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Content
April 2016, Volume 31, Issue 3
- 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 - 58-84 Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
by Liudas Giraitis & George Kapetanios & Anne Wetherilt & Filip ŽIKEŠ - 85-105 Estimation of Dynamic Panel Data Models with Cross‐Sectional Dependence: Using Cluster Dependence for Efficiency
by Valentin Verdier - 106-132 Growth Determinants Revisited Using Limited‐Information Bayesian Model Averaging
by Alin Mirestean & Charalambos G. Tsangarides - 133-162 Identification of Spatial Durbin Panel Models
by Lung‐fei Lee & Jihai Yu - 163-191 Panel Data Models with Grouped Factor Structure Under Unknown Group Membership
by Tomohiro Ando & Jushan Bai - 192-213 The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
by Lena Boneva & Oliver Linton & Michael Vogt - 214-248 Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach
by Badi H. Baltagi & Peter H. Egger & Michaela Kesina - 249-280 A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - 281-297 Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin
November 2015, Volume 30, Issue 7
- 1013-1028 What Drives Oil Prices? Emerging Versus Developed Economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - 1029-1046 The Measurement and Characteristics of Professional Forecasters' Uncertainty
by Gianna Boero & Jeremy Smith & Kenneth F. Wallis - 1047-1072 Fiscal Policies and Credit Regimes: A TVAR Approach
by Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo - 1073-1089 Extracting Nonlinear Signals from Several Economic Indicators
by Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela - 1090-1114 Anticipating Long‐Term Stock Market Volatility
by Christian Conrad & Karin Loch - 1115-1143 Estimating Incentive and Selection Effects in the Medigap Insurance Market: An Application with Dirichlet Process Mixture Model
by Xuequn Hu & Murat K. Munkin & Pravin K. Trivedi - 1144-1168 A Test of the Conditional Independence Assumption in Sample Selection Models
by Martin Huber & Blaise Melly - 1169-1191 Isolating the Roles of Individual Covariates in Reweighting Estimation
by Todd E. Elder & John H. Goddeeris & Steven J. Haider - 1192-1209 Refining Stylized Facts from Factor Models of Inflation
by Ferre De Graeve & Karl Walentin - 1210-1234 A Hidden Markov Model Approach to Information‐Based Trading: Theory and Applications
by Xiangkang Yin & Jing Zhao
September 2015, Volume 30, Issue 6
- 857-873 Commodity Price Volatility and the Sources of Growth
by Tiago V. De V. Cavalcanti & Kamiar Mohaddes & Mehdi Raissi - 874-903 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki - 904-923 On the Empirical Failure of Purchasing Power Parity Tests
by Matteo Pelagatti & Emilio Colombo - 924-947 Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test
by Efrem Castelnuovo & Luca Fanelli - 948-967 The Environmental Kuznets Curve, Cointegration and Nonlinearity
by Martin Wagner - 968-986 Macroeconomic Effects of Precautionary Demand for Oil
by Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani - 987-1009 Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model
by Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo - 1010-1010 Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication
by Tamer Kulaksizoglu
August 2015, Volume 30, Issue 5
- 705-717 Spline Regression in the Presence of Categorical Predictors
by Shujie Ma & Jeffrey S. Racine & Lijian Yang - 718-738 Combining Matching and Nonparametric Instrumental Variable Estimation: Theory and An Application to the Evaluation of Active Labour Market Policies
by Markus Frölich & Michael Lechner - 739-762 Replacing Sample Trimming with Boundary Correction in Nonparametric Estimation of First‐Price Auctions
by Brent R. Hickman & Timothy P. Hubbard - 763-786 Doubly Robust Estimation of Causal Effects with Multivalued Treatments: An Application to the Returns to Schooling
by S. Derya Uysal - 787-805 When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions
by Pauline Givord & Lionel Wilner - 806-825 A New Utility‐Consistent Econometric Approach to Multivariate Count Data Modeling
by Chandra R. Bhat & Rajesh Paleti & Marisol Castro - 826-847 Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis
by Camilla Mastromarco & Léopold Simar - 848-855 Gender‐Biased Breastfeeding in Egypt: Examining the Fertility Preference Hypotheses of Jayachandran and Kuziemko (2011)
by Abhishek Chakravarty
June 2015, Volume 30, Issue 4
- 529-550 Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts
by Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci - 551-575 Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility
by Todd E. Clark & Francesco Ravazzolo - 576-595 Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting
by Julieta Fuentes & Pilar Poncela & Julio Rodríguez - 596-620 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - 621-649 Speculation in the Oil Market
by Luciana Juvenal & Ivan Petrella - 650-674 Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
