Journal of Applied Econometrics

Table of Contents

Volume 34 Issue 1 (January 2019)

i-iv, 1-159

Issue Information

Issue Information

  • Author:
  • Pub Online: Feb 01, 2019
  • DOI: 10.1002/jae.2688 (p i-iv)

Research Articles

Simultaneous confidence bands: Theory, implementation, and an application to SVARs

  • Author: José Luis Montiel Olea, Mikkel Plagborg‐Møller
  • Pub Online: Oct 09, 2018
  • DOI: 10.1002/jae.2656 (p 1-17)

The puzzling effects of monetary policy in VARs: Invalid identification or missing information?

  • Author: Mark Kerssenfischer
  • Pub Online: Aug 02, 2018
  • DOI: 10.1002/jae.2647 (p 18-25)

Cartel dating

  • Author: H. Peter Boswijk, Maurice J. G. Bun, Maarten Pieter Schinkel
  • Pub Online: Oct 17, 2018
  • DOI: 10.1002/jae.2660 (p 26-42)

Switching generalized autoregressive score copula models with application to systemic risk

  • Author: Mauro Bernardi, Leopoldo Catania
  • Pub Online: Aug 29, 2018
  • DOI: 10.1002/jae.2650 (p 43-65)

The two‐sample linear regression model with interval‐censored covariates

  • Author: David Pacini
  • Pub Online: Sep 20, 2018
  • DOI: 10.1002/jae.2654 (p 66-81)

(Under)Mining local residential property values: A semiparametric spatial quantile autoregression

  • Author: Emir Malikov, Yiguo Sun, Diane Hite
  • Pub Online: Oct 04, 2018
  • DOI: 10.1002/jae.2655 (p 82-109)

Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India

  • Author: Arthur Alik‐Lagrange, Martin Ravallion
  • Pub Online: Oct 25, 2018
  • DOI: 10.1002/jae.2658 (p 110-128)

Information flows and stock market volatility

  • Author: Chew Lian Chua, Sarantis Tsiaplias
  • Pub Online: Aug 28, 2018
  • DOI: 10.1002/jae.2649 (p 129-148)

The approximate solution of finite‐horizon discrete‐choice dynamic programming models

  • Author: Philipp Eisenhauer
  • Pub Online: Aug 23, 2018
  • DOI: 10.1002/jae.2648 (p 149-154)


Private returns to R&D in the presence of spillovers, revisited

  • Author: Giovanni Millo
  • Pub Online: Oct 23, 2018
  • DOI: 10.1002/jae.2662 (p 155-159)

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