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Journal of Applied Econometrics Data Archive

Complete List of Papers Sorted by Name of First Author

aaberge-colombino-strom (1999)
aassve-burgess-chesher-propper (2002)
abrevaya (2006)
adang-melenberg (1995)
adebayo (2004)
akay (forthcoming)
alan-attanasio-browning (2009)
albuquerque (2003)
alexander-lazar (2006)
alfo-trovato-waldmann (2008)
allon-et-al (2007)
alquist-kilian (2010)
altissimo-violante (2001)
amacher-hellerstein (1999)
amano-wirjanto (1996)
amini-parmeter (forthcoming)
amisano-giorgetti (forthcoming)
an-christensen-gupta (2004)
andersen-et-al (2010)
anderson (2003)
anderson (2004)
anderson-athanasopoulos-vahid (2007)
andreasen (forthcoming)
andreou-ghysels (2002)
anglin-gencay (1996)
angrist-imbens-krueger (1999)
argentesi-filistrucchi (2007)
armantier-florens-richard (2008)
armantier-sbai (2006)
arni-lalive-van_ours (forthcoming)
aronsson-blomquist-sacklen (1999)
artis-galvao-marcellino (2007)
arulampalam-booth (2000)
ashley (2009)
atkinson-dorfman (2009)
attanasio-paiella (2011)
aubin-fougere-husson-ivaldi (1995)
audrino-medeiros (2011)
audrino-trojani (2006)
augursky-kluve (2007)
bacchiocchi-fanelli (2005)
bae-de_jong (2007)
bai-ng (2009)
bai-perron (2003)
bai-wang (2011)
baillie-chung-tieslau (1996)
balcombe-fraser (2009)
bali-peng (2006)
balke-wohar (2009)
baltagi (1999)
baltagi (2006)
baltagi-bresson-pirotte (2007)
baltagi-griffin-vadali (1998)
banbura-giannone-reichlin (2010)
banerjee-cockerell-russell (2001)
banerjee-mizen (2006)
banzhaf-smith (2007)
bao-lo-mixon (2010)
barndorff-nielsen-shephard (2002)
barnett-seck (2008)
basistha (2009)
basistha-startz (2004)
baum-caglayan-ozkan (2004)
baumeister-peersman (forthcoming)
bauwens-hafner-pierret (forthcoming)
beck (2001)
becker-enders-hurn (2004)
becker-osborn (forthcoming)
behrens-ertur-koch (forthcoming)
bekdache (1999)
bellemare-sebald-strobel (2011)
belzil (2001)
belzil-hansen (2003)
ben_mansour-et-al (2008)
benitez-silva-et-al (2004)
benoit-van_den_poel (forthcoming)
berenguer-rico-carrion-i-silvestre (2011)
bergemann-fitzenberger-speckesser (2009)
bergstrom (2001)
bernard-durlauf (1995)
bernard-et-al (forthcoming)
bernard-idoudi-khalaf-yelou (2007)
beyer (1998)
bhalotra-attfield (1998)
bianchi (1997)
bianchi-zoega (1998)
bidarkota-mcculloch (1998)
bien-nolte-pohlmeier (2011)
bierens-carvalho (2007)
biewen (2009)
bilias (2000)
blattenberger (1996)
blau-gilleskie (2006)
blavatskyy-pogrebna (2010)
bloemen (2002)
bloemen-kapteyn (2008)
blomquist-dahlberg (1999)
blume-dejong-neumann-savin (2002)
blundell-duncan-pendakur (1998)
blundell-robin (1999)
bockenholt-barlas-van_der_heijden (2009)
bollinger-david (2005)
bollino-perali-rossi (2000)
bond-leblebicioglu-schiantarelli (2010)
bonhomme-jolivet (2009)
bontemps-meddahi (forthcoming)
bontemps-simioni-surry (2008)
bos-mahieu-van_dijk (2000)
bosco-parisio-pelagatti-baldi (2010)
boswijk-doornik (2005)
bowlus-kiefer-neumann (1995)
brady (2011)
breslaw-smith (1995)
bretteville-jensen-jacobi (2011)
browning-collado (2007)
bruckner (forthcoming)
