hospital choice in the US medical care market
by Katherine Ho [Downloadable!]
1081-1099 Bayesian analysis of the two-part model with endogeneity: application to health care expenditure
by Murat K. Munkin & Partha Deb & Pravin K. Trivedi [Downloadable!]
1101-1102 Convergence of productivity: a comment
by Zijun Wang [Downloadable!]
1103-1107 Teaching undergraduate econometrics with GRETL
by Ryan J. Smith & J. Wilson Mixon Jr [Downloadable!]

2006, Volume 21, Issue 6

683-702 A small monetary system for the euro area based on German data
by Helmut Lütkepohl & Ralf Brüggemann [Downloadable!]
703-725 How quickly do forecasters incorporate news? Evidence from cross-country surveys
by Kajal Lahiri & Gultekin Isiklar & Prakash Loungani [Downloadable!]
727-744 The emerging market crisis and stock market linkages: further evidence
by Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li [Downloadable!]
745-779 Estimation and comparison of treasury auction formats when bidders are asymmetric
by Erwann SbaÏ & Olivier Armantier [Downloadable!]
781-802 Semi-parametric estimation of consumption-based equivalence scales: the case of Germany
by Ralf A. Wilke [Downloadable!]
803-826 Sectoral labour supply, choice restrictions and functional form
by Steinar StrØm & John K. Dagsvik [Downloadable!]
827-833 The case against JIVE
by James G. MacKinnon & Russell Davidson [Downloadable!]
835-838 Comment on 'The case against JIVE'
by Paul J. Devereux & Daniel A. Ackerberg [Downloadable!]
839-841 The case against JIVE: a comment
by Matz Dahlberg & Sören Blomquist [Downloadable!]
843-844 Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
by James G. MacKinnon & Russell Davidson [Downloadable!]
845-860 Wealth dynamics: reducing noise in panel data
by Daniel H. Hill [Downloadable!]
861-878 How do respondents process stated choice experiments? Attribute consideration under varying information load
by David A. Hensher [Downloadable!]
879-891 Assessing the effects of measurement errors on the estimation of production functions
by Carmine Ornaghi [Downloadable!]
893-896 Calculus attainment and grades received in intermediate economic theory
by Justin L. Tobias & Mingliang Li [Downloadable!]

2006, Volume 21, Issue 5

549-562 Deriving target selection rules from endogenously selected samples
by Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker [Downloadable!]
563-587 Disaggregate evidence on the persistence of consumer price inflation
by Todd E. Clark [Downloadable!]
589-604 A nonparametric measure of convergence towards purchasing power parity
by Mototsugu Shintani [Downloadable!]
605-628 Empirical evidence of income dynamics across EU regions
by Roberto Zelli & Maria Grazia Pittau [Downloadable!]
629-639 Estimates of semiparametric equivalence scales
by Yiguo Sun & Thanasis Stengos & Dianqin Wang [Downloadable!]
641-653 Modelling firm-size distribution using Box-Cox heteroscedastic regression
by Y. K. Tse & Z. L. Yang [Downloadable!]
655-668 Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
by David A. Peel & Ivan Paya [Downloadable!]
669-676 Inference in dynamic stochastic frontier models
by Efthymios G. Tsionas [Downloadable!]
677-682 A review of TESTU01
by B. D. McCullough [Downloadable!]

2006, Volume 21, Issue 4

409-417 Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
by Stefan C. Norrbin & Aaron D. Smallwood [Downloadable!]
419-438 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti [Downloadable!]
439-462 A joint model for the term structure of interest rates and the macroeconomy
by Marco Lyrio & Hans Dewachter & Konstantijn Maes [Downloadable!]
463-487 Structural break threshold VARs for predicting US recessions using the spread
by Ana Beatriz C. Galvao [Downloadable!]
489-519 Estimating the effect of smoking on birth outcomes using a matched panel data approach
by Jason Abrevaya [Downloadable!]
521-542 Permanent vs transitory components and economic fundamentals
by Donald Robertson & Anthony Garratt & Stephen Wright [Downloadable!]
543-547 Estimating an economic model of crime using panel data from North Carolina
by Badi H. Baltagi [Downloadable!]

2006, Volume 21, Issue 3

275-305 How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
by Sylvia Kaufmann & Sylvia Frühwirth-Schnatter [Downloadable!]
307-336 Normal mixture GARCH(1,1): applications to exchange rate modelling
by Emese Lazar & Carol Alexander [Downloadable!]
337-344 Magazine prices revisited
by Jonathan L. Willis [Downloadable!]
345-369 Estimating and predicting multivariate volatility thresholds in global stock markets
by Fabio Trojani & Francesco Audrino [Downloadable!]
371-386 Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
by E. Zacharias & T. Stengos [Downloadable!]
387-407 Smoothed binary regression quantiles
by Gregory Kordas [Downloadable!]

2006, Volume 21, Issue 2

147-173 Estimation of multivariate models for time series of possibly different lengths
by Andrew J. Patton [Downloadable!]
175-190 Timing structural change: a conditional probabilistic approach
by David N. DeJong & Roman Liesenfeld & Jean-Francois Richard [Downloadable!]
191-212 Bayes model averaging of cyclical decompositions in economic time series
by Richard Kleijn & Herman K. van Dijk [Downloadable!]
213-226 A bivariate count data model for household tourism demand
by Jörgen Hellström [Downloadable!]
227-244 Measuring welfare effects in models with random coefficients
by Erik Meijer & Jan Rouwendal [Downloadable!]
245-272 Job separation in a non-stationary search model: a structural estimation to evaluate alternative unemployment insurance systems
by J. Ignacio García-Pérez [Downloadable!]

