Journal of Applied Econometrics

Table of Contents

Volume 30 Issue 4 (June/July 2015)

529-704

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)

REPLICATION

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)

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