Journal of Applied Econometrics

Table of Contents

Volume 30 Issue 4 (June/July 2015)


Research Articles

Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts

  • Author: Wolfgang K. Härdle, Nikolaus Hautsch, Andrija Mihoci
  • Pub Online: Jan 27, 2014
  • DOI: 10.1002/jae.2376 (p 529-550)

Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility

  • Author: Todd E. Clark, Francesco Ravazzolo
  • Pub Online: Jan 21, 2014
  • DOI: 10.1002/jae.2379 (p 551-575)

Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting

  • Author: Julieta Fuentes, Pilar Poncela, Julio Rodríguez
  • Pub Online: Mar 12, 2014
  • DOI: 10.1002/jae.2384 (p 576-595)

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

  • Author: Luc Bauwens, Gary Koop, Dimitris Korobilis, Jeroen V.K. Rombouts
  • Pub Online: Mar 12, 2014
  • DOI: 10.1002/jae.2387 (p 596-620)

Speculation in the Oil Market

  • Author: Luciana Juvenal, Ivan Petrella
  • Pub Online: Mar 18, 2014
  • DOI: 10.1002/jae.2388 (p 621-649)

Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments

  • Author: Joshua C. C. Chan, Justin L. Tobias
  • Pub Online: Mar 18, 2014
  • DOI: 10.1002/jae.2390 (p 650-674)

Simple Identification and Specification of Cointegrated Varma Models

  • Author: Christian Kascha, Carsten Trenkler
  • Pub Online: Apr 22, 2014
  • DOI: 10.1002/jae.2393 (p 675-702)


Narrow Replication of ‘A Spatio‐Temporal Model of House Prices in the Usa’ Using R

  • Author: Giovanni Millo
  • Pub Online: Oct 13, 2014
  • DOI: 10.1002/jae.2424 (p 703-704)

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.