by Joshua C. C. Chan & Justin L. Tobias - 675-702 Simple Identification and Specification of Cointegrated Varma Models
by Christian Kascha & Carsten Trenkler - 703-704 Narrow Replication of ‘A Spatio‐Temporal Model of House Prices in the Usa’ Using R
by Giovanni Millo
April 2015, Volume 30, Issue 3
- 353-376 A Bayesian Semiparametric Competing Risk Model with Unobserved Heterogeneity
by Martin Burda & Matthew Harding & Jerry Hausman - 377-397 Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation
by Fulvio Corsi & Stefano Peluso & Francesco Audrino - 398-421 Analysis of Hospital Production: An Output Index Approach
by Martin S. Gaynor & Samuel A. Kleiner & William B. Vogt - 422-446 Regression Discontinuity Applications with Rounding Errors in the Running Variable
by Yingying Dong - 447-467 Visual Attention and Attribute Attendance in Multi‐Attribute Choice Experiments
by Kelvin Balcombe & Iain Fraser & Eugene McSorley - 468-486 Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach
by Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper - 487-508 Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures
by Erich Battistin & Michele De Nadai - 509-528 Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
by Badi H. Baltagi & Georges Bresson & Jean‐Michel Etienne
March 2015, Volume 30, Issue 2
- 177-198 Is infrastructure capital productive? A dynamic heterogeneous approach
by César Calderón & Enrique Moral‐Benito & Luis Servén - 199-218 Monetary Policy and the Housing Market: A Structural Factor Analysis
by Matteo Luciani - 219-240 Dsge Models in the Frequency Domains
by Luca Sala - 241-262 Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?
by Fabio Canova & Alain Schlaepfer - 263-290 Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec - 291-312 Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market
by Fabian Y. R. P. Bocart & Christian M. Hafner - 313-332 Cost and Preference Heterogeneity in Risky Financial Markets
by Graciela Sanroman - 333-349 Finding Sensitivity to Scope in Nonmarket Valuation
by Juha Siikamäki & Douglas M. Larson - 350-352 R&D, Innovation and Knowledge Spillovers: A Reappraisal of Bottazzi and Peri (2007) in the Presence of Cross‐Sectional Dependence
by Anna Bottasso & Carolina Castagnetti & Maurizio Conti
January 2015, Volume 30, Issue 1
- 1-23 Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence
by Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre - 24-45 When Does Government Debt Crowd Out Investment?
by Nora Traum & Shu‐Chun S. Yang - 46-73 Bayesian VARs: Specification Choices and Forecast Accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 74-96 Evaluating Point and Density Forecasts of DSGE Models
by Maik H. Wolters - 97-118 A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models
by Leo Krippner - 119-144 Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors
by Pierre Perron & Yohei Yamamoto - 145-169 Econometric Regime Shifts and the US Subprime Bubble
by André K. Anundsen - 170-175 Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters
by Michal Brzezinski
November 2014, Volume 29, Issue 7
- 1029-1030 Introduction To Recent Advances In Methods And Applications For Dsge Models
by Fabio Canova & Frank Schorfheide & Herman van Dijk - 1031-1052 Rare Shocks, Great Recessions
by Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald - 1053-1072 Estimating Fiscal Limits: The Case Of Greece
by Huixin Bi & Nora Traum - 1073-1098 Sequential Monte Carlo Sampling For Dsge Models
by Edward Herbst & Frank Schorfheide - 1099-1117 Choosing The Variables To Estimate Singular Dsge Models
by Fabio Canova & Filippo Ferroni & Christian Matthes - 1118-1144 Mixed‐Frequency Structural Models: Identification, Estimation, And Policy Analysis
by Claudia Foroni & Massimiliano Marcellino - 1145-1163 Practical Tools For Policy Analysis In Dsge Models With Missing Shocks
by Dario Caldara & Richard Harrison & Anna Lipińska - 1164-1182 Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data
by Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk - 1183-1209 Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models
by Frank Kleibergen & Sophocles Mavroeidis - 1210-1222 Sales, Inventories And Real Interest Rates: A Century Of Stylized Facts
by Luca Benati & Thomas A. Lubik
September 2014, Volume 29, Issue 6
- 861-879 Who Really Wants To Be A Millionaire? Estimates Of Risk Aversion From Gameshow Data
by Roger Hartley & Gauthier Lanot & Ian Walker - 880-900 Child Mental Health And Educational Attainment: Multiple Observers And The Measurement Error Problem
by David Johnston & Carol Propper & Stephen Pudney & Michael Shields - 901-919 Semi‐Parametric Estimation Of Program Impacts On Dispersion Of Potential Wages
by Stacey H. Chen & Shakeeb Khan - 920-943 Identifying Causal Mechanisms (Primarily) Based On Inverse Probability Weighting
by Martin Huber - 944-964 How Beliefs About Hiv Status Affect Risky Behaviors: Evidence From Malawi
by Áureo De Paula & Gil Shapira & Petra E. Todd - 965-983 Does Coresidence Improve An Elderly Parent'S Health?
