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November 2018, Volume 33, Issue 7
- 1098-1108 How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005
by Susan Dynarski & Brian Jacob & Daniel Kreisman - 1109-1116 Flexible Estimation of Demand Systems: A Copula Approach
by Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez
September 2018, Volume 33, Issue 6
- 763-779 National natural rates of interest and the single monetary policy in the euro area
by Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne - 780-796 Testing for optimal monetary policy via moment inequalities
by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro - 797-815 Homogeneity pursuit in panel data models: Theory and application
by Wuyi Wang & Peter C. B. Phillips & Liangjun Su - 816-836 Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
by Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang - 837-852 Testing the rationality of expectations of qualitative outcomes
by Carlos Madeira - 853-873 Risk premia and seasonality in commodity futures
by Constantino Hevia & Ivan Petrella & Martin Sola - 874-897 Indirect inference with time series observed with error
by Eduardo Rossi & Paolo Santucci de Magistris - 898-935 Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach
by Julien Hambuckers & Andreas Groll & Thomas Kneib
August 2018, Volume 33, Issue 5
- 625-642 Dynamic factor model with infinite‐dimensional factor space: Forecasting
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - 643-661 UK term structure decompositions at the zero lower bound
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista - 662-679 What are the macroeconomic effects of high‐frequency uncertainty shocks?
by Laurent Ferrara & Pierre Guérin - 680-689 How the baby boomers' retirement wave distorts model‐based output gap estimates
by Maik H. Wolters - 690-707 Structural estimation of behavioral heterogeneity
by Zhentao Shi & Huanhuan Zheng - 708-726 Exploiting tail shape biases to discriminate between stable and student t alternatives
by Pengfei Sun & Casper G. de Vries - 727-747 Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions
by Roberto A. De Santis & Srečko Zimic - 748-762 Ancestry and development: New evidence
by Enrico Spolaore & Romain Wacziarg
June 2018, Volume 33, Issue 4
- 485-508 Private debt overhang and the government spending multiplier: Evidence for the United States
by Marco Bernardini & Gert Peersman - 509-532 Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
by Joshua C. C. Chan & Eric Eisenstat - 533-552 Cyclicality in losses on bank loans
by Bart Keijsers & Bart Diris & Erik Kole - 553-567 Exact computation of GMM estimators for instrumental variable quantile regression models
by Le‐Yu Chen & Sokbae Lee - 568-579 A kink that makes you sick: The effect of sick pay on absence
by Petri Böckerman & Ohto Kanninen & Ilpo Suoniemi - 580-593 Intergenerational mobility: New evidence from consumption data
by Gustaf Bruze - 594-616 Information shocks and the empirical evaluation of training programs during unemployment spells
by Bruno Crépon & Marc Ferracci & Gregory Jolivet & Gerard J. van den Berg - 617-623 Genetic distance, trade, and the diffusion of development
by Vincenzo Bove & Gunes Gokmen
April 2018, Volume 33, Issue 3
- 297-318 Improving Markov switching models using realized variance
by Jia Liu & John M. Maheu - 319-331 Policy uncertainty and aggregate fluctuations
by Haroon Mumtaz & Paolo Surico - 332-354 Time series copulas for heteroskedastic data
by Rubén Loaiza‐Maya & Michael S. Smith & Worapree Maneesoonthorn - 355-377 A multilevel factor model: Identification, asymptotic theory and applications
by In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark - 378-397 A generalized focused information criterion for GMM
by Minsu Chang & Francis J. DiTraglia - 398-415 Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements
by Marco Bee & Debbie J. Dupuis & Luca Trapin - 416-434 Self‐employment among women: Do children matter more than we previously thought?
by Anastasia Semykina - 435-456 Identification issues in the public/private wage gap, with an application to Italy
by Domenico Depalo - 457-472 Increasing the credibility of the twin birth instrument
by Helmut Farbmacher & Raphael Guber & Johan Vikström - 473-478 Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets
by Andrew C. Chang & Phillip Li & Shawn M. Martin - 479-484 Measuring the diffusion of housing prices across space and over time: Replication and further evidence
by Shulin Shen & Jindong Pang
March 2018, Volume 33, Issue 2
- 165-178 Multivariate choices and identification of social interactions
by Ethan Cohen‐Cole & Xiaodong Liu & Yves Zenou - 179-197 Binary response panel data models with sample selection and self‐selection
by Anastasia Semykina & Jeffrey M. Wooldridge - 198-211 Do contractionary monetary policy shocks expand shadow banking?
by Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis - 212-226 Business, housing, and credit cycles
by Gerhard Rünstler & Marente Vlekke - 227-250 Identifying contagion
by Mardi Dungey & Eric Renault - 251-270 An efficient Bayesian approach to multiple structural change in multivariate time series
by John M. Maheu & Yong Song - 271-289 Measuring crisis risk using conditional copulas: An empirical analysis of the 2008 shipping crisis
by Sebastian Opitz & Henry Seidel & Alexander Szimayer - 290-296 Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007)
by Kenneth G. Stewart
January 2018, Volume 33, Issue 1
- 1-15 Estimating global bank network connectedness
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz - 16-28 The evolution of scale economies in US banking
by David C. Wheelock & Paul W. Wilson - 29-51 Estimating the effects of the minimum wage in a developing country: A density discontinuity design approach
by Hugo Jales - 52-72 Estimating the distribution of welfare effects using quantiles
by Stefan Hoderlein & Anne Vanhems - 73-90 Difference‐in‐differences when the treatment status is observed in only one period
by Irene Botosaru & Federico H. Gutierrez - 91-108 Decomposing economic mobility transition matrices
by Jeremiah Richey & Alicia Rosburg - 109-125 Weak‐instrument robust inference for two‐sample instrumental variables regression
by Jaerim Choi & Jiaying Gu & Shu Shen - 126-140 A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models
by Mark Bognanni & Edward Herbst - 141-159 Sequentially testing polynomial model hypotheses using power transforms of regressors
by Jin Seo Cho & Peter C. B. Phillips - 160-163 Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?”
by Anton Pak
November 2017, Volume 32, Issue 7
- 1207-1225 Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae Lee & Ryo Okui & Yoon†Jae Whang - 1226-1243 A discrete†choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
by Lena Boneva & Oliver Linton - 1244-1260 Nonparametric methods and local†time†based estimation for dynamic power law distributions
by Ricardo T. Fernholz - 1261-1276 An endogenously clustered factor approach to international business cycles
by Neville Francis & Michael T. Owyang & Ozge Savascin - 1277-1297 Efficient estimation of Bayesian VARMAs with time†varying coefficients
by Joshua C.C. Chan & Eric Eisenstat - 1298-1313 Combining density forecasts using focused scoring rules
by Anne Opschoor & Dick van Dijk & Michel van der Wel - 1314-1328 Loss functions for predicted click†through rates in auctions for online advertising
by Patrick Hummel & R. Preston McAfee - 1329-1347 Economies of diversification in the US credit union sector
by Emir Malikov & Shunan Zhao & Subal C. Kumbhakar - 1348-1366 Unobserved selection heterogeneity and the gender wage gap
by Cecilia Machado - 1367-1369 Estimating the economic costs of organized crime by synthetic control methods
by Martin Becker & Stefan Klößner
September 2017, Volume 32, Issue 6
- 1055-1068 Anchoring the yield curve using survey expectations
by Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa - 1069-1086 Structural FECM: Cointegration in large‐scale structural FAVAR models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten - 1087-1106 Model selection with estimated factors and idiosyncratic components
by Jack Fosten - 1107-1122 Efficient estimation of factor models with time and cross‐sectional dependence
by Alexander Heinemann - 1123-1144 Identifying relevant and irrelevant variables in sparse factor models
by Sylvia Kaufmann & Christian Schumacher - 1145-1155 Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US
by Katarina Juselius & Katrin Assenmacher - 1156-1177 Fat tails and spurious estimation of consumption‐based asset pricing models
by Alexis Akira Toda & Kieran James Walsh - 1178-1196 Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Leopoldo Catania & Anna Gloria Billé - 1197-1205 The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models
by Muhammad Asali & Aamer S. Abu‐Qarn & Michael Beenstock
August 2017, Volume 32, Issue 5
- 931-951 Have Standard VARS Remained Stable Since the Crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 952-964 The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
by Carlo Altavilla & Domenico Giannone - 965-982 Monetary Policy and Asset Prices: A Markov‐Switching DSGE Approach
by Joonyoung Hur - 983-1002 An Empirical Comparison Between the Synthetic Control Method and HSIAO et al.'s Panel Data Approach to Program Evaluation
by Javier Gardeazabal & Ainhoa Vega‐Bayo - 1003-1026 Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models
by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas - 1027-1032 The Robust Relationship Between us Food Aid and Civil Conflict
by Chi‐Yang Chu & Daniel J. Henderson & Le Wang - 1033-1038 Credit Booms Gone Bust: Replication of Schularick and Taylor (AER 2012)
by Peter M. Summers - 1039-1042 Economic Transition and Growth: A Replication
by Joachim Schnurbus & Harry Haupt & Verena Meier - 1043-1053 Work Ethic, Social Ethic, no Ethic: Measuring the Economic Values of Modern Christians
by Christopher L. Colvin & Matthew McCracken
June 2017, Volume 32, Issue 4
