Journal of Applied Econometrics

Table of Contents

Volume 30 Issue 6 (September/October 2015)


Research Articles

Commodity Price Volatility and the Sources of Growth

  • Author: Tiago V. De V. Cavalcanti, Kamiar Mohaddes, Mehdi Raissi
  • Pub Online: Sep 09, 2014
  • DOI: 10.1002/jae.2407 (p 857-873)

Purchasing Power Parity and the Taylor Rule

  • Author: Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen, Masao Ogaki
  • Pub Online: Apr 03, 2014
  • DOI: 10.1002/jae.2391 (p 874-903)

On the Empirical Failure of Purchasing Power Parity Tests

  • Author: Matteo Pelagatti, Emilio Colombo
  • Pub Online: Sep 19, 2014
  • DOI: 10.1002/jae.2418 (p 904-923)

Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test

  • Author: Efrem Castelnuovo, Luca Fanelli
  • Pub Online: Oct 12, 2014
  • DOI: 10.1002/jae.2423 (p 924-947)

The Environmental Kuznets Curve, Cointegration and Nonlinearity

  • Author: Martin Wagner
  • Pub Online: Sep 30, 2014
  • DOI: 10.1002/jae.2421 (p 948-967)

Macroeconomic Effects of Precautionary Demand for Oil

  • Author: Alessio Anzuini, Patrizio Pagano, Massimiliano Pisani
  • Pub Online: Sep 19, 2014
  • DOI: 10.1002/jae.2419 (p 968-986)

Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model

  • Author: Constantino Hevia, Martin Gonzalez‐Rozada, Martin Sola, Fabio Spagnolo
  • Pub Online: Jun 26, 2014
  • DOI: 10.1002/jae.2399 (p 987-1009)


Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication

  • Author: Tamer Kulaksizoglu
  • Pub Online: Apr 28, 2015
  • DOI: 10.1002/jae.2458 (p 1010-1010)

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.