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Content
April 2022, Volume 37, Issue 3
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 - 629-644 Forecasting stock returns with model uncertainty and parameter instability
by Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang - 645-652 Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)
by Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski
June 2020, Volume 35, Issue 4
- 373-390 Prediction regions for interval‐valued time series
by Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz - 391-409 Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
by Laura Coroneo & Fabrizio Iacone - 410-421 Exchange rate predictability and dynamic Bayesian learning
by Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler - 422-439 Complementary Bayesian method of moments strategies
by A. Ronald Gallant - 440-456 Order‐invariant tests for proper calibration of multivariate density forecasts
by Jonas Dovern & Hans Manner - 457-480 Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing
by Emir Malikov & Shunan Zhao & Subal C. Kumbhakar
April 2020, Volume 35, Issue 3
- 273-293 Assessing international commonality in macroeconomic uncertainty and its effects
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 294-314 Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
by Matthew Harding & Carlos Lamarche & M. Hashem Pesaran - 315-327 Estimation of average treatment effects using panel data when treatment effect heterogeneity depends on unobserved fixed effects
by Shosei Sakaguchi - 328-343 Mixed causal–noncausal autoregressions with exogenous regressors
by Alain Hecq & Joao Victor Issler & Sean Telg - 344-370 Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors
by Antoine A. Djogbenou
March 2020, Volume 35, Issue 2
- 141-159 The effect of oil supply shocks on US economic activity: What have we learned?
by Ana María Herrera & Sandeep Kumar Rangaraju - 160-175 The shale revolution and shifting crude dynamics
by Malick Sy & Liuren Wu - 176-197 Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - 198-216 Interval censored regression with fixed effects
by Jason Abrevaya & Chris Muris - 217-247 Estimation of a dynamic stochastic frontier model using likelihood‐based approaches
by Hung‐pin Lai & Subal C. Kumbhakar - 248-272 Multivariate dynamic intensity peaks‐over‐threshold models
by Nikolaus Hautsch & Rodrigo Herrera
January 2020, Volume 35, Issue 1
- 1-18 Estimating and accounting for the output gap with large Bayesian vector autoregressions
by James Morley & Benjamin Wong - 19-45 Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
by Christian Conrad & Onno Kleen - 46-60 Modeling the conditional distribution of financial returns with asymmetric tails
by Stephen Thiele - 61-81 Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach
by Christian Gross & Pierre L. Siklos - 82-98 Interpreting shocks to the relative price of investment with a two‐sector model
by Luca Guerrieri & Dale Henderson & Jinill Kim - 99-113 The next hundred years of growth and convergence
by Richard Startz - 114-129 Introducing the Bank of Canada staff economic projections database
by Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel - 130-140 Refining the workhorse oil market model
by Xiaoqing Zhou
November 2019, Volume 34, Issue 7
- 1027-1049 Large time‐varying parameter VARs: A nonparametric approach
by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti - 1050-1072 Macroeconomic forecast accuracy in a data‐rich environment
by Rachidi Kotchoni & Maxime Leroux & Dalibor Stevanovic - 1073-1085 Likelihood evaluation of models with occasionally binding constraints
by Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong - 1086-1101 Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance
by Arkadiusz Szydłowski - 1102-1120 Measurement error in discrete health facility choice models: An example from urban Senegal
by Christopher J. Cronin & David K. Guilkey & Ilene S. Speizer - 1121-1140 Extreme returns and intensity of trading
by Wei Lin & Gloria González‐Rivera
September 2019, Volume 34, Issue 6
- 865-882 Measuring mortgage credit availability: A frontier estimation approach
by Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven Molloy - 883-892 Structural changes in heterogeneous panels with endogenous regressors
by Badi H. Baltagi & Qu Feng & Chihwa Kao - 893-910 Mostly harmless simulations? Using Monte Carlo studies for estimator selection
by Arun Advani & Toru Kitagawa & Tymon Słoczyński - 911-933 Two applications of wild bootstrap methods to improve inference in cluster‐IV models
by Keith Finlay & Leandro M. Magnusson - 934-950 Decomposing the effects of monetary policy using an external instruments SVAR
by Aeimit Lakdawala - 951-971 Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
by Giovanni Angelini & Luca Fanelli - 972-993 Tax shocks with high and low uncertainty
by Fabio Bertolotti & Massimiliano Marcellino - 994-1015 Estimation in a generalization of bivariate probit models with dummy endogenous regressors
by Sukjin Han & Sungwon Lee - 1016-1028 Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity
by Jaeho Kim & Le Wang
August 2019, Volume 34, Issue 5
- 621-640 Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
by Florian Huber & Gregor Kastner & Martin Feldkircher - 641-660 Bayesian parametric and semiparametric factor models for large realized covariance matrices
by Xin Jin & John M. Maheu & Qiao Yang - 661-672 The response of asset prices to monetary policy shocks: Stronger than thought
by Lucia Alessi & Mark Kerssenfischer - 673-687 Monetary policy, housing rents, and inflation dynamics
by Daniel A. Dias & João B. Duarte - 688-706 Mixed‐frequency models with moving‐average components
by Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic - 707-723 The demand for season of birth
by Damian Clarke & Sonia Oreffice & Climent Quintana‐Domeque - 724-745 To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
by Wendun Wang & Xinyu Zhang & Richard Paap - 746-761 CCE in fixed‐T panels
by Joakim Westerlund & Yana Petrova & Milda Norkute - 762-778 Tests of asset pricing with time‐varying factor loads
by Antonio F. Galvao & Gabriel Montes‐Rojas & Jose Olmo - 779-794 Telling tales from the tails: High‐dimensional tail interdependence
by Arnold Polanski & Evarist Stoja & Frank Windmeijer - 795-810 Estimating the U.S. output gap with state‐level data
by Manuel González‐Astudillo - 811-819 Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks
by Helmut Herwartz - 820-821 A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”
by Davaajargal Luvsannyam & Khuslen Batmunkh - 822-826 Bubbles and crises: Replicating the Anundsen et al. (2016) results
by Bowen Fu - 827-835 Heterogeneity in risk aversion and risk sharing regressions
by Pierfederico Asdrubali & Simone Tedeschi & Luigi Ventura - 836-842 Testing for time variation in the natural rate of interest
by Tino Berger & Bernd Kempa - 843-849 Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach
by Haitao Huang & Liang Peng & Vincent W. Yao - 850-857 Does global inflation help forecast inflation in industrialized countries?