- 725-743 Dynamic Panel Data Models With Irregular Spacing: With an Application to Early Childhood Development
by Daniel L. Millimet & Ian K. McDonough - 744-763 Estimating the Competitive Storage Model with Trending Commodity Prices
by Christophe Gouel & Nicolas Legrand - 764-782 Loan Supply Shocks and the Business Cycle
by Luca Gambetti & Alberto Musso - 783-801 Density Forecasts With Midas Models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo - 802-818 Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
by Matthieu Droumaguet & Anders Warne & Tomasz Woźniak - 819-840 On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA
by Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers - 841-857 MM Algorithm for General Mixed Multinomial Logit Models
by Jonathan James - 858-876 Using a Structural‐Form Model to Analyze the Impact of Home Ownership on Unemployment Duration
by Aico Van Vuuren - 877-895 Out‐of‐Sample Return Predictability: A Quantile Combination Approach
by Luiz Renato Lima & Fanning Meng - 896-918 Textual Analysis in Real Estate
by Adam Nowak & Patrick Smith - 919-922 Narrow Replication of Fisman and Miguel's (2007a) ‘Corruption, Norms, and Legal Enforcement: Evidence from Diplomatic Parking Tickets’
by Matheus Albergaria & Luiz Paulo Fávero - 923-930 Human Capital Spillovers and Regional Development
by Marcos Sanso‐Navarro & Maria Vera‐Cabello & Domingo P. Ximénez‐De‐Embún
April 2017, Volume 32, Issue 3
- 477-503 Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion
by Cem Ertur & Antonio Musolesi - 504-532 Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 533-553 Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting
by Todd E. Clark & Michael W. McCracken - 554-574 Testing for Predictability in panels with General Predictors
by Joakim Westerlund & Hande Karabiyik & Paresh Narayan - 575-599 Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data
by Jiaying Gu & Roger Koenker - 600-620 Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes
by Roman Liesenfeld & Jean‐François Richard & Jan Vogler - 621-642 The Millennium Peak in Club Convergence: A New Look at Distributional Changes in The Wealth of Nations
by Melanie Krause - 643-660 Teacher Quality and Student Achievement: Evidence from a Sample of Dutch Twins
by Sander Gerritsen & Erik Plug & Dinand Webbink - 661-682 Confronting Price Endogeneity in a Duration Model of Residential Subdivision Development
by Douglas H. Wrenn & H. Allen Klaiber & David A. Newburn - 683-703 Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - 704-718 In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
by Patrick Fève & Jean‐Guillaume Sahuc - 719-724 Income and Democracy: A Smooth Varying Coefficient Redux
by Alexander L. Lundberg & Kim P. Huynh & David T. Jacho‐Chávez
March 2017, Volume 32, Issue 2
- 233-254 Wild Bootstrap Inference for Wildly Different Cluster Sizes
by James G. MacKinnon & Matthew D. Webb - 255-274 Estimation and Solution of Models with Expectations and Structural Changes
by Mariano Kulish & Adrian Pagan - 275-295 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - 296-317 Global Credit Risk: World, Country and Industry Factors
by Bernd Schwaab & Siem Jan Koopman & André Lucas - 318-341 Forecasting With the Standardized Self‐Perturbed Kalman Filter
by Stefano Grassi & Nima Nonejad & Paolo Santucci De Magistris - 342-358 Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences
by Matthew Harding & Carlos Lamarche - 359-378 Spotting the Danger Zone: Forecasting Financial Crises With Classification Tree Ensembles and Many Predictors
by Felix Ward - 379-400 Skewness Risk and Bond Prices
by Francisco Ruge‐Murcia - 401-421 Conventional Monetary Policy Transmission During Financial Crises: An Empirical Analysis
by Tatjana Dahlhaus - 422-439 Transitions at Different Moments in Time: A Spatial Probit Approach
by J. Paul Elhorst & Pim Heijnen & Anna Samarina & Jan P. A. M. Jacobs - 440-462 Absenteeism, Gender and the Morbidity–Mortality Paradox
by Daniel Avdic & Per Johansson - 463-469 Subjective Well‐Being and Income: A Re‐Examination of Satiation Using the Regression Kink Model With an Unknown Threshold
by Donald Lien & Yue Hu & Long Liu - 470-476 Differences Between Classical and Bayesian Estimates for Mixed Logit Models: A Replication Study
by Ossama Elshiewy & German Zenetti & Yasemin Boztug
January 2017, Volume 32, Issue 1
- 1-15 Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock - 16-36 Average and Marginal Returns to Upper Secondary Schooling in Indonesia
by Pedro Carneiro & Michael Lokshin & Nithin Umapathi - 37-55 Estimation of Poverty Transition Matrices with Noisy Data
by Nayoung Lee & Geert Ridder & John Strauss - 56-79 Sharp IV Bounds on Average Treatment Effects on the Treated and Other Populations Under Endogeneity and Noncompliance
by Martin Huber & Lukas Laffers & Giovanni Mellace - 80-102 Identification and Estimation of Online Price Competition With an Unknown Number of Firms
by Yonghong An & Michael R. Baye & Yingyao Hu & John Morgan & Matt Shum - 103-119 Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models
by Anders Warne & Günter Coenen & Kai Christoffel - 120-139 How to Identify and Forecast Bull and Bear Markets?