bruggemann-lutkepohl (2006)
bruin-et-al (2011)
buchinsky (1998)
burda-haerdle-mueller-werwatz (1998)
burda-harding (forthcoming)
burkhauser-butler-gumus (2004)
burkhauser-cutts-daly-jenkins (1999)
busetti (2006)
butler-finegan-siegfried (1998)
caggiano-leonida (2009)
camacho-perez-quiros (2002)
camacho-quiros (2010)
camba-mendez-lamo (2004)
cameron-johansson (1997)
cameron-muellbauer (2001)
campbell (2011)
campo-perrigne-vuong (2003)
campolieti (2001)
canova (1994)
canova (2005)
canova-salido-michelatti (2010)
cappellari-jenkins (2004)
cardoso (2000)
carriero-kapetanios-marcellino (2011)
carro-mira (2006)
carvalho-harvey (2005)
castagnetti-rossi (forthcoming)
cati-garcia-perron (1999)
caudill-ford-kaserman (1995)
cavaliere-fanelli-gardini (2008)
chamberlain (2000)
chan (2005)
chan-mcaleer (2002)
chang (2011)
chang-lusk (2011)
chattopadhyay (2002)
chen (2008)
chen-kuan (2002)
chen-ludvigson (2009)
chesher (1998)
ching-erdem-keane (2009)
chintagunta-nair-sukumar (2009)
chiriac-voev (2011)
cho (2011)
choi-chue (2007)
choi_i (1999)
choi_wg (1999)
chortareas-kapetanios (forthcoming)
chou-liu-huang (2004)
christodoulakis-mamatzakis (2009)
chung-hong (2007)
cincera (1997)
clark (2006)
clark-mccracken (2010)
clements-galvao (2009)
clements-galvao (forthcoming)
clements-harvey (2010)
clements-hendry (1995)
clements-hendry (1996)
clements-joutz-stekler (2007)
clements-smith (1999)
clements-taylor (2003)
co-landon-lane-yun (2006)
cockx-dejemeppe (2005)
coe-nason (2004)
coelli (1996)
coenen-vega (2001)
collard-feve-langot-perraudin (2002)
conley-topa (2002)
contoyannis-jones-rice (2004)
cook (2009)
cooley-ogaki (1996)
copeland-hall (2011)
correa (2012)
costanigro-mittelhammer-mccluskey (2009)
creal-koopman-lucas (forthcoming)
creal-koopman-zivot (2010)
creedy-lye-martin (1996)
crepon-duguet (1997)
cuaresma (2011)
cuaresma-feldkircher (forthcoming)
cubadda (1999)
culver-papell (1997)
czarnitzki-ebersberger-fier (2007)
dagostino-gambatti-giannone (forthcoming)
dagsvik-haegeland-raknerud (2011)
dagsvik-strom (2006)
dahlberg-johansson (2000)
dardanoni-fiorini-forcina (2012)
das-kumbhakar (2012)
das-manski-manuszak (2005)
das-sengupta (2004)
davidson-mackinnon (2006)
davig (2005)
davis-fagan (1997)
davis-kilian (2011)
de_haan-plug (2011)
de_la_croix-urbain (1998)
de_luca-peracchi (forthcoming)
de_roos-sarafidis (2010)
deaton-laroque (1995)
deb-munkin-trivedi (2006)
deb-trivedi (1997)
deb-trivedi-varangis (1996)
dees-di_mauro-pesaran-smith (2007)
dejong-ingram-whiteman (2000)
dejong-liesenfeld-richard (2006)
delavande-gine-mckenzie (2011)
delavande-rohwedder (2011)
delgado-mora (1998)
demery-duck (2000)
dennis (2006)
deschamps (2003)
deschamps (2008)
devereux (2007)
dewachter-lyrio-maes (2006)
dhaene-santos_silva (2012)
di_porto-revelli (forthcoming)
diebold-kilian (2001)
dobbelaere-mairesse (forthcoming)
doh (forthcoming)
dolado-gonzalo-mayoral (2003)
dominitz-manski (2011)
dominitz-sherman (2006)
donald-paarsch-robert (2006)
donkers-paap-jonker-franses (2006)
doppelhofer-weeks (2009)
douglas-herrera (2010)
dovonon (forthcoming)