by Christian Gillitzer & Martin McCarthy - 858-864 Expected market returns: SVIX, realized volatility, and the role of dividends
by Matthijs Lof
June 2019, Volume 34, Issue 4
- 463-481 Panel parametric, semiparametric, and nonparametric construction of counterfactuals
by Cheng Hsiao & Qiankun Zhou - 482-501 Sibling spillover effects in school achievement
by Cheti Nicoletti & Birgitta Rabe - 502-525 Catching up to girls: Understanding the gender imbalance in educational attainment within race
by Esteban M. Aucejo & Jonathan James - 526-546 Estimation of linear dynamic panel data models with time‐invariant regressors
by Sebastian Kripfganz & Claudia Schwarz - 547-565 Controlling for ability using test scores
by Benjamin Williams - 566-587 The signal quality of grades across academic fields
by James Thomas - 588-605 Towards causal estimates of children's time allocation on skill development
by Gregorio Caetano & Josh Kinsler & Hao Teng - 606-611 Ethnic capital and intergenerational transmission of educational attainment
by Agnieszka Postepska - 612-619 A robust approach to estimating production functions: Replication of the ACF procedure
by Kyoo il Kim & Yao Luo & Yingjun Su
April 2019, Volume 34, Issue 3
- 325-346 Dynamic specification tests for dynamic factor models
by Gabriele Fiorentini & Enrique Sentana - 347-364 NETS: Network estimation for time series
by Matteo Barigozzi & Christian Brownlees - 365-384 Systemic risk and bank business models
by Maarten van Oordt & Chen Zhou - 385-402 Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
by Francisco H.G. Ferreira & Sergio Firpo & Antonio F. Galvao - 403-424 Modeling the effects of grade retention in high school
by Bart Cockx & Matteo Picchio & Stijn Baert - 425-436 Measuring the natural rate of interest: A note on transitory shocks
by Kurt F. Lewis & Francisco Vazquez‐Grande - 437-455 Uncertainty across volatility regimes
by Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli - 456-462 Real‐time forecast combinations for the oil price
by Anthony Garratt & Shaun P. Vahey & Yunyi Zhang
March 2019, Volume 34, Issue 2
- 161-180 Commodity prices and fiscal policy design: Procyclical despite a rule
by Hilde C. Bjørnland & Leif Anders Thorsrud - 181-204 An empirical investigation of direct and iterated multistep conditional forecasts
by Michael W. McCracken & Joseph T. McGillicuddy - 205-220 Selecting structural innovations in DSGE models
by Filippo Ferroni & Stefano Grassi & Miguel A. León‐Ledesma - 221-246 Structural VARs and noninvertible macroeconomic models
by Mario Forni & Luca Gambetti & Luca Sala - 247-267 Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions
by Yohei Yamamoto - 268-284 CCE estimation of factor‐augmented regression models with more factors than observables
by Hande Karabiyik & Jean‐Pierre Urbain & Joakim Westerlund - 285-314 Steady‐state modeling and macroeconomic forecasting quality
by Dimitrios P. Louzis - 315-324 The cyclicality of R&D investment revisited
by Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun
January 2019, Volume 34, Issue 1
- 1-17 Simultaneous confidence bands: Theory, implementation, and an application to SVARs
by José Luis Montiel Olea & Mikkel Plagborg‐Møller - 18-25 The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
by Mark Kerssenfischer - 26-42 Cartel dating
by H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel - 43-65 Switching generalized autoregressive score copula models with application to systemic risk
by Mauro Bernardi & Leopoldo Catania - 66-81 The two‐sample linear regression model with interval‐censored covariates
by David Pacini - 82-109 (Under)Mining local residential property values: A semiparametric spatial quantile autoregression
by Emir Malikov & Yiguo Sun & Diane Hite - 110-128 Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India
by Arthur Alik‐Lagrange & Martin Ravallion - 129-148 Information flows and stock market volatility
by Chew Lian Chua & Sarantis Tsiaplias - 149-154 The approximate solution of finite‐horizon discrete‐choice dynamic programming models
by Philipp Eisenhauer