by Meliyanni Johar & Shiko Maruyama - 984-1006 Return To Experience And Initial Wage Level: Do Low Wage Workers Catch Up?
by Kenneth L. Sørensen & Rune Vejlin - 1007-1028 Smooth Quantile‐Based Modeling Of Brand Sales, Price And Promotional Effects From Retail Scanner Panels
by Harry Haupt & Kathrin Kagerer & Winfried J. Steiner
August 2014, Volume 29, Issue 5
- 693-712 Forecasting interest rates with shifting endpoints
by Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright - 713-735 Forecasting Disconnected Exchange Rates
by Travis J. Berge - 736-757 Constructing Optimal Density Forecasts From Point Forecast Combinations
by Wagner Piazza Gaglianone & Luiz Renato Lima - 758-773 The Dynamics Of Real Exchange Rates: A Reconsideration
by Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen - 774-799 Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility
by Peter Reinhard Hansen & Asger Lunde & Valeri Voev - 800-824 The Role Of Conditional Heteroskedasticity In Identifying And Estimating Linear Triangular Systems, With Applications To Asset Pricing Models That Include A Mismeasured Factor
by Todd Prono - 825-842 Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model
by Yong Song - 843-859 A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains
by Nikolay Gospodinov & Damba Lkhagvasuren
June 2014, Volume 29, Issue 4
- 523-548 Estimation Of Censored Panel‐Data Models With Slope Heterogeneity
by Jason Abrevaya & Shu Shen - 549-566 A Tip Of The Iceberg? The Probability Of Catching Cartels
by Peter L. Ormosi - 567-585 Rounding, Focal Point Answers And Nonresponse To Subjective Probability Questions
by Kristin J. Kleinjans & Arthur Van Soest - 586-611 Who Benefits From Job Corps? A Distributional Analysis Of An Active Labor Market Program
by Ozkan Eren & Serkan Ozbeklik - 612-626 Multiple Testing And Heterogeneous Treatment Effects: Re‐Evaluating The Effect Of Progresa On School Enrollment
by Soohyung Lee & Azeem M. Shaikh - 627-648 Multiple Event Incidence And Duration Analysis For Credit Data Incorporating Non‐Stochastic Loan Maturity
by John G. T. Watkins & Andrey L. Vasnev & Richard Gerlach - 649-670 Applying Beta‐Type Size Distributions To Healthcare Cost Regressions
by Andrew M. Jones & James Lomas & Nigel Rice - 671-691 ESTIMATING PERSON‐CENTERED TREATMENT (PeT) EFFECTS USING INSTRUMENTAL VARIABLES: AN APPLICATION TO EVALUATING PROSTATE CANCER TREATMENTS
by Anirban Basu
April 2014, Volume 29, Issue 3
- 353-376 Strategic Asset Allocation For Long‐Term Investors: Parameter Uncertainty And Prior Information
by Roy P. P. M. Hoevenaars & Roderick D. J. Molenaar & Peter C. Schotman & Tom B. M. Steenkamp - 377-393 Modelling Large Open Economies With International Linkages: The Usa And Euro Area
by Mardi Dungey & Denise R. Osborn - 394-414 Uncovering The Common Risk‐Free Rate In The European Monetary Union
by Rien J. L. M. Wagenvoort & Sanne Zwart - 415-430 Tests Of Equal Forecast Accuracy For Overlapping Models
by Todd E. Clark & Michael W. Mccracken - 431-453 The Predictability Of Aggregate Consumption Growth In Oecd Countries: A Panel Data Analysis
by Gerdie Everaert & Lorenzo Pozzi - 454-478 The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil
by Lutz Kilian & Daniel P. Murphy - 479-496 Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars
by Helmut Lütkepohl & Aleksei NetŠunajev - 497-514 Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses
by Coen N. Teulings & Nikolay Zubanov - 515-522 Further Evidence On The Spatio‐Temporal Model Of House Prices In The United States
by Badi H. Baltagi & Jing Li
March 2014, Volume 29, Issue 2
- 181-207 State Dependence And Heterogeneity In Health Using A Bias‐Corrected Fixed‐Effects Estimator
by Jesus M. Carro & Alejandra Traferri - 208-230 The Effects Of Expanding The Generosity Of The Statutory Sickness Insurance System
by Nicolas R. Ziebarth & Martin Karlsson - 231-245 Divorce Law Reforms And Divorce Rates In The Usa: An Interactive Fixed‐Effects Approach
by Dukpa Kim & Tatsushi Oka - 246-264 How Sensitive Are Retirement Decisions To Financial Incentives? A Stated Preference Analysis