dufour-khalaf-beaulieu (2010)
dungey-martin (2007)
dungey-martin-pagan (2000)
durlauf-johnson (1995)
durlauf-kourtellos-tan (forthcoming)
dutton-sefton-weale (2001)
ebbes-wedel-bockenholt (2009)
eckstein-ge-petrongolo (2011)
edge-kiley-laforte (2010)
edge-laubach-williams (2010)
egger-pfaffemayer-weber (2007)
egger-pfaffermayr (2004)
ehrmann-fratzscher-rigobon (2011)
eicher-henn-papageorgiou (2012)
eicher-papageorgiou-raftery (2011)
eickmeier (2009)
el-gamal-inanoglu (2005)
engelberg-manski-williams (2011)
engers-hartmann-stern (2009)
engle (2002)
engsted-haldrup (1994)
engsted-haldrup (1999)
epple-romano-sieg (2003)
ericsson-irons-tryon (2001)
ermisch-francesconi (forthcoming)
ertur-koch (2007)
euwals-melenberg-van_soest (1998)
experiment (1997)
fachin (2007)
fagan-lothian-mcnelis (forthcoming)
fagiolo-napoletano-roventini (2008)
fair (1996)
falk-wang (2003)
fanelli-palomba (2011)
farbmacher (2012)
favero-marcellino-neglia (2005)
favero-pesaran-sharma (1994)
feldkircher-zeugner (forthcoming)
fell-haynie (forthcoming)
feng-horrace (2012)
feng-serletis (2009)
fernandez-ley-steel (2001)
fernandez-rubio (2005)
fernandez-sosvilla-andrada (2005)
fevrier (2008)
fiorentini-calzolari-panattoni (1996)
fiorini (forthcoming)
fisher (1994)
fisher-fleissig-serletis (2001)
fleissig (1997)
flores-lagunes (2007)
flores-lagunes-horrace-schnier (2007)
flores-lagunes-schnier (2012)
fok-paap (2009)
fok-paap-van_dijk (forthcoming)
fok-van_dijk-franses (2005)
fomby-ikeda-loayza (forthcoming)
fong-ouliaris (1995)
fong-see (2001)
fornari-mele (1997)
forsberg-bollerslev (2002)
fortin (1995)
fougere-kamionka (2003)
francesconi-nicoletti (2006)
franses-paap (2002)
franses-v_d_leij-paap (2002)
french-jones (2004)
frolich-heshmati-lechner (2004)
fruehwirth-schnatter-et-al (forthcoming)
fruehwirth-schnatter-kaufmann (2006)
fujita (2011)
fukac-pagan (2010)
fukuda (2006)
gadea-mayoral (2009)
gagne-nappi (2000)
galbraith (1996)
gallizo-gargallo-salvador (2008)
galvao (2006)
garcia-luger (forthcoming)
garcia-perez (2006)
garratt-hall (1996)
garratt-robertson-wright (2006)
gautier-van_der_klaauw (2012)
geil-million-rotte-zimmermann (1997)
gerfin (1996)
geroski-lazarova-urga-walters (2003)
getachew-sickles (2007)
geweke-amisano (2011)
ghysels-mcculloch-tsay (1998)
giacomini-rossi (2010)
giannoni (2007)
gil-alana-robinson (2001)
gilbert (1995)
giot-laurent (2003)
giustinelli (2011)
gladden-taber (2009)
glass-mckillop-hyndman (1995)
gobillon-magnac-selod (2011)
goldman-maestas (forthcoming)
gomes-paz (2011)
gong-van_soest-zhang (2005)
gonzalez (2005)
gonzalez-rivera-lee-mishra (2008)
gordon (1997)
gorgens-ryan (2008)
gouret-hollard (2011)
grammig-hujer-scheidler (2005)
granger (1996)
greenberg-parks (1997)
greenwood-nimmo-et-al (forthcoming)
gregory-haug-lomuto (2004)
grier-henry-olekalns-shields (2004)
grier-perry (2000)
groen-kapetanios-price (forthcoming)
groom-et-al (2007)
guasch-laffont-straub (2007)
guerron-quintana (2010)
guggenberger-kumar (forthcoming)
guidolin-timmermann (2006)
gurmu (1997)
gustman-steinmeier (2004)
hafner-manner (2012)
hai-mark-wu (1997)