2006, Volume 21, Issue 1

1-22 An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
by Allan Timmermann & Massimo Guidolin [Downloadable!]
23-53 High school completion and future youth unemployment: new evidence from High School and Beyond
by Mingliang Li [Downloadable!]
55-77 The policy preferences of the US Federal Reserve
by Richard Dennis [Downloadable!]
79-109 Multivariate GARCH models: a survey
by Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts [Downloadable!]
111-132 Economic development and the return to human capital: a smooth coefficient semiparametric approach
by Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos [Downloadable!]
133-141 gnuplot 4.0: a portable interactive plotting utility
by Jeff Racine [Downloadable!]

2005, Volume 20, Issue 7

829-840 Periodically expanding discounted debt: a threat to fiscal policy sustainability?
by Troy Davig [Downloadable!]
841-872 The cross-Euler equation approach to intertemporal substitution in import demand
by Shin-Ichi Nishiyama [Downloadable!]
873-889 A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
by Asger Lunde & Peter R. Hansen [Downloadable!]
891-910 Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
by Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde [Downloadable!]
911-930 Testing chaotic dynamics via Lyapunov exponents
by Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix [Downloadable!]
931-942 The Bias Against Guns: why almost everything you've heard about gun control is wrong. John Lott Jr., Regnery Publishing, Inc. 2003, pp. 349
by John V. Pepper [Downloadable!]

2005, Volume 20, Issue 6

699-721 Semiparametric three-step estimation methods for simultaneous equation systems
by Stefan Sperlich & Juan M. Rodríguez-Póo & Ana I. Fernández [Downloadable!]
723-747 Semiparametric Bayesian inference in multiple equation models
by Dale J. Poirier & Gary Koop & Justin Tobias [Downloadable!]
749-770 Testing the purchasing power parity through I(2) cointegration techniques
by Luca Fanelli & Emanuele Bacchiocchi [Downloadable!]
771-795 Nonparametric bounds on the returns to language skills
by Libertad González [Downloadable!]
797-810 Distribution approximations for cointegration tests with stationary exogenous regressors
by Jurgen A. Doornik & H. Peter Boswijk [Downloadable!]
811-827 A multi-level panel STAR model for US manufacturing sectors
by Dick van Dijk & Dennis Fok & Philip Hans Franses [Downloadable!]

2005, Volume 20, Issue 5

579-601 Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy
by Yan Shen & Cheng Hsiao & Hiroshi Fujiki [Downloadable!]
603-620 Principal components at work: the empirical analysis of monetary policy with large data sets
by Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia [Downloadable!]
621-639 Nonlinearity in the Fed's monetary policy rule
by Denise R. Osborn & Dong Heon Kim & Marianne Sensier [Downloadable!]
641-664 Inefficiency and heterogeneity in Turkish banking: 1990-2000
by Hulusi Inanoglu & Mahmoud A. El-Gamal [Downloadable!]
665-683 Markov switching causality and the money-output relationship
by Morten O. Ravn & Zacharias Psaradakis & Martin Sola [Downloadable!]
685-690 Validating multiple structural change models-a case study
by Christian Kleiber & Achim Zeileis [Downloadable!]
691-698 A guided tour of TSMod 4.03
by Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy [Downloadable!]

2005, Volume 20, Issue 4

445-465 Counterfactual decomposition of changes in wage distributions using quantile regression
by José Mata & José A. F. Machado [Downloadable!]
467-486 Discrete choice modelling in airline network management
by Michael Scheidler & Reinhard Hujer & Joachim Grammig [Downloadable!]
487-507 Semiparametric estimation of lifetime equivalence scales
by Krishna Pendakur [Downloadable!]
509-527 The effects of the gender of children on expenditure patterns in rural China: a semiparametric analysis
by Ping Zhang & Arthur van Soest & Xiaodong Gong [Downloadable!]
529-548 Walk or wait? An empirical analysis of street crossing decisions
by Mark D. Manuszak & Charles F. Manski & Sanghamitra Das [Downloadable!]
549-562 Analysis of job-training effects on Korean women
by Sang-jun Lee & Myoung-jae Lee [Downloadable!]
563-569 I didn't tell, and I won't tell: dynamic response error in the SIPP
by Martin H. David & Christopher R. Bollinger [Downloadable!]
571-577 Structural time series modelling with STAMP 6.02
by Gilles Teyssière [Downloadable!]

2005, Volume 20, Issue 3

327-344 Valuation ratios and long-horizon stock price predictability
by Mark E. Wohar & David E. Rapach [Downloadable!]
345-376 Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
by Giorgio Valente & Lucio Sarno [Downloadable!]
377-404 Parametric pricing of higher order moments in S&P500 options
by V. L. Martin & G. M. Martin & G. C. Lim [Downloadable!]

More pages of listings: 0|1|2|3|4

Access and download statistics

Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports.

This page was last updated on 2008-11-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.