by Arthur Van Soest & Hana Vonkova - 265-290 Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe
by Michele Campolieti & Deborah Gefang & Gary Koop - 291-313 The Demand For Gasoline: Evidence From Household Survey Data
by Dongfeng Chang & Apostolos Serletis - 314-332 Identifying The Response Of Fertility To Financial Incentives
by Guy Laroque & Bernard Salanié - 333-343 Enjoying The Quiet Life Under Deregulation? Not Quite
by Diego Restrepo‐Tobón & Subal C. Kumbhakar - 344-347 Model Priors Revisited: Interaction Terms In Bma Growth Applications
by Mathias Moser & Paul Hofmarcher - 348-352 crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R
by Anson T.Y. Ho & Kim P. Huynh & David T. Jacho‐ChÁvez
January 2014, Volume 29, Issue 1
- 1-21 An Empirical Growth Model For Major Oil Exporters
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran - 22-41 Exchange Rate Fundamentals, Forecasting, And Speculation: Bayesian Models In Black Markets
by Robert Gramacy & Samuel W. Malone & Enrique Ter Horst - 42-64 Information In The Yield Curve: A Macro‐Finance Approach
by Hans Dewachter & Leonardo Iania & Marco Lyrio - 65-90 Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates
by Borus Jungbacker & Siem Jan Koopman & Michel Wel - 91-109 Do Peers Affect Student Achievement? Evidence From Canada Using Group Size Variation
by Vincent Boucher & Yann Bramoullé & Habiba Djebbari & Bernard Fortin - 110-132 FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
by Efthymios G. Tsionas & Subal C. Kumbhakar - 133-160 Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data
by Marta Bańbura & Michele Modugno - 161-171 Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
by James G. MacKinnon & Morten Ørregaard Nielsen - 172-179 Exploring All Var Orderings For Calculating Spillovers? Yes, We Can!—A Note On Diebold And Yilmaz (2009)
by Stefan Klößner & Sven Wagner
November 2013, Volume 28, Issue 7
- 1067-1086 Semiparametric Vector Mem
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - 1087-1109 The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market
by Christiane Baumeister & Gert Peersman - 1110-1137 Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects
by Prosper Dovonon - 1138-1152 Estimation Of Time‐Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order‐Flow Shock
by Daniel Preve & Yiu‐Kuen Tse - 1153-1178 How Effective Are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit
by Patrick Arni & Rafael Lalive & Jan C. Van Ours - 1179-1204 Are The Current Account Imbalances Between Emu Countries Sustainable? Evidence From Parametric And Non‐Parametric Tests
by Christian Schoder & Christian R. Proaño & Willi Semmler - 1205-1223 Semi‐Nonparametric Estimation Of Consumer Search Costs
by José Luis Moraga‐González & Zsolt Sándor & Matthijs R. Wildenbeest - 1224-1230 Embarrassingly Easy Embarrassingly Parallel Processing In R
by Michael S. Delgado & Christopher F. Parmeter
September 2013, Volume 28, Issue 6
- 903-928 Factor Analysis Of A Large Dsge Model
by Alexei Onatski & Francisco Ruge‐Murcia - 929-955 Non‐Linear Dsge Models And The Central Difference Kalman Filter
by Martin M. Andreasen - 956-981 Panel Probit With Flexible Correlated Effects: Quantifying Technology Spillovers In The Presence Of Latent Heterogeneity
by Martin Burda & Matthew Harding - 982-1017 Estimation Of Treatment Effects Without An Exclusion Restriction: With An Application To The Analysis Of The School Breakfast Program
by Daniel L. Millimet & Rusty Tchernis - 1018-1045 Comparing Alternative Models Of Heterogeneity In Consumer Choice Behavior
by Michael Keane & Nada Wasi - 1046-1065 Nonparametric Estimation Of Entry Cost In First‐Price Procurement Auctions
by Pai Xu
August 2013, Volume 28, Issue 5
- 743-761 Multivariate Volatility Modeling Of Electricity Futures
by Luc Bauwens & Christian M. Hafner & Diane Pierret - 762-776 Evaluating Real‐Time Var Forecasts With An Informative Democratic Prior
by Jonathan H. Wright - 777-795 Generalized Autoregressive Score Models With Applications
by Drew Creal & Siem Jan Koopman & André Lucas - 796-822 The Effect Of Parental Employment On Child Schooling
by John Ermisch & Marco Francesconi - 823-839 Tax‐Limited Reaction Functions
by Edoardo Di Porto & Federico Revelli - 840-863 Unemployment, Human Capital Depreciation, And Unemployment Insurance Policy
by Andreas Pollak - 864-882 How Important Are Endogenous Peer Effects In Group Lending? Estimating A Static Game Of Incomplete Information
by Shanjun Li & Yanyan Liu & Klaus Deininger - 883-899 Nonlinear Growth Effects Of Taxation: A Semi‐Parametric Approach Using Average Marginal Tax Rates
by K. Peren Arin & Michael Berlemann & Faik Koray & Torben Kuhlenkasper - 901-902 Distinguished Authors
by M. Hashem Pesaran
June 2013, Volume 28, Issue 4
- 527-550 Medical Expenditure Risk And Household Portfolio Choice
by Dana Goldman & Nicole Maestas - 551-579 Categorical semiparametric varying‐coefficient models
by QI Li & Desheng Ouyang & Jeffrey S. Racine - 580-603 Efficient Aggregation Of Panel Qualitative Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale - 604-627 Benefit Duration, Unemployment Duration And Job Match Quality: A Regression‐Discontinuity Approach
by Marco Caliendo & Konstantinos Tatsiramos & Arne Uhlendorff - 628-649 The Responses Of Youth To A Cash Transfer Conditional On Schooling: A Quasi‐Experimental Study
by Maria Knoth Humlum & Rune Majlund Vejlin - 650-666 Euclidean Revealed Preferences: Testing The Spatial Voting Model
by Marc Henry & Ismael Mourifié - 667-701 Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis
by Gianni Amisano & Maria Letizia Giorgetti - 702-719 Spatial Competition With Changing Market Institutions
by Harrison Fell & Alan C. Haynie - 720-741 Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe
by Jesús Crespo Cuaresma & Martin Feldkircher
April 2013, Volume 28, Issue 3
- 353-371 Reverse Regressions And Long‐Horizon Forecasting
by Min Wei & Jonathan H. Wright - 372-391 Euro Corporate Bond Risk Factors
by Carolina Castagnetti & Eduardo Rossi - 392-411 Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher - 412-434 The Growth Aftermath Of Natural Disasters
by Thomas Fomby & Yuki Ikeda & Norman V. Loayza - 435-457 How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp
by Georgios Chortareas & George Kapetanios - 458-477 Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions
by Michael P. Clements & Ana Beatriz Galvão - 478-497 Long‐Run Risks In The Term Structure Of Interest Rates: Estimation
by Taeyoung Doh - 498-525 Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis
by Haroon Mumtaz & Laura Sunder‐Plassmann
March 2013, Volume 28, Issue 2
- 177-203 Forecasting with Medium and Large Bayesian VARS
by Gary M. Koop - 204-230 Var Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis - 231-249 Was The Gold Standard Really Destabilizing?
by Gabriel Fagan & James R. Lothian & Paul D. Mcnelis - 250-274 Multivariate Methods For Monitoring Structural Change
by Jan J. J. Groen & George Kapetanios & Simon Price - 275-296 Carrot And Stick: How Re‐Employment Bonuses And Benefit Sanctions Affect Exit Rates From Welfare
by Bas Van der Klaauw & Jan C. Van Ours - 297-324 Measuring The Effect Of Napster On Recorded Music Sales: Difference‐In‐Differences Estimates Under Compositional Changes
by Seung‐Hyun Hong - 325-351 Duration Dependence Versus Unobserved Heterogeneity In Treatment Effects: Swedish Labor Market Training And The Transition Rate To Employment
by Katarina Richardson & Gerard J. Berg
January 2013, Volume 28, Issue 1
- 1-46 Panel data estimates of the production function and product and labor market imperfections
by Sabien Dobbelaere & Jacques Mairesse - 47-61 Estimation of dynamic panel data models with sample selection
by Anastasia Semykina & Jeffrey M. Wooldridge - 62-81 Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan - 82-101 Macroeconomic forecasting and structural change
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone - 102-125 Did China diversify its foreign reserves?
by Liugang Sheng - 126-150 On the simultaneity problem in the aid and growth debate
by Markus Brückner