haigh-holt (2002)
hajivassiliou-ioannides (2007)
haley-paarsch (2004)
hall-psaradakis-sola (1997)
hall-psaradakis-sola (1999)
hamilton-lin (1996)
hansen (1996)
hansen-huang-shek (forthcoming)
hansen-lunde (2005)
hanushek-kain-markman-rivkin (2003)
harding-pagan (2005)
harvey-newbold (2000)
haupt-schnurbus-tschernig (2010)
hausman-leibtag (2007)
hautsch-kyj-oomen (forthcoming)
heiss (2008)
hellstrom (2006)
henderson (2010)
henderson-millimet (2008)
henderson-parmeter-russell (2008)
hendry (2001)
henry-mourifie (forthcoming)
hensher (2006)
hernandez-pudney-hancock (2007)
herranz-mora-ruiz-castillo (2005)
heyma (2004)
hill (2006)
hill (2007)
hirschberg-maasoumi-slottje (2001)
ho (2006)
ho-huynh-jacho-chavez (2011)
hobijn-franses (2000)
hochguertel (2003)
hochguertel-ohlsson (2009)
hodgson (1999)
hodgson-linton-vorkink (2002)
hoffman-rasche (1996)
holloway-ehui-teklu (2008)
holt-mckenzie (2003)
hong (forthcoming)
horrace-schmidt (2000)
hospido (2012)
hsiao-ching-wan (forthcoming)
hsiao-shen-fujiki (2005)
hsiao-shen-wang-weeks (2007)
hu-phillips (2004)
hu-ridder (2012)
huang (2009)
huang-lee (2010)
hubrich-west (2010)
hudomiet-kezdi-willis (2011)
humlum-vejlin (forthcoming)
hurd-smith-zissimopoulos (2004)
hurd-van_rooij-winter (2011)
hussinger (2008)
huynh-jacho (2010)
ichino-mealli-nannicini (2008)
iglesias-phillips (2012)
ilbas (2012)
ioannides-zabel (2003)
isacsson (2004)
isiklar-lahiri-loungani (2006)
ivaldi-ladoux-ossard-simioni (1996)
iyer-rambaldi-tang (2008)
jacobs-wallis (2005)
jacobson-jansson-vredin-warne (2001)
jalan-ravallion (2002)
jarocinski (2010)
jeon-sickles (2004)
ji-li (2008)
jimenez-martin-martin (2007)
jochmann-koop-leon-strachan (forthcoming)
johnson-mcclelland (1998)
jones-labeaga (2003)
jones-schurer (2011)
jorda-marcellino (2010)
jore-mitchell-vahey (2010)
juarez-steel (2010)
juselius (2001)
justiniano-preston (2010)
kadiyala-karlsson (1997)
kalouptsidi (2012)
kalwij-alessie (2007)
kan-lee (forthcoming)
kapetanios (2007)
kapetanios-yates (2010)
kapteyn-van_de_geer-van_de_stadt-wansbeek (1997)
karlstrom-palme-svensson (2004)
kasa (1998)
kaufmann (2010)
kelchtermans-verboven (2010)
kenkel-terza (2001)
kennet (1994)
kerkhofs-kooreman (2003)
khwaja-picone-salm-trogdon (2011)
kiefer (2011)
kilian (1999)
kilian-zha (2002)
kim-kim (1996)
kim-lee (2001)
kim-morley-piger (2005)
kim-morley-piger (2008)
kim-sensier-osborn (2005)
kinal-lahiri (1993)
kleijn-van_dijk (2006)
klein-vella (2009)
klette-griliches (1996)
kline-tobias (2008)
koedijk-stork-devries (1998)
koenker (1988)
koenker-zeileis (2009)
kolenikov (2001)
komunjer (2007)
koop (forthcoming)
koop-poirier-tobias (2005)
koop-tobias (2004)
koopman-lucas (2005)
koopman-uspensky (2002)
kordas (2006)
korenok-radchenko-swanson (2010)
korobilis (forthcoming)
kraay (2012)
kreider-pepper (2008)
kuan-liu (1995)
kumar (2012)
kumbhakar-hjalmarsson (1995)
kumbhakar-tsionas (2011)
kuo (forthcoming)
kuzin-marcellino-schumacher (forthcoming)
lahaye-laurent-neely (2011)
lahiri-liu (2006)
lahiri-sheng (2010)
lancaster-juh (2010)
lanne (2000)
lanne (2006)
lanne-luoma-luoto (forthcoming)
