Journal of Applied Econometrics

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Research Articles

Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models

  • Author: Florian Huber, Gregor Kastner, Martin Feldkircher
  • Pub Online: Jan 31, 2019
  • DOI: 10.1002/jae.2680 (p )

Monetary policy, housing rents, and inflation dynamics

  • Author: Daniel A. Dias, João B. Duarte
  • Pub Online: Feb 05, 2019
  • DOI: 10.1002/jae.2679 (p )

Bayesian parametric and semiparametric factor models for large realized covariance matrices

  • Author: Xin Jin, John M. Maheu, Qiao Yang
  • Pub Online: Feb 08, 2019
  • DOI: 10.1002/jae.2685 (p )

Tests of asset pricing with time‐varying factor loads

  • Author: Antonio F. Galvao, Gabriel Montes‐Rojas, Jose Olmo
  • Pub Online: Feb 08, 2019
  • DOI: 10.1002/jae.2687 (p )


Bubbles and crises: Replicating the Anundsen et al. (2016) results

  • Author: Bowen Fu
  • Pub Online: Feb 27, 2019
  • DOI: 10.1002/jae.2695 (p )

Heterogeneity in risk aversion and risk sharing regressions

  • Author: Pierfederico Asdrubali, Simone Tedeschi, Luigi Ventura
  • Pub Online: Mar 04, 2019
  • DOI: 10.1002/jae.2686 (p )

Research Articles

To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?

  • Author: Wendun Wang, Xinyu Zhang, Richard Paap
  • Pub Online: Mar 03, 2019
  • DOI: 10.1002/jae.2696 (p )


Testing for time variation in the natural rate of interest

  • Author: Tino Berger, Bernd Kempa
  • Pub Online: Mar 13, 2019
  • DOI: 10.1002/jae.2698 (p )

Research Articles

Mixed‐frequency models with moving‐average components

  • Author: Claudia Foroni, Massimiliano Marcellino, Dalibor Stevanovic
  • Pub Online: Apr 04, 2019
  • DOI: 10.1002/jae.2701 (p )


Does global inflation help forecast inflation in industrialized countries?

  • Author: Christian Gillitzer, Martin McCarthy
  • Pub Online: Apr 04, 2019
  • DOI: 10.1002/jae.2704 (p )

Research Articles

Estimating the U.S. output gap with state‐level data

  • Author: Manuel González‐Astudillo
  • Pub Online: Apr 04, 2019
  • DOI: 10.1002/jae.2705 (p )


Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach

  • Author: Haitao Huang, Liang Peng, Vincent W. Yao
  • Pub Online: Apr 23, 2019
  • DOI: 10.1002/jae.2703 (p )

Research Articles

The response of asset prices to monetary policy shocks: Stronger than thought

  • Author: Lucia Alessi, Mark Kerssenfischer
  • Pub Online: Apr 29, 2019
  • DOI: 10.1002/jae.2706 (p )

CCE in fixed‐T panels

  • Author: Joakim Westerlund, Yana Petrova, Milda Norkute
  • Pub Online: May 02, 2019
  • DOI: 10.1002/jae.2707 (p )
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