by Erik Kole & Dick Dijk - 140-158 Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice
by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros - 159-170 Forecasting Tail Risks
by Gianni De Nicolò & Marcella Lucchetta - 171-191 Modeling Financial Sector Joint Tail Risk in the Euro Area
by André Lucas & Bernd Schwaab & Xin Zhang - 192-217 State Prices of Conditional Quantiles: New Evidence on Time Variation in the Pricing Kernel
by Konstantinos Metaxoglou & Aaron Smith - 218-223 Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
by Badi H. Baltagi & Pallab Kumar Ghosh - 224-232 The Early Millennium Slowdown: Replicating the Peersman (2005) Results
by Angelia L. Grant
November 2016, Volume 31, Issue 7
- 1197-1214 Mismatch Shocks and Unemployment During the Great Recession
by Francesco Furlanetto & Nicolas Groshenny - 1215-1233 Time Variation in Macro‐Financial Linkages
by Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino - 1234-1253 On the Importance of Sectoral and Regional Shocks for Price‐Setting
by Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino - 1254-1275 Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
by Kajal Lahiri & George Monokroussos & Yongchen Zhao - 1276-1290 Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
by Jacopo Cimadomo & Antonello D'Agostino - 1291-1311 Bubbles and Crises: The Role of House Prices and Credit
by André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen - 1312-1332 Optimal Portfolio Choice Under Decision‐Based Model Combinations
by Davide Pettenuzzo & Francesco Ravazzolo - 1333-1351 Nonlinear Granger Causality: Guidelines for Multivariate Analysis
by Cees Diks & Marcin Wolski - 1352-1370 Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - 1371-1391 Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - 1392-1406 Noncausal Bayesian Vector Autoregression
by Markku Lanne & Jani Luoto - 1407-1429 A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010
by Emir Malikov & Subal C. Kumbhakar & Mike G. Tsionas - 1430-1444 Optimal Control of Heteroscedastic Macroeconomic Models
by Vito Polito & Peter Spencer - 1445-1466 Outlier‐Robust Bayesian Multinomial Choice Modeling
by Dries F. Benoit & Stefan Van Aelst & Dirk Van den Poel - 1467-1477 Demographics and Business Cycle Volatility: A Spurious Relationship?