laroque-salanie (2002)
laurent-rombouts-violante (forthcoming)
lee-lee (2005)
lee-nelson (2007)
lee-pesaran-smith (1997)
lee_bj (1995)
lee_mj (1995)
lee_mj (2004)
leuven-oosterbeek (2008)
lewbel (2003)
ley-steel (2009)
ley-steel (2009)
li (1999)
li (2006)
li (2012)
li-lee (2009)
li-li (1996)
li-liu-deininger (forthcoming)
li-ouyang-racine (forthcoming)
li-poirier-tobias (2004)
li-racine (2004)
li-tobias (2006)
li-zheng (2008)
liesenfeld-jung (2000)
lim-martin-martin (2005)
lin (1995)
lin-tsay (1996)
lindeboom-kerkhofs (2009)
liu (2009)
liu-brorsen (1995)
liu-kagel-lee (forthcoming)
liu-maheu (2009)
liu-stengos (1999)
loudon-watt-yadav (2000)
lu-perrigne (2008)
lubik-surico (2010)
luginbuhl-koopman (2004)
luintel (2000)
lutkepohl-terasvirta-wolters (1999)
maasoumi-millimet (2005)
machado-mata (2000)
machado-mata (2005)
mackinnon (1996)
mackinnon-haug-michelis (1999)
mackinnon-milbourne (1988)
magnac-robin-visser (1995)
maheu-gordon (2008)
mahieu-schotman (1998)
maitra-vahid (2006)
mamuneas-savvides-stengos (2006)
marcellino-mizon (2001)
mariano-murasawa (2003)
martens-kofman-vorst (1998)
martin (2000)
martin-reidy-wright (2009)
martins (2001)
masanjala-papageorgiou (2004)
masanjala-papageorgiou (2008)
mastrogiacomo-alessie-lindeboom (2004)
matas-mir-osborn-lombardi (2008)
mavromaras-orme (2004)
maynard-phillips (2001)
maynard-qiu (2009)
mcandrew-smith-thompson (2012)
mccaig-yatchew (2007)
mccluskey-quagrainie (2004)
mccullough (1999)
mccullough (2006)
mcdonald-mantrala (1995)
mcfadden-train (2000)
mealli-pudney (1996)
meddahi (2002)
mehta-rysman-simcoe (2010)
meijer-rouwendal (2006)
melenberg-van_soest (1996)
meredith-racine (2009)
metaxoglou-smith (2007)
michaud-tatsiramos (2011)
millimet-tchernis (forthcoming)
mills-zandvakili (1997)
miniaci-pastorello (2010)
minicozzi (2003)
miranda-schnitkey (1995)
mitchell-smith-weale (forthcoming)
mitchell-wallis (2011)
moench (forthcoming)
mohtadi-murshid (2009)
moon-perron (2007)
moosa-baxter (2002)
mora (2008)
moraga-gonzalez-sander-wildenbeest (forthcoming)
mouchart-vandresse (2007)
mountford-uhlig (2009)
mroz (forthcoming)
mullahy (1997)
mumtaz-sunder-plassmann (forthcoming)
mumtaz-surico (2009)
murtazashvili (forthcoming)
musalem-bradlow-raju (2009)
nakov (2010)
nason-cogley (1994)
nason-smith (2008)
ng (1995)
nishiyama (2005)
normandin-st-amour (1998)
noureldin-shephard-sheppard (forthcoming)
nyholm (2003)
ocal-osborn (2000)
odonnell-rambaldi-doran (2001)
offstein (2007)
olson (1998)
onatski-ruge-murcia (forthcoming)
onatski-williams (2010)
ornaghi (2006)
otrok-ravikumar-whiteman (2002)
paap-franses (2000)
pagan-sosunov (2003)
page-solon (2003)
paluch-kneip-hildenbrand (forthcoming)
papageorgiou (2011)
papke-wooldridge (1996)
parent-lesage (2008)
park (2010)
parmeter-henderson-kumbhakar (2007)
patton (2006)
paya-peel (2006)
pedroni (2007)
peersman (2005)
pendakur (2005)
pendakur-sperlich (2010)
perez (1998)
pesaran (2007)
pesaran-shin-smith (2001)
pesavento-rossi (2006)
phillips (2001)
phillips-mcfarland-mcmahon (1996)
phillips-sul (2009)
pinkse-slade (2007)
