Journal of Applied Econometrics

Table of Contents

Volume 30 Issue 1 (January/February 2015)


Research Articles

Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence

  • Author: Anindya Banerjee, Josep Lluís Carrion‐i‐Silvestre
  • Pub Online: Oct 07, 2013
  • DOI: 10.1002/jae.2348 (p 1-23)

When Does Government Debt Crowd Out Investment?

  • Author: Nora Traum, Shu‐Chun S. Yang
  • Pub Online: Sep 20, 2013
  • DOI: 10.1002/jae.2356 (p 24-45)

Bayesian VARs: Specification Choices and Forecast Accuracy

  • Author: Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
  • Pub Online: Mar 26, 2013
  • DOI: 10.1002/jae.2315 (p 46-73)

Evaluating Point and Density Forecasts of DSGE Models

  • Author: Maik H. Wolters
  • Pub Online: Nov 27, 2013
  • DOI: 10.1002/jae.2363 (p 74-96)

A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models

  • Author: Leo Krippner
  • Pub Online: Nov 27, 2013
  • DOI: 10.1002/jae.2360 (p 97-118)

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors

  • Author: Pierre Perron, Yohei Yamamoto
  • Pub Online: Apr 28, 2013
  • DOI: 10.1002/jae.2320 (p 119-144)

Econometric Regime Shifts and the US Subprime Bubble

  • Author: André K. Anundsen
  • Pub Online: Nov 28, 2013
  • DOI: 10.1002/jae.2367 (p 145-169)


Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters

  • Author: Michal Brzezinski
  • Pub Online: Jul 11, 2014
  • DOI: 10.1002/jae.2402 (p 170-175)

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