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Results: 1-25/1417
Authors:
Banerjee, Anindya
Carrion-i-Silvestre, Josep Lluis
Citation: Banerjee, Anindya et Carrion-i-silvestre, Josep Lluis, Cointegration in panel data with structural breaks and cross-section dependence, Journal of applied econometrics , 30(1), 2015, pp. 1-23
Authors:
Goodhart, C.A.E.
Hall, S.G.
Henry, S.G.B.
Pesaran, B.
Citation: Goodhart, C.a.e et al., News effects in a high-frequency model of the sterling--dollar exchange rate, Journal of applied econometrics , 8(1), 1993, pp. 1-13
Authors:
Coglianese, John
Davis, Lucas W.
Kilian, Lutz
Stock, James H.
Citation: Coglianese, John et al., Anticipation, tax avoidance, and the price elasticity of gasoline demand, Journal of applied econometrics , 32(1), 2017, pp. 1-15
Authors:
Demirer, Mert
Diebold, Francis X.
Liu, Laura
Yilmaz, Kamil
Citation: Demirer, Mert et al., Estimating global bank network connectedness, Journal of applied econometrics , 33(1), 2018, pp. 1-15
Authors:
Esfahani, Hadi Salehi
Mohaddes, Kamiar
Pesaran, M. Hashem
Citation: Esfahani, Hadi Salehi et al., An empirical growth model for major oil exports, Journal of applied econometrics , 29(1), 2014, pp. 1-21
Authors:
Cavaliere, Giuseppe
Fanelli, Luca
Gardini, Attilio
Citation: Cavaliere, Giuseppe et al., International dynamic risk sharing, Journal of applied econometrics , 23(1), 2008, pp. 1-16
Authors:
Baum, Christopher F.
Caglayan, Mustafa
Oskan, Neslihan
Citation: F. Baum, Christopher et al., Nonlinear effects of exchange rate volatility on the volume of bilateral exports, Journal of applied econometrics , 19(1), 2004, pp. 1-23
Authors:
Desai, Meghnad
Weber, Guglielmo
Citation: . Desai, Meghnad et Weber, Guglielmo, A Keynesian macro-econometric model of the UK: 1955-1984, Journal of applied econometrics , 3(1), 1988, pp. 1-33
Authors:
Guidolin, Massimo
Timmermann, Allan
Citation: Guidolin, Massimo et Timmermann, Allan, An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns, Journal of applied econometrics , 21(1), 2006, pp. 1-22
Authors:
Geweke, John
Amisano, Gianni
Citation: Geweke, John et Amisano, Gianni, Hierarchical Markov normal mixture models with applications to financial asset returns, Journal of applied econometrics , 26(1), 2011, pp. 1-29
Authors:
Diebold, Francis X.
Nerlove, Marc
Citation: X. Diebold, Francis et Nerlove, Marc, The dynamics of exchange rate volatility: a multivariate latent factor arch model, Journal of applied econometrics , 4(1), 1989, pp. 1-21
Authors:
Engers, Maxim
Hartmann, Monica
Stern, Steven
Citation: Engers, Maxim et al., Annual miles drive used car prices, Journal of applied econometrics , 24(1), 2009, pp. 1-33
Authors:
Smith, Loren K.
Citation: K. Smith, Loren, Dynamics of equilibrium in a structural model of wide-body commercial aircraft markets, Journal of applied econometrics , 27(1), 2012, pp. 1-33
Authors:
Assve, Arnstein
Burgess, Simon
Chesher, Andrew
Propper, Carol
Citation: Assve, Arnstein et al., Transitions from home to marriage of young americans, Journal of applied econometrics , 17(1), 2002, pp. 1-23
Authors:
Dees, Stephane
Di Filippo, Mauro
Pesaran, Hashem M.
Smith, Vanessa L.
Citation: Dees, Stephane et al., Exploring the international linkages of the euro area: a global VAR analysis, Journal of applied econometrics , 22(1), 2007, pp. 1-38
Authors:
Dobbelaere, Sabien
Mairesse, Jacques
Citation: Dobbelaere, Sabien et Mairesse, Jacques, Panel data estimates of the production and product and labor market imperfections, Journal of applied econometrics , 28(1), 2013, pp. 1-46
Authors:
Han, Aaron
Hausman, Jerry A.
Citation: Han, Aaron et A. Hausman, Jerry, Flexible parametric estimation of duration and competing risk models, Journal of applied econometrics , 5(1), 1990, pp. 1-28
Authors:
Turnovsky, Stephen J.
Wohar, Mark E.
Citation: J. Turnovsky, Stephen et E. Wohar, Mark, Alternative modes of deficit financing and endogneous monetary and fiscal policy in the U.S.A. 1923-1982, Journal of applied econometrics , 2(1), 1987, pp. 1-25
Authors:
Salaniè, Bernard
Citation: Salaniè, Bernard, Wage and price adjustment in a multimarket disequilibrium model, Journal of applied econometrics , 6(1), 1991, pp. 1-15
Authors:
Bai, Jushan
Perron, Pierre
Citation: Bai, Jushan et Perron, Pierre, Computation and analysis of multiple structural change models, Journal of applied econometrics , 18(1), 2003, pp. 1-22
Authors:
Cockx, Bart
Dejemeppe, Muriel
Citation: Cockx, Bart et Dejemeppe, Muriel, Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?, Journal of applied econometrics , 20(1), 2005, pp. 1-23
Authors:
Demetrescu, Matei
Homm, Ulrich
Citation: Demetrescu, Matei et Homm, Ulrich, Directed tests of nocross-sectional correlation in large-N panel data models , Journal of applied econometrics , 31(1), 2016, pp. 4-31
Authors:
Stone, Richard
Citation: Stone, Richard, Nobel memorial lecture 1984: the accounts of society, Journal of applied econometrics , 1(1), 1986, pp. 5-28
Authors:
Clark, Todd E.
McCracken, Michael W.
Citation: E. Clark, Todd et W. Mccracken, Michael, Averaging forecasts from VARs with uncertain instabilities, Journal of applied econometrics , 25(1), 2010, pp. 5-29
Authors:
Bergström, A.
Edin, P.-A.
Citation: A. Bergström, et Edin, P.-a, Time aggregation and the distributional shape of unemployment duration, Journal of applied econometrics , 7(1), 1992, pp. 5-30