pittau-zelli (2006)
planas-rossi (2004)
polachek-yoon (1996)
polito-wickens (forthcoming)
pollak (forthcoming)
poo-sperlich-fernandez (2005)
porro-iacus (2009)
potter (1995)
prat (2010)
prieger (2002)
proietti (1996)
provencher (1995)
psaradakis-ravn-sola (2005)
psaradakis-sola (2003)
psaradakis-sola-spagnolo (2004)
pudney (2004)
pudney-shields (2000)
racine (1997)
racine (2006)
racine-hyndman (2002)
raj (1995)
ranjan-tobias (2007)
rapach-strauss (2008)
rapach-wohar (2005)
raper-love-shumway (2000)
rask (1995)
ravn (1997)
ray-savin (2008)
rees-zax-herries (2003)
rezende (2008)
richardson-van_den_berg (forthcoming)
rios-garcia (2011)
riphahn-wambach-million (2003)
romeo (1999)
romeo-sopher (1999)
ropponen (2011)
rosholm-skipper (2009)
ruge-murcia (2000)
rust-rothwell (1995)
ryden-terasvirta-asbrink (1998)
salemi (1999)
sandor-franses (2009)
santos_silva (2001)
sareen (1999)
sarno-valente (2005)
savage-waldman (2008)
schafgans (1998)
schaller (1990)
schleicher (2007)
schmidt-dengler (2003)
schorfheide (2000)
semykina-wooldridge (forthcoming)
senyuz (2011)
serlenga-shin (2007)
shachar (2003)
shachar-eckstein (2007)
sheng (forthcoming)
shephard-sheppard (2010)
shintani (2006)
shively (2001)
sickles-streitwieser (1998)
simar-zelenyuk (2007)
simonsen-skipper (2006)
skalin-terasvirta (1999)
smallwood-norrbin (2006)
smets-wouters (2005)
smith (1993)
smith (2005)
smith (2012)
smith-gan-kohn (2012)
smith-leybourne-kim-newbold (2004)
smith-mcaleer (1995)
smith-summers (2005)
soderlind (1994)
soderlind-vredin (1996)
soetevent-kooreman (2007)
sollis (2005)
spagnolo-psaradakis-sola (2005)
stengos-sun-wang (2006)
stengos-zacharias (2006)
stewart (2007)
stinebrickner (2000)
strachan (2009)
straetmans-wolff-verschoor (2008)
sueyoshi (1995)
sun-henderson-kumbhakar (2011)
sun-phillips (2004)
tan (2010)
temple (1998)
terasvirta-eliasson (2001)
terrell (1996)
terza (2002)
thoursie (2004)
timmermann (1995)
tobias-li (2003)
trede (1998)
tse (1998)
tsionas (2002)
tsionas (2006)
tsui-ho (2004)
tunali-pritchett (1997)
turner (2009)
unayama (2006)
vahid-engle (1993)
vakratsas-bass (2002)
van_biesebroeck (2007)
van_der_klaauw-van_ours (forthcoming)
van_der_weide (2002)
van_dijk-franses-lucas (1999)
van_norden (1996)
van_ophem (2011)
van_ours (2006)
van_ours-williams (2011)
van_vuuren-van_den_berg-ridder (2000)
vella-verbeek (1998)
villani (2009)
vinod (2000)
walker-ben-akiva-bolduc (2007)
wang (2006)
wang-fawson-barrett-mcdonald (2001)
watanabe (1999)
weber (1995)
wei-wright (forthcoming)
weiss (1996)
wells (2003)
westerlund (2008)
westerlund-hess (2011)
wheeler (2003)
wickens-motto (2001)
wilke (2006)
willis (2006)
wilson-carey (2004)
windmeijer-santos_silva (1997)
winkelmann (2004)
wolak (2007)
wooldridge (2005)
wright (1999)
wright (forthcoming)
xie-qian (2012)
xu (forthcoming)
yalta-yalta (2007)
yang-hsaio-li-wang (2006)
yang-tse (2006)
yatchew (2000)
zafar (2011)
zandberg-de_haan-elhorst (forthcoming)
zeileis-kleiber (2005)
zeileis-leisch-kleiber-hornik (2005)
zellner-ryu (1998)
zheng (2004)
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