by Gerdie Everaert & Hauke Vierke - 1478-1483 Replicating the Results in ‘A New Model of Trend Inflation’ Using Particle Markov Chain Monte Carlo
by Nima Nonejad
September 2016, Volume 31, Issue 6
- 929-960 Exponent of Cross‐Sectional Dependence: Estimation and Inference
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - 961-981 Panicca: Panic on Cross‐Section Averages
by Simon Reese & Joakim Westerlund - 982-1004 Error Correction Testing in Panels with Common Stochastic Trends
by Christian Gengenbach & Jean‐Pierre Urbain & Joakim Westerlund - 1005-1025 Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions
by Tim Bollerslev & Andrew J. Patton & Wenjing Wang - 1026-1047 Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling
by Siddhartha Chib & Liana Jacobi - 1048-1064 Accounting for the Political Uncertainty Factor
by Eric M. Scheffel - 1065-1082 State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries
by Stefanos Dimitrakopoulos & Michalis Kolossiatis - 1083-1099 Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts
by Christoph Frey & Frieder Mokinski - 1100-1119 Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
by George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao - 1120-1139 Effect of Online Dating on Assortative Mating: Evidence from South Korea
by Soohyung Lee - 1140-1158 Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
by Arnab Mukherji & Satrajit Roychoudhury & Pulak Ghosh & Sarah Brown - 1159-1182 Modelling Hospital Admission and Length of Stay by Means of Generalised Count Data Models
by Helmut Herwartz & Nadja Klein & Christoph Strumann - 1183-1191 Reassessing the Relative Power of the Yield Spread in Forecasting Recessions
by Dean Croushore & Katherine Marsten - 1192-1196 Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth
by Christos S. Savva
August 2016, Volume 31, Issue 5
- 773-804 Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models
by Jason R. Blevins - 805-820 Modelling Inflation Volatility
by Eric Eisenstat & Rodney W. Strachan - 821-842 Factor‐Based Identification‐Robust Interference in IV Regressions
by Georges Kapetanios & Lynda Khalaf & Massimiliano Marcellino - 843-864 A Semi‐Parametric Analysis of Two‐Sided Markets: An Application to the Local Daily Newspapers in the USA
by Senay Sokullu - 865-891 Borrowing Constraints and Credit Demand in a Developing Economy
by Jaime Ruiz‐Tagle & Francis Vella - 892-911 Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables
by Lance A. Fisher & Hyeon‐Seung Huh & Adrian R. Pagan - 912-919 Reanalyzing Zero Returns to Education in Germany
by Daniel A. Kamhöfer & Hendrik Schmitz - 920-928 Successful Scientific Replication and Extension of Levitt (2008): Child Seats are Still No Safer Than Seat Belts
by Lauren E. Jones & Nicolas R. Ziebarth
June 2016, Volume 31, Issue 4
- 613-629 ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
by Lars Winkelmann & Markus Bibinger & Tobias Linzert - 630-651 The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
by Yasuo Hirose & Atsushi Inoue - 652-677 Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous
by Daniel L. Millimet & Jayjit Roy - 678-706 GMM with Multiple Missing Variables
by Saraswata Chaudhuri & David K. Guilkey - 707-733 A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market
by A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta - 734-755 Maintaining (Locus of) Control? Data Combination for the Identification and Inference of Factor Structure Models
by Rémi Piatek & Pia Pinger - 756-761 Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment
by Zhou Xun & Michel Lubrano - 762-771 Estimating Bayesian Decision Problems with Heterogeneous Expertise
by Stephen Hansen & Michael McMahon & Sorawoot Srisuma
April 2016, Volume 31, Issue 3
- 457-486 Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures
by Sergio Firpo & Cristine Pinto - 487-506 Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification
by John K. Dagsvik & Zhiyang Jia - 507-532 Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
by Barbara Rossi & Tatevik Sekhposyan - 533-550 The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters
by Joshua Abel & Robert Rich & Joseph Song & Joseph Tracy - 551-565 A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - 566-583 On the Low‐Frequency Relationship Between Public Deficits and Inflation
by Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz - 584-602 Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity
by Enrique Moral‐Benito - 603-610 Flexible Estimation of Copulas: An Application to the US Housing Crisis
by Anson T. Y. Ho & Kim P. Huynh & David T. Jacho‐Chávez
March 2016, Volume 31, Issue 2
- 301-319 A Social Interactions Model with Endogenous Friendship Formation and Selectivity
by Chih‐Sheng Hsieh & Lung Fei Lee - 320-337 Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design
by Marianne Simonsen & Lars Skipper & Niels Skipper - 338-356 An Empirical Test of Pricing Kernel Monotonicity
by Brendan K. Beare & Lawrence D. W. Schmidt - 357-386 Bayesian Graphical Models for STructural Vector Autoregressive Processes
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - 387-402 An Extension of the J‐Test to a Spatial Panel Data Framework
by Harry H. Kelejian & Gianfranco Piras - 403-419 A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression
by Tai‐kuang Ho & Cheng‐chung Lai - 420-449 Identifying the Independent Sources of Consumption Variation
by Matteo Barigozzi & Alessio Moneta - 450-454 Lasso for Instrumental Variable Selection: A Replication Study
by Martin Spindler
January 2016, Volume 31, Issue 1
- 1-3 Cross‐Sectional Dependence in Panel Data Models: A Special Issue
by Jushan Bai & Badi Baltagi & Hashem Pesaran - 4-31 Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models
by Matei Demetrescu & Ulrich Homm - 32-57 Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets
by Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques