JournalTOCs

Journal of Applied Econometrics
Journal Prestige (SJR): 3.899

Citation Impact (citeScore): 2
Number of Followers: 55

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0883-7252 - ISSN (Online) 1099-1255
Published by John Wiley and Sons

[1763 journals]

Issue Information
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  Abstract: Journal of Applied Econometrics, Volume 37, Issue 3, Page 459-459, April/May 2022.
  PubDate: 2022-04-13T12:48:11-07:00
  DOI: 10.1002/jae.2823
  Issue No: Vol. 37, No. 3 (2022)
Recurrent Conditional Heteroskedasticity†
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  Authors: T.‐N. Nguyen; M.‐N. Tran, R. Kohn
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-13T07:38:28-07:00
  DOI: 10.1002/jae.2902
Oil Prices, Gasoline Prices and Inflation Expectations
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  Authors: Lutz Kilian; Xiaoqing Zhou
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-13T07:18:02-07:00
  DOI: 10.1002/jae.2911
How is Machine Learning Useful for Macroeconomic Forecasting'
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  Authors: Philippe Goulet Coulombe; Maxime Leroux, Dalibor Stevanovic, Stéphane Surprenant
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-13T06:38:18-07:00
  DOI: 10.1002/jae.2910
Matching Theory and Evidence on Covid‐19 using a Stochastic Network
SIR Model*
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  Authors: M. Hashem Pesaran; Cynthia Fan Yang
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-12T02:34:02-07:00
  DOI: 10.1002/jae.2904
The Role of Precautionary and Speculative Demand in the Global Market for
Crude Oil
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  Authors: Jamie L. Cross; Bao H. Nguyen, Trung Duc Tran
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-11T12:00:00-07:00
  DOI: 10.1002/jae.2905
Optimal Forecast under Structural Breaks
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  Authors: Tae‐Hwy Lee; Shahnaz Parsaeian, Aman Ullah
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-11T08:57:45-07:00
  DOI: 10.1002/jae.2908
Making text count: economic forecasting using newspaper text*
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  Authors: Eleni Kalamara; Arthur Turrell, Chris Redl, George Kapetanios, Sujit Kapadia
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-11T08:23:30-07:00
  DOI: 10.1002/jae.2907
Robust Inference under Time‐Varying Volatility: A Real‐Time Evaluation
of Professional Forecasters
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  Authors: Matei Demetrescu; Christoph Hanck, Robinson Kruse
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-11T05:43:56-07:00
  DOI: 10.1002/jae.2906
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency
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  Authors: Andrea Carriero; Todd E. Clark, Massimiliano Marcellino
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-11T02:16:25-07:00
  DOI: 10.1002/jae.2903
Generalized Band Spectrum Estimation with an Application to the New
Keynesian Phillips Curve
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  Authors: Jinho Choi; Juan Carlos Escanciano, Junjie Guo
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-10T06:06:16-07:00
  DOI: 10.1002/jae.2901
Extremal connectedness of hedge funds
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  Authors: L. Mhalla; J. Hambuckers, M. Lambert
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-05-10T04:14:06-07:00
  DOI: 10.1002/jae.2900
Correction
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  Abstract: Journal of Applied Econometrics, EarlyView.
  PubDate: 2022-04-07T07:40:00-07:00
  DOI: 10.1002/jae.2898
Regularization Approach to Common Correlated Effects Estimation
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  Authors: Artūras Juodis
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-03-16T05:04:00-07:00
  DOI: 10.1002/jae.2899
Early‐life Famine Exposure, Hunger Recall and Later‐life
Health
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  Authors: Zichen Deng; Maarten Lindeboom
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-03-15T12:00:00-07:00
  DOI: 10.1002/jae.2897
The Global Component of Inflation Volatility
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  Authors: Andrea Carriero; Francesco Corsello, Massimiliano Marcellino
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-03-10T07:49:35-08:00
  DOI: 10.1002/jae.2896
How to Estimate a VAR after March 2020
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  Authors: Michele Lenza; Giorgio E. Primiceri
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-03-10T07:09:28-08:00
  DOI: 10.1002/jae.2895
Correction
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  Abstract: Journal of Applied Econometrics, EarlyView.
  PubDate: 2022-02-20T07:33:36-08:00
  DOI: 10.1002/jae.2893
Identifying Factor‐Augmented Vector Autoregression Models via
Changes in Shock Variances
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  Authors: Yohei Yamamoto; Naoko Hara
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-02-17T01:58:13-08:00
  DOI: 10.1002/jae.2894
The impact of product and labour market reform on growth: Evidence for
OECD countries based on local projections
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  Authors: Jakob Haan; Rasmus Wiese
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-01-06T01:50:22-08:00
  DOI: 10.1002/jae.2890
Real Estate Agents’ Influence on Housing Search
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  Authors: Seung‐Hyun Hong
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2022-01-05T07:46:16-08:00
  DOI: 10.1002/jae.2891
An Automated Prior Robustness Analysis in Bayesian Model Comparison
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  Authors: Joshua C. C. Chan; Liana Jacobi, Dan Zhu
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-12-20T01:23:49-08:00
  DOI: 10.1002/jae.2889
Nonparametric Tests of Tail Behavior in Stochastic Frontier Models
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  Authors: William C. Horrace; Yulong Wang
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-12-16T02:57:23-08:00
  DOI: 10.1002/jae.2888
Common Factors of Commodity Prices†
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  Authors: Simona Delle Chiaie; Laurent Ferrara, Domenico Giannone
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-10-28T08:49:48-07:00
  DOI: 10.1002/jae.2887
Small World: Narrow, Wide and Long replication of Goyal, van der Leij and
Moraga‐González (JPE 2006) and a Comparison of EconLit and Scopus†
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  Authors: Michael E. Rose
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-10-28T01:33:54-07:00
  DOI: 10.1002/jae.2886
Does Model Complexity add Value to Asset Allocation' Evidence from
Machine Learning Forecasting Models†
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  Authors: Iason Kynigakis; Ekaterini Panopoulou
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-10-06T06:49:31-07:00
  DOI: 10.1002/jae.2885
Individual Forecaster Perceptions of the Persistence of Shocks to GDP
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  Authors: Michael P. Clements
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-09-20T03:03:50-07:00
  DOI: 10.1002/jae.2884
THE DYNAMIC INTERDEPENDENCE IN THE DEMAND OF PRIMARY AND EMERGENCY
SECONDARY CARE: A HIDDEN MARKOV APPROACH
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  Authors: Mauro Laudicella; Paolo Li Donni
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-09-15T12:00:00-07:00
  DOI: 10.1002/jae.2882
Expanding Health Insurance for the Elderly of the Philippines†
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  Authors: Michael R. M. Abrigo; Timothy J. Halliday, Teresa Molina
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-09-15T06:13:32-07:00
  DOI: 10.1002/jae.2883
Revisiting Sweden’s Comprehensive School Reform: Effects on
Education and Earnings
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  Authors: Martin Fischer; Gawain Heckley, Martin Karlsson, Therese Nilsson
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-09-01T03:14:06-07:00
  DOI: 10.1002/jae.2881
Large devaluations and inflation inequality: replicating Cravino and
Levchenko (2017) with evidence from Brazil
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  Authors: Raphael Gouvêa
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-08-26T05:16:17-07:00
  DOI: 10.1002/jae.2880
Measuring Real Activity Using a Weekly Economic Index†
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  Authors: Daniel J. Lewis; Karel Mertens, James H. Stock, Mihir Trivedi
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-08-13T07:38:32-07:00
  DOI: 10.1002/jae.2873
(Un)expected Monetary Policy Shocks and Term Premia
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  Authors: Martin Kliem; Alexander Meyer‐Gohde
  Abstract: Journal of Applied Econometrics, Accepted Article.
  PubDate: 2021-08-06T03:00:06-07:00
  DOI: 10.1002/jae.2872